A quick operator splitting method for option pricing. - Chenglong Xu; Bihao Su; Chan Liu (J. Comput. Appl. Math., 2022)

A new 'walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas. - Bihao Su; Chenglong Xu; Changtao Sheng (Appl. Math. Lett., 2023)

Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions. - Changtao Sheng; Bihao Su; Chenglong Xu (SIAM J. Numer. Anal., 2023)

Efficient implicit-explicit sparse stochastic method for high dimensional semi-linear nonlocal diffusion equations. - Changtao Sheng; Bihao Su; Chenglong Xu (CoRR, 2025)