Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
- [41] 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.
- [42] 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.
- [43] 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.
- [44] 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.
- [45] 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.
- [46] 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.
- [47] 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.
- [48] Liyong Zhu , Lili Ju and Weidong Zhao. Fast high-order compact exponential time differencing Runge-Kutta methods for second-order semilinear parabolic equations. Journal of Scientific Computing, 67, 1043-1065, 2016.
- [49] Xu Yang and Weidong Zhao. Strong convergence analysis of split-step $\theta$-method for nonlinear stochastic differential equations with jumps. Advances in Applied Mathematics and Mechanics, 8, 1004-1022, 2016.
- [50] Feng Bao , Yanzhao Cao , Amnon Meir and Weidong Zhao. A first order scheme for backward doubly stochastic differential equations. SIAM/ASA Journal on Uncertainty Quantification, 4, 413-445, 2016.