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• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48500 3008 Pages:296-319

• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

  Shuixin Fang, Weidong Zhao

  2023-11-07

  28237 2375 Pages:1053-1086

• An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23597 2163 Pages:243-274

• Numerical Approximation to a Stochastic Parabolic PDE with Weak Galerkin Method

  Hongze Zhu, Yongkui Zou, Shimin Chai & Chenguang Zhou

  2018-09-17

  41628 2711 Pages:604-617

• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

  Yabing Sun, Jie Yang & Weidong Zhao

  2017-11-02

  39376 2709 Pages:798-828

• Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

  Yanzhao Cao & Li Yin

  2011-04-01

  40436 4457 Pages:38-52

• Noise Robust Physics-Informed Generative Adversarial Networks for Solving Stochastic Differential Equations

  Lin Wang, Min Yang, Ruisong Gao, Chuanjun Chen

  2025-05-16

  7368 486 Pages:521-543

• Mean-Square Approximation of Navier-Stokes Equations with Additive Noise in Vorticity-Velocity Formulation

  G.N. Milstein, M.V. Tretyakov

  2020-10-09

  48799 3834 Pages:1-30