Hua Xiao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Rectified Brownian transport driven by a spatio-temporal colored noise	2024-05-08	Paper
Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions	2021-10-28	Paper
Linear quadratic nonzero sum differential games with asymmetric information	2019-02-08	Paper
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information	2019-02-05	Paper
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation	2017-11-17	Paper
The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps	2016-06-29	Paper
Partial Information Differential Games for Mean-Field SDEs	2016-01-08	Paper
Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance	2015-06-05	Paper
Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises	2014-11-24	Paper
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information	2014-07-15	Paper
A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information	2014-07-01	Paper
Differential games of partial information forward-backward doubly SDE and applications	2014-03-24	Paper
Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations	2013-11-07	Paper
Maximum principle for differential games of forward-backward stochastic systems with applications	2011-10-21	Paper
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem	2011-09-29	Paper
Parameter-dependent photon echo induced in CdSe/ZnS quantum dot quantum well	2011-09-06	Paper
The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control	2011-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q5452993	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4827289	2004-11-16	Paper
A NEW TIME-STEPPING SCHEME FOR THE NETWORK MODELLING OF DIFFUSION	1997-04-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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