Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [131] Feng Bao , Yanzhao Cao and Weidong Zhao. A backward doubly stochastic differential equation approach for nonlinear filtering problems. Communications in Computational Physics, 23, 1573-1601, 2018.
- [132] Weidong Zhao , Tao Zhou and Tao Kong. High-order numerical schemes for second-order FBSDEs with applications to stochastic optimal control. Communications in Computational Physics, 21, 808-834, 2017.
- [133] Yabing Sun , Jie Yang and Weidong Zhao. Ito-Taylor schemes for solving mean-field stochastic differential equations. Numerical Mathematics: Theory, Methods and Applications, 10, 798–828, 2017.
- [134] Tao Tang , Weidong Zhao and Tao Zhou. Deferred correction methods for forward backward stochastic differential equations. Numerical Mathematics: Theory, Methods and Applications, 10, 222-242, 2017.
- [135] Yang Li , Jie Yang and Weidong Zhao. Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs. Science China Mathematics, 60, 923-948, 2017.
- [136] Bo Gong , Wenbin Liu , Tao Tang , Weidong Zhao and Tao Zhou. An efficient gradient projection method for stochastic optimal control problems. SIAM Journal on Numerical Analysis, 55, 2982–3005, 2017.
- [137] Bo Gong and Weidong Zhao. Optimal error estimates for a fully discrete euler scheme for decoupled forward backward stochastic differential equations. East Asian Journal on Applied Mathematics, 7, 548-565, 2017.
- [138] Yu Fu , Weidong Zhao and Tao Zhou. Efficient spectral sparse grid approximations for solving multi-dimensional forward backward SDEs. Discrete and Continuous Dynamical Systems - Series B, 22, 3439-3458, 2017.
- [139] Weidong Zhao , Wei Zhang and Guannan Zhang. Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps. Journal of Computational Mathematics, 35, 213-244, 2017.
- [140] Yu Fu , Weidong Zhao and Tao Zhou. Multistep schemes for forward backward stochastic differential equations with jumps. Journal of Scientific Computing, 69, 651-672, 2016.