Department of Applied Mathematics-School of Mathematics and Physics of University of Science and Technology Beijing

Position： Home > Faculty > Department of Applied Mathematics

Yulan Lu

Lecturer

office location:Physics & Chemistry Building 210

E-mail:b2062991@ustb.edu.cn

Research Interests:

Resume

Numerical Analysis of Stochastic Differential Equations

Scientific research achievements

1. Y. L. Lu, M. H. Song, M. Z. Liu. Convergence and Stability of the Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments, J. Comput. Appl. Math. 2017, 317: 55-71.

2. Y. L. Lu, M. H. Song, M. Z. Liu. Strong Convergence Rate and Stability of the Compensated Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments Driven by Poisson Random Measure, J. Comput. Appl. Math. 2018, 340: 296-317.

3. M. H. Song, Y. L. Lu, M. Z. Liu. Convergence of the Tamed Euler Scheme for Stochastic Differential Equations with Piecewise Continuous Arguments under Non-Lipschitz Continuous Coefficients, Numer. Funct. Anal. Optim. 2018, 39(5): 517-536.

4. Y. L. Lu, M. H. Song, M. Z. Liu. Strong Convergence Rate and Stability of the Split-Step Theta Method for Stochastic Differential Equations with Piecewise Continuous Arguments, Discrete Contin. Dyn. Syst. Ser. B. 2019, 24(2): 695-717.

Enrollment plan

Representative papers

Postgraduate training