[1] 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, SIAM Journal on Control and Optimization, 2025, 63 (2): 1314-1347.
(中国数学会 T1 期刊, 通讯作者)
[2] Miaomiao Li, Yunzhang Li, Bin Pei*, Yong Xu, Averaging principle for semilinear slow-fast rough partial differential equations, Stochastic Processes and their Applications, 2025, 188:104683.
(中国数学会 T2 期刊)
[3] Bin Pei, Lifang Feng, Yunzhang Li, Yong Xu*, Non-Markovian dynamics: the memory-dependent probability density evolution equations, Nonlinear Dynamics, 2025, 113: 12589-12607.
(中国科学院 2 区期刊)
[4] 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.
(中国数学会 T3 期刊, 第一作者、通讯作者)
[5] Yunzhang Li*, A high-order numerical scheme for stochastic optimal control problem, Journal of Computational and Applied Mathematics, 2023, 427: 115158.
(中国数学会 T1 期刊, 第一作者、通讯作者)
[6] Yunzhang Li*, A high-order numerical method for BSPDEs with applications to mathematical finance, SIAM Journal on Financial Mathematics, 2022, 13(1): 147-178.
(中国数学会 T2 期刊, 第一作者、通讯作者)
[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.
(中国数学会 T2 期刊, 第一作者)
[8] 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.
(复旦数学 2 区期刊, 第一作者、通讯作者)
[9] 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.
(中国数学会 T1 期刊, 通讯作者)
[10] 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.
(中国数学会 T3 期刊, 第一作者、通讯作者)
[11] 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.
(第一作者、通讯作者)
[12] 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.
(中国数学会 T2 期刊, 第一作者)
[13] 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.
(中国数学会 T1 期刊, 第一作者)
[14] Yixiang Dai, Yunzhang Li*, Jing Zhang, Local discontinuous Galerkin method for nonlinear BSPDEs of Neumann boundary conditions with deep backward dynamic programming time-marching, Communications in Computational Physics, under revision.
(中国数学会 T1 期刊, 通讯作者)
[15] Kai Du, Yunzhang Li*, Yuyang Ye, Particle approximation for a conditional McKean-Vlasov stochastic differential equation, preprint.
(通讯作者)
