Weidong Zhao
+
Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [111] Long Teng and Weidong Zhao. High-order combined multi-step scheme for solving forward backward stochastic differential equations. Jounal of Scientific Computing, 87, 2021.
- [112] Yabing Sun and Weidong Zhao. Numerical methods for mean-field stochastic differential equations with jumps. Numerical Algorithms, 88, 903-937, 2021.
- [113] Shehu Maitama and Weidong Zhao. Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives. Applications of Mathematics, 40, 86, 2021.
- [114] Shehu Maitama and Weidong Zhao. Beyond Sumudu transform and natural transform: J-transform properties and applications. The Journal of Applied Analysis and Computation, 10, 1223-1241, 2020.
- [115] Yu Fu , Weidong Zhao and Tao Zhou. Highly accurate numerical schemes for stochastic optimal control via FBSDEs. Numerical Mathematics. Theory, Methods and Applications, 13, 296-319, 2020.
- [116] Yabing Sun and Weidong Zhao. An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations. Numerical Algorithms, 84, 253-283, 2020.
- [117] Yang Li , Jie Yang and Weidong Zhao. A new second-order one-step scheme for solving decoupled FBSDEs and optimal error estimates. East Asian Journal on Applied Mathematics, 10, 354-380, 2020.
- [118] Ying Liu , Yabing Sun and Weidong Zhao. A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations. Advances in Applied Mathematics and Mechanics, 12, 643-663, 2020.
- [119] Yabing Sun and Weidong Zhao. An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. East Asian Journal on Applied Mathematics, 10, 354-380, 2020.
- [120] Jie Yang , Weidong Zhao and Tao Zhou. A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis. SIAM Journal on Numerical Analysis, 58, 2351-2375, 2020.