Lianzi Jiang

MaRDI QIDQ2029144zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem Stochastic Processes and their Applications	2026-06-24	Paper
Convergence rates for Chernoff-type approximations of convex monotone semigroups Stochastic Processes and their Applications	2025-10-02	Paper
On the rate of convergence for an -stable central limit theorem under sublinear expectation Journal of Applied Probability	2025-03-04	Paper
Error estimates for the robust -stable central limit theorem under sublinear expectation by a discrete approximation method Journal of Mathematical Analysis and Applications	2025-02-06	Paper
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion Stochastics and Dynamics	2025-01-17	Paper
A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition Journal of Theoretical Probability	2024-08-24	Paper
Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework Optimal Control Applications & Methods	2023-10-23	Paper
Convergence rates for Chernoff-type approximations of convex monotone semigroups	2023-10-15	Paper
Error estimates for the robust \alpha-stable central limit theorem under sublinear expectation by discrete approximation method	2023-10-03	Paper
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation Probability, Uncertainty and Quantitative Risk	2023-04-26	Paper
A robust \alpha-stable central limit theorem under sublinear expectation without integrability condition	2023-01-18	Paper
A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation (available as arXiv preprint)	2022-04-30	Paper
An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion Journal of Mathematical Analysis and Applications	2022-01-21	Paper
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of \alpha-stable limit theorem under sublinear expectation	2021-07-23	Paper
An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion Applied Numerical Mathematics	2021-06-03	Paper
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems	2020-07-13	Paper
Numerical Schemes for Backward Stochastic Differential Equations Driven by G-Brownian motion	2019-11-29	Paper
Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations	2019-06-04	Paper

Research outcomes over time

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