| Publication | Date of Publication | Type |
|---|
| Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal | 2024-10-11 | Paper |
| Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching | 2024-06-03 | Paper |
| Optimal portfolio strategy of wealth process: a Lévy process model-based method | 2024-05-27 | Paper |
| Optimal portfolio and reinsurance with two differential risky assets | 2023-09-11 | Paper |
| Maximum likelihood estimation for the reflected stochastic linear system with a large signal | 2023-09-01 | Paper |
| Parameter estimation for generalized Ait-Sahalia-type interest rate model | 2023-07-18 | Paper |
| Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises | 2023-07-12 | Paper |
| Option pricing under a Markov-modulated Merton jump-diffusion dividend | 2023-07-03 | Paper |
| Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises | 2023-05-16 | Paper |
| Trajectory fitting estimation for a class of SDEs with small Lévy noises | 2022-10-10 | Paper |
| Stabilization and destabilization of nonlinear stochastic differential delay equations | 2022-07-05 | Paper |
| Optimal investment and reinsurance problem with jump-diffusion model | 2022-05-27 | Paper |
| Parameter estimation for certain nonstationary processes driven by α-stable motions | 2022-05-25 | Paper |
| Option pricing based on a regime switching dividend process | 2022-05-20 | Paper |
| Nonparametric estimation of periodic signal disturbed by α-stable noises | 2022-02-18 | Paper |
| Non-fragile \(H_\infty\) control for body slip angle of electric vehicles with onboard vision systems: the dynamic event-triggering approach | 2020-03-20 | Paper |
| Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises | 2020-01-20 | Paper |
| A dynamically event-triggered approach to recursive filtering with censored measurements and parameter uncertainties | 2019-10-16 | Paper |
| Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises | 2019-09-05 | Paper |
| European option pricing with transaction costs in Lévy jump environment | 2019-02-14 | Paper |
| Almost sure \(H_\infty\) filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays | 2018-08-16 | Paper |
| Pricing power options with a generalized jump diffusion | 2017-12-06 | Paper |
| Quantized $H_{\infty }$ Control for Nonlinear Stochastic Time-Delay Systems With Missing Measurements | 2017-09-08 | Paper |
| On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements | 2017-08-08 | Paper |
| Maximum likelihood estimation for the drift parameter in diffusion processes | 2016-11-25 | Paper |
| Unknown input and state estimation for linear discrete-time systems with missing measurements and correlated noises | 2016-08-29 | Paper |
| Gaussian estimation for discretely observed Cox-Ingersoll-Ross model | 2016-08-29 | Paper |
| \(H_{\infty}\) fault estimation with randomly occurring uncertainties, quantization effects and successive packet dropouts: the finite-horizon case | 2016-01-22 | Paper |
| Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model | 2016-01-05 | Paper |
| Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems | 2015-12-23 | Paper |
| Event-triggered synchronization control for complex networks with uncertain inner coupling | 2015-04-20 | Paper |
| Almost sure state estimation for nonlinear stochastic systems with Markovian switching | 2015-03-05 | Paper |
| \(H_\infty\) output-feedback control with randomly occurring distributed delays and nonlinearities subject to sensor saturations and channel fadings | 2014-08-27 | Paper |
| \(H_{\infty}\) fault detection with randomly occurring nonlinearities and channel fadings | 2014-07-03 | Paper |
| State-saturated \(H_{\infty }\) filtering with randomly occurring nonlinearities and packet dropouts: the finite-horizon case | 2014-04-14 | Paper |
| \(\mathcal H_\infty \) consensus control for multi-agent systems with missing measurements: the finite-horizon case | 2014-03-07 | Paper |
| Probability-dependent \(H_\infty\) filtering for nonlinear stochastic systems with missing measurements and randomly occurring communication delays | 2014-01-15 | Paper |
| Dissipative control for state-saturated discrete time-varying systems with randomly occurring nonlinearities and missing measurements | 2014-01-09 | Paper |
| Distributed \(\mathcal H_{\infty}\) state estimation with stochastic parameters and nonlinearities through sensor networks: the finite-horizon case | 2013-07-31 | Paper |
| Estimation for stochastic nonlinear systems with randomly distributed time-varying delays and missing measurements | 2013-06-11 | Paper |
| \(p\)th mean practical stability for large-scale Itô stochastic systems with Markovian switching | 2013-06-11 | Paper |
| Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays | 2013-06-11 | Paper |
| Practical stability in the \(p\)th mean for Itô stochastic differential equations | 2013-06-11 | Paper |
| Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering | 2013-06-11 | Paper |
| Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter | 2013-06-11 | Paper |
| Nonlinear stochastic systems with incomplete information. Filtering and control | 2013-01-09 | Paper |
| \(H_\infty\) filtering for uncertain time-varying systems with multiple randomly occurred nonlinearities and successive packet dropouts | 2011-11-17 | Paper |
| Optimal portfolio selection with liability management and Markov switching under constrained variance | 2011-08-28 | Paper |
| Robust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effects | 2011-01-19 | Paper |
| Global asymptotic stability of uncertain stochastic bi-directional associative memory networks with discrete and distributed delays | 2010-01-15 | Paper |
| Robust filtering with stochastic nonlinearities and multiple missing measurements | 2009-07-23 | Paper |
| \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays | 2009-06-11 | Paper |
| Robust exponential stability for uncertain stochastic linear systems with Markovian switching and time delay | 2009-04-28 | Paper |
| Delay-dependent stabilization of stochastic interval delay systems with nonlinear disturbances | 2009-02-09 | Paper |
| Robust stability analysis of generalized neural networks with discrete and distributed time delays | 2008-09-09 | Paper |
| \(H_{\infty}\) deconvolution filters for stochastic systems with interval uncertainties | 2008-04-15 | Paper |
| Nonlinear \(H_{\infty }\) control of stochastic time-delay systems with Markovian switching | 2008-03-13 | Paper |
| \(H_{\infty }\) filtering on nonlinear stochastic systems with delay | 2008-01-30 | Paper |
| A delay-dependent approach toH∞filtering for stochastic delayed jumping systems with sensor non-linearities | 2007-09-03 | Paper |
| Robust filtering for gene expression time series data with variance constraints | 2007-07-25 | Paper |
| Robust stability for stochastic Hopfield neural networks with time delays | 2007-02-19 | Paper |
| Variance-constrained multiobjective filtering for uncertain continuous-time stochastic systems | 2006-02-14 | Paper |
| Reliable stabilization of stochastic time-delay systems with nonlinear disturbances | 2005-11-15 | Paper |
| \(H_{\infty}\) analysis of nonlinear stochastic time-delay systems | 2005-08-03 | Paper |
| The variance and covariance of fuzzy random variables and their applications | 2002-05-14 | Paper |
