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Bihao Su
Publication Activity (10 Years)
Years Active: 2022-2023
Publications (10 Years): 4
Top Topics
Multiple Dimensions
Top Venues
CoRR
Appl. Math. Lett.
SIAM J. Numer. Anal.
J. Comput. Appl. Math.
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Publications
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Changtao Sheng
,
Bihao Su
,
Chenglong Xu
Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions.
SIAM J. Numer. Anal.
61 (5) (2023)
Bihao Su
,
Chenglong Xu
,
Changtao Sheng
A new 'walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas.
Appl. Math. Lett.
141 (2023)
Chenglong Xu
,
Bihao Su
,
Chan Liu
A quick operator splitting method for option pricing.
J. Comput. Appl. Math.
406 (2022)
Changtao Sheng
,
Bihao Su
,
Chenglong Xu
Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions.
CoRR
(2022)