Search Results

• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates

  Yang Li, Jie Yang, Weidong Zhao

  2020-04-01

  42179 3137 Pages:354-380

• A Fast Collocation Method with Inscribed Polygonal Approximation of the Peridynamic Neighborhood for Bond-Based Linear Viscoelastic Peridynamic Models

  Jie Ma, Zhiwei Yang, Ning Du

  2025-01-07

  14178 1161 Pages:290-313

• Riemann-Hilbert Approach and Soliton Solutions of the Higher-Order Dispersive Nonlinear Schrödinger Equations with Single and Double Poles

  Zhi-Qiang Li, Shou-Fu Tian, Jin-Jie Yang, Xiao-Li Wang

  2021-02-23

  43746 2988 Pages:369-388

• The Riemann-Hilbert Approach and $N$-Soliton Solutions of a Four-Component Nonlinear Schrödinger Equation

  Xin-Mei Zhou, Shou-Fu Tian, Jin-Jie Yang, Jin-Jin Mao

  2020-11-24

  44460 4104 Pages:143-163

• Riemann-Hilbert Approach and $N$-Soliton Solutions for Three-Component Coupled Hirota Equations

  Xin Wu, Shou-Fu Tian, Jin-Jie Yang

  2020-08-15

  45868 3213 Pages:717-731

• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps

  Yu Fu, Jie Yang & Weidong Zhao

  2018-02-09

  36006 3153 Pages:253-277

• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation

  Jie Yang & Weidong Zhao

  2018-02-09

  36189 3236 Pages:387-404

• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps

  Jie Miao & Xu Yang

  2018-02-09

  36392 3206 Pages:222-237