[1]     Yunzhang Li*; Xiaolu Tan; Shanjian Tang; Discrete-time Approximation of Stochastic Optimal Control with Partial Observation, SIAM Journal on Control and Optimization, 2024, 62(1): 326-350. (T1)

[2]     Yunzhang Li*; A high-order numerical method for BSPDEs with applications to mathematical finance, SIAM Journal on Financial Mathematics, 2022, 13(1): 147-178. (T2)

[3]     Yunzhang Li; Chi-Wang Shu*; Shanjian Tang; A discontinuous Galerkin method for stochastic conservation laws, SIAM Journal on Scientific Computing, 2020, 42(1): A54-A86. (T1)

[4]     Yunzhang Li; Chi-Wang Shu*; Shanjian Tang; An ultra-weak discontinuous Galerkin method with implicit–explicit time-marching for generalized stochastic KdV equations, Journal of Scientific Computing, 2020, 82(3): 61. (T2)

[5]     Yunzhang Li*; A high-order numerical scheme for stochastic optimal control problem, Journal of Computational and Applied Mathematics, 2023, 427: 115158. (T3)

[6]     Yunzhang Li*; Shanjian Tang; Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence, Systems & Control Letters, 2021, 153: 104952.

[7]     Yunzhang Li; Chi-Wang Shu*; Shanjian Tang; A local discontinuous Galerkin method for nonlinear parabolic SPDEs, ESAIM: Mathematical Modelling and Numerical Analysis, 2021, 55: S187-S223. (T2)

[8]     Li Zhou; Yunzhang Li*; An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise involving second-order derivative, Communications in Computational Physics, 2022, 31(2): 516-547. (T1)

[9]     Yunzhang Li*; Shanjian Tang; Approximation of backward stochastic partial differential equations by a splitting-up method, Journal of Mathematical Analysis and Applications, 2021, 493: 1-37. (T3)

[10]   Yunzhang Li*; Shanjian Tang; BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales, Communications in Information and Systems, 2021, 21(4): 561-589.

[11]   Kai Du; Yunzhang Li*; Yuyang Ye; Particle approximation for a conditional McKean-Vlasov stochastic differential equation, preprint (http://arxiv.org/abs/2403.17555)

[12]   Yuyang Ye; Yunzhang Li*; Shanjian Tang; Fractional backward stochastic partial differential equations with applications to stochastic optimal control of partially observed systems driven by Lévy processes, preprint. (http://arxiv.org/abs/2409.07052)

[13]   Yixiang Dai; Yunzhang Li*; Jing Zhang, Local discontinuous Galerkin method for nonlinear BSPDEs of Neumann boundary conditions with deep backward dynamic programming time-marching, preprint. (http://arxiv.org/abs/2409.11004)

[14]   Bin Pei; Lifang Feng; Yunzhang Li; Yong Xu*; The governing equation of stochastic dynamical system excited by combined fractional Gaussian noise and Gaussian white noise, preprint.

[15]   Miaomiao Li; Yunzhang Li; Bin Pei; Yong Xu*; Averaging principle for slow-fast semilinear RPDEs, preprint.