Yang Li

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
A new second-order one-step scheme for solving decoupled FBSDES and optimal error estimates East Asian Journal on Applied Mathematics	2021-04-27	Paper
Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs Science China. Mathematics	2017-06-29	Paper
Second-order schemes for solving decoupled forward backward stochastic differential equations Science China. Mathematics	2015-02-06	Paper
Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations International Journal of Numerical Analysis and Modeling	2013-12-02	Paper
A generalized \(\theta\)-scheme for solving backward stochastic differential equations Discrete and Continuous Dynamical Systems. Series B	2012-07-04	Paper
Theoretical research on reservoir closed-loop production management Science China. Technological Sciences	2012-06-07	Paper
\(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations Statistics & Probability Letters	2010-09-24	Paper

Research outcomes over time

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