Strong Stability Preserving Multistep Schemes for Forward Backward Stochastic Differential Equations. - Shuixin Fang; Weidong Zhao; Tao Zhou (J. Sci. Comput., 2023)

SOC-MartNet: A Martingale Neural Network for the Hamilton-Jacobi-Bellman Equation without Explicit inf H in Stochastic Optimal Controls. - Wei Cai; Shuixin Fang; Tao Zhou (CoRR, 2024)

A Derivative-Free Martingale Neural Network Soc-Martnet For The Hamilton-Jacobi-Bellman Equations In Stochastic Optimal Controls. - Wei Cai 003; Shuixin Fang; Wenzhong Zhang; Tao Zhou (CoRR, 2024)

Renewable composite quantile method and algorithm for nonparametric models with streaming data. - Yan Chen; Shuixin Fang; Lu Lin (Stat. Comput., 2024)

SOC-MartNet: A Martingale Neural Network for the Hamilton-Jacobi-Bellman Equation Without Explicit ( boldsymbol{ inf olimits_{u in}} ) ( boldsymbol{{}_{U}H} ) in Stochastic Optimal Controls. - Wei Cai 003; Shuixin Fang; Tao Zhou (SIAM J. Sci. Comput., 2025)

Deep random difference method for high dimensional quasilinear parabolic partial differential equations. - Wei Cai; Shuixin Fang; Tao Zhou (CoRR, 2025)