[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.

[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.

[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.

[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.

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

[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.

[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.

[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.

[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, arxiv: http://arxiv.org/abs/2403.17555.