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Yutian LI
Yutian LI
The Chinese University of Hong Kong, Shenzhen
Verified email at cuhk.edu.cn - Homepage
Title
Cited by
Cited by
Year
Integral and series representations of the Dirac delta function
YT Li, R Wong
Communications on Pure and Applied Analysis 7 (2), 229- 247, 2008
46*2008
A fourth-order scheme for space fractional diffusion equations
X Guo, Y Li, H Wang
Journal of Computational Physics 373, 410-424, 2018
232018
SubRiemannian Geodesics in the Grushin Plane
DC Chang, Y Li
Journal of Geometric Analysis 22 (3), 800-826, 2012
192012
A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model
X Guo, Y Li, H Wang
SIAM Journal on Scientific Computing 40 (5), A3322-A3343, 2018
182018
Finite element and discontinuous Galerkin methods with perfect matched layers for American options
H Song, K Zhang, Y Li
Numerical Mathematics: Theory, Methods and Applications 10 (4), 829-851, 2017
152017
Quantum systems associated with the Hahn and continuous Hahn polynomials
AD Alhaidari, YT Li
Reports on Mathematical Physics 82 (3), 285-301, 2018
142018
Linear difference equations with a transition point at the origin
LH Cao, YT Li
Analysis and Applications 12 (01), 75-106, 2014
142014
Option prices under stochastic volatility
J Han, M Gao, Q Zhang, Y Li
Applied Mathematics Letters 26 (1), 1-4, 2013
102013
Valuation of American options under the CGMY model
X Guo, Y Li
Quantitative Finance 16 (10), 1529-1539, 2016
92016
Variational image restoration and segmentation with rician noise
L Chen, Y Li, T Zeng
Journal of Scientific Computing 78, 1329-1352, 2019
82019
Real solutions of the first Painlevé equation with large initial data
WG Long, YT Li, SY Liu, YQ Zhao
Studies in Applied Mathematics 139 (4), 505-532, 2017
82017
A FINITE DIFFERENCE SCHEME FOR CAPUTO-FABRIZIO FRACTIONAL DIFFERENTIAL EQUATIONS.
X Guo, Y Li, T Zeng
International Journal of Numerical Analysis & Modeling 17 (2), 2020
72020
Heat kernel asymptotic expansions for the Heisenberg sub-Laplacian and the Grushin operator
DC Chang, Y Li
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2015
72015
Global Asymptotics of Stieltjes-Wigert Polynomials
YT Li, R Wong
Analysis and Applications 11 (5), 1-12, 2013
72013
Full asymptotic expansions of the Landau constants via a difference equation approach
Y Li, S Liu, S Xu, Y Zhao
Applied Mathematics and Computation 219 (3), 988-995, 2012
72012
Heat kernels for a class of degenerate elliptic operators using stochastic method
O Calin, DC Chang, J Hu, Y Li
Complex Variables and Elliptic Equations 57 (2-4), 155-168, 2012
72012
Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process
X Guo, Y Li, H Wang
Computers & Mathematics with Applications 76 (6), 1500-1514, 2018
62018
A Fast Finite Difference Method for Tempered Fractional Diffusion Equations
X Guo, Y Li, H Wang
Communications in Computational Physics 24 (2), 531-556, 2018
62018
Asymptotics of the Wilson polynomials
YT Li, XS Wang, R Wong
Analysis and Applications 18 (02), 237-270, 2020
52020
Projection and contraction method for the valuation of American options under regime switching
H Song, J Xu, J Yang, Y Li
Communications in Nonlinear Science and Numerical Simulation 109, 106332, 2022
42022
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Articles 1–20