49 citations · 150 across the 15 of their papers we have counts for
Showing 2015 · math.NAShow all
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math.NA2015★ 13 cited
Well-posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises
Yanzhao Cao, Jialin Hong, Zhihui Liu
The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by w…
math.NA2015
An Efficient Meshfreee Implicit Filter for Nonlinear Filtering Problems
Feng Bao, Yanzhao Cao, Clayton Webster +1
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The impli…
math.NA2015★ 35 cited
Finite element approximations for second order stochastic differential equation driven by fractional Brownian motion
Yanzhao Cao, Jialin Hong, Zhihui Liu
We consider finite element approximations for a one dimensional second order stochastic differential equation of boundary value type driven by a fractional Brownian motion with Hur…