Personal Information

Xu Yang

  • School/Department:数学学院
  • Gender:Male
  • Contact Information:xuyang96@cumt.edu.cn
  • Professional Title:Associate professor

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 YangWeidong 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 coefficientsNumer. 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 estimatesAdv. 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, transformed jump-adapted backward Euler method for jump-extended CIR and CEV modelsNumer. 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 jumpsAdv. 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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