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Weidong Zhao

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Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations

Journal Article

Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations

Advances in Applied Mathematics and Mechanics, Vol. 15 (2023), Iss. 3 : pp. 737–768

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Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

Journal Article

Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

Journal of Computational Mathematics, Vol. 35 (2017), Iss. 2 : pp. 213–244

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An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

Journal Article

An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

Numerical Mathematics: Theory, Methods and Applications, Vol. 17 (2024), Iss. 1 : pp. 243–274

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Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

Journal Article

Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

International Journal of Numerical Analysis and Modeling, Vol. 21 (2024), Iss. 2 : pp. 268–294

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Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part I: Gaussian Quadrature Rule

Journal Article

Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part I: Gaussian Quadrature Rule

CSIAM Transactions on Applied Mathematics, Vol. 5 (2024), Iss. 2 : pp. 390–420

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Optimal Error Estimates of a Discontinuous Galerkin Method for Stochastic Allen-Cahn Equation Driven by Multiplicative Noise

Journal Article

Optimal Error Estimates of a Discontinuous Galerkin Method for Stochastic Allen-Cahn Equation Driven by Multiplicative Noise

Communications in Computational Physics, Vol. 36 (2024), Iss. 1 : pp. 133–159

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One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations

Journal Article

One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations

Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 4 : pp. 1213–1230

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Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

Journal Article

Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

Numerical Mathematics: Theory, Methods and Applications, Vol. 13 (2020), Iss. 2 : pp. 296–319

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Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

Journal Article

Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 1085–1109

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ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

Journal Article

ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

Numerical Mathematics: Theory, Methods and Applications, Vol. 16 (2023), Iss. 4 : pp. 1053–1086

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A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

Journal Article

A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

Journal of Computational Mathematics, Vol. 36 (2018), Iss. 2 : pp. 237–258

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A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations

Journal Article

A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations

Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 3 : pp. 643–663

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