Liqing Yan

Publications

105

Citations

H-Index

2002

Active since

Affiliations

Pacific Institute for the Mathematical Sciences(Current)

Liqing Yan is an author at Pacific Institute for the Mathematical Sciences specializing in stochastic analysis, stochastic differential equations, and engineering.

Top concepts

EngineeringStochastic AnalysisStochastic Differential EquationsProbabilityStochastic ModelsNumerical AnalysisApproximation Theory

Publications per year

2002–2005

Publications

The Euler scheme with irregular coefficients

Liqing Yan · The Annals of Probability · 2002 · 91 citations · Full text

Engineering, Computational Number Theory, Stochastic Modeling +10

Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales

Liqing Yan · The Annals of Applied Probability · 2005 · 14 citations · Full text

Numerical Analysis, Asymptotic Error, Engineering +13

Rows per page

1–2 of 2