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• 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

  24977 2123 Pages:133-159

• Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs

  Tao Kong, Weidong Zhao, Tao Zhou

  2020-07-30

  39423 3389 Pages:1482-1503

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

  Feng Bao, Yanzhao Cao, Weidong Zhao

  2018-08-21

  47841 3753 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

  41277 3130 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

  42326 4172 Pages:618-646