Jie Yang

Jie Yang

Shandong University - Jinan / China
Others
AD Scientific Index ID: 5861287
山东大学
person_outline Jie Yang's MOST POPULAR ARTICLES
1-) Numerical simulations for G-Brownian motionJ Yang, W ZhaoFrontiers of Mathematics in China 11, 1625-1643, 2016262016
2-) Ito-Taylor schemes for solving mean-field stochastic differential equationsY Sun, J Yang, W ZhaoNumerical Mathematics: Theory, Methods and Applications 10 (4), 798-828, 2017232017
3-) A first-order numerical scheme for forward-backward stochastic differential equations in bounded domainsJ Yang, G Zhang, W ZhaoJournal of Computational Mathematics, 237-258, 2018132018
4-) Convergence of recent multistep schemes for a forward-backward stochastic differential equationJ Yang, W ZhaoEast Asian Journal on Applied Mathematics 5 (4), 387-404, 2015152015
5-) Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEsY Li, J Yang, WD ZhaoScience China Mathematics 60, 923-948, 2017122017