Search Results

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

  Xu Yang, Weidong Zhao, Wenju Zhao

  2024-07-29

  24842 2033 Pages:133-159

• Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs

  Tao Kong, Weidong Zhao & Tao Zhou

  2020-07-30

  39341 3361 Pages:1482-1503

• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems

  Feng Bao, Yanzhao Cao & Weidong Zhao

  2018-08-21

  47712 3715 Pages:1573-1601

• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control

  Weidong Zhao, Tao Zhou & Tao Kong

  2018-04-09

  41185 3088 Pages:808-834

• A Numerical Method and Its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

  Weidong Zhao, Wei Zhang & Lili Ju

  2014-03-05

  42216 4078 Pages:618-646