Search Results

• An Oscillation-Free Discontinuous Galerkin Method for a Nonlinear Stochastic Convection-Dominated Diffusion Problem and Its Error Analysis

  Yaping Li, Weidong Zhao, Wenju Zhao

  2025-09-28

  5074 477 Pages:1264-1289

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field Fbsdes with Jumps

  Yabing Sun, Weidong Zhao

  2025-09-28

  5558 424 Pages:1290-1317

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps

  Yabing Sun, Weidong Zhao

  2024-11-18

  4087 513 Pages:229-256

• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems

  Xu Yang, Weidong Zhao

  2023-12-01

  28487 2798 Pages:248-270

• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

  2022-10-06

  41542 3300 Pages:517-540

• Schwarz Method for Financial Engineering

  Guangbao Guo, Weidong Zhao

  2021-07-05

  39226 2934 Pages:538-555

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

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39626 2948 Pages:237-258

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

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36234 2899 Pages:213-244

• A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  38400 3858 Pages:221-248