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2020 – today
- 2023
[i8]Lianzi Jiang:
Error estimates for the robust α-stable central limit theorem under sublinear expectation by discrete approximation method. CoRR abs/2310.02134 (2023)- [i7]Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang:
Convergence rates for Chernoff-type approximations of convex monotone semigroups. CoRR abs/2310.09830 (2023) - 2021
- [i6]Lianzi Jiang:
Discrete time approximation of fully nonlinear HJB equations via stochastic control problems under the G-expectation framework. CoRR abs/2104.02268 (2021) - [i5]Mingshang Hu, Lianzi Jiang, Gechun Liang:
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation. CoRR abs/2107.11076 (2021) - 2020
- [i4]Mingshang Hu, Lianzi Jiang:
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems. CoRR abs/2007.06266 (2020) - [i3]Mingshang Hu, Lianzi Jiang:
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion. CoRR abs/2010.00253 (2020)
2010 – 2019
- 2019
- [i2]Mingshang Hu, Lianzi Jiang:
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations. CoRR abs/1906.01793 (2019) - [i1]Mingshang Hu, Lianzi Jiang:
Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion. CoRR abs/1911.13070 (2019)
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