李运章
青年副研究员
- Discrete-time approximation of optimal control under partial observation
- A high-order numerical scheme for stochastic optimal control problem
- A high-order numerical method for BSPDEs with applications to mathematical finance
- An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise i...
- BMO martingale method for backward stochastic differential equations driven by general cadlag loc...
- Approximation of BSDEs with Super-linearly Growing Generators by Euler's Polygonal Line Method: a...
- Approximation of backward stochastic partial differential equations of by a splitting-up method
- A local discontinuous Galerkin method for nonlinear parabolic SPDEs
- An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized ...
- A discontinuous Galerkin method for stochastic conservation laws
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