Lianzi Jiang

activity

20192023

most citedDiscrete-time approximation for backward stochastic differential equations driven by

G

-Brownian motion

1 citations · 2 across the 8 of their papers we have counts for

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math.NA2019★ 1 cited

Discrete-time approximation for backward stochastic differential equations driven by $G$ -Brownian motion

Lianzi Jiang, Mingshang Hu

In this paper, we study the discrete-time approximation schemes for a class of backward stochastic differential equations driven by $G$ -Brownian motion ( $G$ -BSDEs) which correspond…

math.NA2019

Explicit $θ$ -Schemes for Solving Anticipated Backward Stochastic Differential Equations

Mingshang Hu, Lianzi Jiang

In this paper, a class of stable explicit $θ$ -schemes are proposed for solving anticipated backward stochastic differential equations (anticipated BSDEs) which generator not only c…

Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion

Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations

Discrete-time approximation for backward stochastic differential equations driven by $G$ -Brownian motion

Explicit $θ$ -Schemes for Solving Anticipated Backward Stochastic Differential Equations