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Yunzhang Li

Fudan University

Beijing West District Baiyun Load 10th

Shanghai, 100045

China

SCHOLARLY PAPERS

2

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51

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Scholarly Papers (2)

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1.

Non-Markovian Dynamics: The Governing Equations Of Probability Density Functions for Nonlinear Dynamical Systems with Combined Fractional Gaussian and Gaussian White Noises

Number of pages: 32 Posted: 10 Jul 2024
Bin PEI, Lifang Feng, Yunzhang Li and Yong Xu
affiliation not provided to SSRN, affiliation not provided to SSRN, Fudan University and Northwestern Polytechnic University (NPU)
Downloads 39 (1,196,171)

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Non-Markovian dynamics, fractional Gaussian noise, local discontinuous Galerkin, rough path theory, fractional Wick Itô Skorohod integral

2.

Optimal convergence rates of splitting-up methods for general non-linear backward stochastic PDEs

Number of pages: 32 Posted: 11 Feb 2026
Juzhou Li, Yunzhang Li, Jingtang Ma and Shanjian Tang
Fudan University, Fudan University, Southwestern University of Finance and Economics (SWUFE) and Fudan University
Downloads 12 (1,526,714)

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backward stochastic partial differential equations, splitting-up methods, optimal strong convergence order, non-Markovian case, Maximum principle