[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.

国家自然科学基金项目：

1.       国家自然科学基金委员会，青年科学基金项目，12301566，平均场框架下的部分观测随机最优控制问题的紧性方法与数值研究，2024.01 – 2026.12，30万元，在研，主持

省部级项目：

1.       上海市科学技术委员会，上海市2023年度“科技创新行动计划”基础研究领域项目，23JC1400300，平均场系统滤波问题的混沌传播理论与粒子博弈极限理论，2023.12 – 2026.11，40万元，在研，主持

2.       上海市教育委员会与上海市教育发展基金会，上海市“晨光计划”，22CGA02，倒向随机N-S方程的概率学表征和数值方法，2023.01 – 2024.12，6万元，在研，主持

3.       中国博士后科学基金会，中国博士后科学基金面上资助，2021M690703，完全非线性二阶PDEs的间断有限元方法及其应用，2021.06 – 2022.06，8万元，结题，主持

4.       中国博士后科学基金会，国家博士后创新人才支持计划，BX20200096，高维SPDEs和BSPDEs的LDG方法及其在随机最优控制中的应用，2020.06 – 2022.06，63万元，结题，主持

横向项目：

1. 合作单位：华东师范大学附属东昌中学，课题名称：数学核心素养培养项目技术服务（拔尖创新人才培养），2024.03 – 2024.12，34.08万元，在研，主持

• 陕西高等学校科学技术研究优秀成果一等奖
• 上海市优秀毕业生（博士）

1.       2024.12.16 – 2024.12.20，The 14th AIMS Conference 2024，阿联酋阿布扎比，专题报告

2.       2024.08.11 – 2024.08.12，随机最优控制数值算法研讨会，中国长沙，邀请报告

3.       2024.07.27 – 2024.07.31，International Workshop on Probability Theory and Stochastic Analysis，中国威海，邀请报告

4.       2023.08.28 – 2023.09.01，The Second HKSIAM Biennial Meeting，中国香港，专题报告

5.       2023.08.20 – 2023.08.25，第十届国际工业与应用数学大会，日本东京，专题报告

6.       2023.08.09 – 2023.08.12，The Fifth International Workshop on Development and Application of High-Order Numerical Methods，中国青岛，邀请报告

7.       2023.08.07 – 2023.08.11，第14届数学控制理论及应用学术会议，中国成都，邀请报告

8.       2023.08.02 – 2023.08.05，中国工业与应用数学学会系统与控制数学2023年学术研讨会， 中国银川，邀请报告