Yabing Sun
Results
Journal Article
Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations
Advances in Applied Mathematics and Mechanics, Vol. 13 (2021), Iss. 6 : pp. 1293–1317
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
Journal Article
An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations
East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 3 : pp. 566–593
Journal Article
An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations
Journal of Computational Mathematics, Vol. 40 (2022), Iss. 4 : pp. 517–540
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
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
Journal Article
A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps
Journal of Computational Mathematics, Vol. 43 (2025), Iss. 1 : pp. 229–256
Journal Article
Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part II: Sinc Quadrature Rule
CSIAM Transactions on Applied Mathematics, Vol. 6 (2025), Iss. 1 : pp. 176–206