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Publications by Weiyin Fei
The Truncated EM Method for Stochastic Differential Equations With Poisson Jumps
Journal of Computational and Applied Mathematics
Computational Mathematics
Applied Mathematics
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Fractional Stochastic Differential Equations With Hilfer Fractional Derivative: Poisson Jumps and Optimal Control
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The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
Journal of Mathematical Analysis and Applications
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A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps
Journal of Mathematical Finance
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
SIAM Journal on Control and Optimization
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A Weak Approximation of Stochastic Differential Equations With Jumps Through Tempered Polynomial Optimization
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Numerical Method for Solving Stochastic Differential Equations With Dichotomous Noise
Physical Review E
Simulation Method for Solving Stochastic Differential Equations With Constant Diffusion Coefficients
Journal of Mathematics and Computer Science
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A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
Journal of Applied Mathematics and Physics
Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations With Jumps and Irregular Drift Coefficient
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
