Ziyi Lei

1. First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps
   2021/10/29 by Ziyi Lei, Siqing Gan, Lei, Ziyi +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Differential Equations and Numerical Methods #Numerical methods for differential equations
2. Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
   2023/06/24 by Ziyi Lei, Charles-Édouard Bréhier, Lei, Ziyi +3 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications