Search Results

• PI-VEGAN: Physics Informed Variational Embedding Generative Adversarial Networks for Stochastic Differential Equations

  Ruisong Gao, Yufeng Wang, Min Yang, Chuanjun Chen

  2023-11-07

  27792 2414 Pages:931-953

• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48597 3045 Pages:296-319

• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

  Shuixin Fang, Weidong Zhao

  2023-11-07

  28343 2410 Pages:1053-1086

• One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations

  Chengjian Zhang, Jingwen Wu, Weidong Zhao

  2019-10-12

  47060 2560 Pages:1213-1230

• Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-05-11

  21245 1773 Pages:463-493

• A Class of Efficient Multistep Methods for Forward Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2024-12-11

  11879 1107 Pages:904-932

• Noise Robust Physics-Informed Generative Adversarial Networks for Solving Stochastic Differential Equations

  Lin Wang, Min Yang, Ruisong Gao, Chuanjun Chen

  2025-05-16

  7496 523 Pages:521-543

• Splitting Schemes for Second-Order Backward Stochastic Differential Equations

  Bo Li, Weidong Zhao, Luying Zheng

  2025-10-22

  5390 287 Pages:1003-1026

• Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

  Yidan Geng, Minghui Song, Yulan Lu, Mingzhu Liu

  2020-10-09

  48124 3756 Pages:194-218

• The State Equations Methods for Stochastic Control Problems

  Lijin Wang & Fengshan Bai

  2018-08-14

  38878 3786 Pages:79-96

• Deferred Correction Methods for Forward Backward Stochastic Differential Equations

  Tao Tang, Weidong Zhao & Tao Zhou

  2020-11-03

  40745 4215 Pages:222-242 Open-access

• Numerical Approximation to a Stochastic Parabolic PDE with Weak Galerkin Method

  Hongze Zhu, Yongkui Zou, Shimin Chai & Chenguang Zhou

  2018-09-17

  41723 2742 Pages:604-617

• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

  Yabing Sun, Jie Yang & Weidong Zhao

  2017-11-02

  39440 2738 Pages:798-828

• Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

  Yanzhao Cao & Li Yin

  2011-04-01

  40497 4496 Pages:38-52

• Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation

  G.N. Milstein, M.V. Tretyakov

  2020-10-09

  48918 3878 Pages:1-30

• Strong Convergence of the Semi-Implicit Euler Method for a Kind of Stochastic Volterra Integro-Differential Equations

  Jianfang Gao, Shufang Ma & Hui Liang

  2018-12-17

  43266 2841 Pages:547-565

• An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23692 2281 Pages:243-274

• Stability and Optimal Error Estimates Analysis of an LDG Method for the Stochastic Nonlinear KdV Equation

  Xuewei Liu, Zhenyu Wang, Xiaohua Ding, Shao-Liang Zhang

  2025-12-23

  192 68 Pages:192-218

• Analysis of the Closure Approximation for a Class of Stochastic Differential Equations

  Yunfeng Cai, Tiejun Li, Jiushu Shao & Zhiming Wang

  2020-11-03

  39060 2611 Pages:299-330

• A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations

  Weidong Zhao, Wei Zhang & Lili Ju

  2016-09-01

  39352 2762 Pages:262-288

• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

  Xu Yang, Weidong Zhao

  2021-09-10

  45699 2757 Pages:1085-1109