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researcher

L. Yan

1 paper hereh-index 224 citations3 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1
same name
  • L. Yan — 7 papers, h 21
  • L. Yan — 2 papers, h 15
  • L. Yan — 2 papers, h 7

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedAsymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales

15 citations · 15 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2006★ 15 cited

Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales

Liqing Yan

A Milstein-type scheme was proposed to improve the rate of convergence of its approximation of the solution to a stochastic differential equation driven by a vector of continuous s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.