Yang Xu  

Associate professor and master supervisor at the School of Mathematics, CUMT

Research interests:  numerical methods for SDEs, SPDEs, BSDEs, BSPDEs、stochastic analysis、stochastic numerics.

Selected Publications：

Xu Yang, Weidong Zhao, and Wenju Zhao, Strong optimal error estimates for discontinuous Galerkin method for multiplicative noise driving nonlinear SPDEs , to appear in Numer. Methods Partial  Differential Eq.,  2022. (Q1)

Xu Yang and Weidong Zhao, Strong convergence of jump-adapted implicit Milstein method for a class of nonlinear jump-diffusion problems, to appear in J. Comput. Math., 2022. (T1)

Xu Yang and Weidong Zhao, Strong convergence analysis for jump-adapted backward Euler method under non-globally Lipschitz condition, Math. Numer. Sinica,  44(2022): 163-177.(T3)

Xu Yang and Weidong Zhao, Strong convergence of a fully discrete scheme for multiplicative noise driving SPDEs with non-globally Lipschitz continuous coefficients, Numer. Math. Theory Methods Appl., 14(2021): 1085-1109.(Q1)

Xu Yang and Weidong Zhao, Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients, J. Comput. Appl. Math., 384(2021): 113173. (Q1)

Xu Yang and Weidong Zhao, Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates, Adv. Appl. Math. Mech., 12(2020): 1457-1480.(T2)

Xu Yang and Weidong Zhao, Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises, Appl. Math. Comput., 332(2018): 58-75. (Q1)

Xu Yang and Xiaojie Wang, A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models, Numer. Algorithms, 74(2017): 387-404. (Q1)

Xu Yang and Weidong Zhao, Strong convergence analysis of split-step θ-scheme for nonlinear stochastic differential equations with jumps, Adv. Appl. Math.Mech., 8(2016): 1004-1022. (T2)

Jie Miao and Xu Yang, Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps, E. Asian J. Appl. Math., 5(2015): 222-237. (T2)

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