Yulan Lu

Lecturer
office location:Physics & Chemistry Building 210
E-mail:b2062991@ustb.edu.cn
Research Interests:

    Nevanlinna theory 2. Differential equations and difference equations

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

  • School of Chemistry and Biological Engineering, USTB
  • 30 Xueyuan Road, Haidian District, Beijing,100083