| Numerical simulations for G-Brownian motion J Yang, W Zhao Frontiers of Mathematics in China 11, 1625-1643, 2016 | 26 | 2016 |
| Ito-Taylor schemes for solving mean-field stochastic differential equations Y Sun, J Yang, W Zhao Numerical Mathematics: Theory, Methods and Applications 10 (4), 798-828, 2017 | 23 | 2017 |
| Convergence of recent multistep schemes for a forward-backward stochastic differential equation J Yang, W Zhao East Asian Journal on Applied Mathematics 5 (4), 387-404, 2015 | 13 | 2015 |
| A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains J Yang, G Zhang, W Zhao Journal of Computational Mathematics, 237-258, 2018 | 11 | 2018 |
| Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs Y Li, J Yang, WD Zhao Science China Mathematics 60, 923-948, 2017 | 10 | 2017 |
| A unified probabilistic discretization scheme for FBSDEs: Stability, consistency, and convergence analysis J Yang, W Zhao, T Zhou SIAM Journal on Numerical Analysis 58 (4), 2351-2375, 2020 | 9 | 2020 |
| Explicit deferred correction methods for second-order forward backward stochastic differential equations J Yang, W Zhao, T Zhou Journal of Scientific Computing 79 (3), 1409-1432, 2019 | 8 | 2019 |
| Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps Y Fu, J Yang, W Zhao East Asian Journal on Applied Mathematics 6 (3), 253-277, 2016 | 6 | 2016 |
Weidong ZhaoShandong UniversityVerified email at sdu.edu.cn
