Person:2025186

Available identifiers

zbMath Open xu.yuhongMaRDI QIDQ2025186

List of research outcomes

Publication	Date of Publication	Type
A note on \(g\)-concave function	2022-06-30	Paper
Dynamic programming principle for a controlled FBSDE system and associated extended HJB equation	2022-03-27	Paper
A worst-case risk measure by G-VaR	2021-05-11	Paper
Dynamic portfolio choice without cash	2019-09-26	Paper
Robust valuation, arbitrage ambiguity and profit \& loss analysis	2018-08-10	Paper
Differential games with asymmetric information and without Isaacs' condition	2017-04-27	Paper
An existence theorem for multidimensional BSDEs with mixed reflections	2016-11-03	Paper
MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g‐EXPECTATION	2016-07-15	Paper
Differential games with incomplete information on a continuum of initial positions and without Isaacs condition	2016-06-07	Paper
Dynamic portfolio selection without risk-free assets	2016-02-16	Paper
A complex Feynman-Kac formula via linear backward stochastic differential equations	2015-05-13	Paper
https://portal.mardi4nfdi.de/entity/Q5495388	2014-08-04	Paper
Wavelet Based Restoration of Images with Missing or Damaged Pixels	2014-04-04	Paper
Stochastic maximum principle for optimal control with multiple priors	2014-03-26	Paper
Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations	2013-06-24	Paper
Wavelet frame based blind image inpainting	2012-05-04	Paper
Robust Video Restoration by Joint Sparse and Low Rank Matrix Approximation	2012-01-25	Paper
Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations	2010-09-06	Paper
Wavelet frame based scene reconstruction from range data	2010-03-12	Paper
Scattered data reconstruction by regularization in B-spline and associated wavelet spaces	2009-11-10	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yu-hong Xu