Lianzi Jiang

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 8

Top Topics

Convergence Rate

Brownian Motion

Control Problems

Top Venues

Publications

Jonas Blessing, Lianzi Jiang, Michael Kupper, Gechun Liang
Convergence rates for Chernoff-type approximations of convex monotone semigroups. CoRR (2023)
Lianzi Jiang
Error estimates for the robust α-stable central limit theorem under sublinear expectation by discrete approximation method. CoRR (2023)
Lianzi Jiang
Discrete time approximation of fully nonlinear HJB equations via stochastic control problems under the G-expectation framework. CoRR (2021)
Mingshang Hu, Lianzi Jiang, Gechun Liang
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation. CoRR (2021)
Mingshang Hu, Lianzi Jiang
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems. CoRR (2020)
Mingshang Hu, Lianzi Jiang
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion. CoRR (2020)
Mingshang Hu, Lianzi Jiang
Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion. CoRR (2019)
Mingshang Hu, Lianzi Jiang
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations. CoRR (2019)