Jianbo Cui
- Strong convergence rates of semi-discrete splitting approximations for stochastic Allen--Cahn equation
2018/02/18 by Charles-Édouard Bréhier, Bréhier, Charles-Edouard, Jianbo Cui +3 · 3 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stochastic processes and statistical mechanics
- Weak convergence and invariant measure of a full discretization for non-globally Lipschitz parabolic SPDE
2018/11/07 by Jianbo Cui, Cui, Jianbo, Jialin Hong +3 · 2 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #37L40 #60H15 #60H35 #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient
2019/01/01 by Jianbo Cui, Jialin Hong · 1 citation
Economics, Econometrics and Finance · Mathematics · Social Sciences · #Stochastic processes and financial applications #Statistical Methods and Inference #Insurance, Mortality, Demography, Risk Management
- Weak approximation for stochastic reaction-diffusion equation near sharp interface limit
2023/07/17 by Jianbo Cui, Cui, Jianbo, Liying Sun +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Stochastic logarithmic Schrodinger equations: energy regularized approach
2021/02/25 by Jianbo Cui, Cui, Jianbo, Liying Sun +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35Q55 #47J05 #60H15 #81Q05 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications
- Strong error analysis of a temporal approximation for stochastic Korteweg-de Vries equation with small additive noise
2026/07/16 by Jianbo Cui, Raffaele D'Ambrosio, Stefano Di Giovacchino +1
#math.NA #cs.NA