Yu-hong Xu

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Person:2025186

Available identifiers

zbMath Open xu.yuhongMaRDI QIDQ2025186

List of research outcomes

PublicationDate of PublicationType
A note on \(g\)-concave function2022-06-30Paper
Dynamic programming principle for a controlled FBSDE system and associated extended HJB equation2022-03-27Paper
A worst-case risk measure by G-VaR2021-05-11Paper
Dynamic portfolio choice without cash2019-09-26Paper
Robust valuation, arbitrage ambiguity and profit \& loss analysis2018-08-10Paper
Differential games with asymmetric information and without Isaacs' condition2017-04-27Paper
An existence theorem for multidimensional BSDEs with mixed reflections2016-11-03Paper
MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g‐EXPECTATION2016-07-15Paper
Differential games with incomplete information on a continuum of initial positions and without Isaacs condition2016-06-07Paper
Dynamic portfolio selection without risk-free assets2016-02-16Paper
A complex Feynman-Kac formula via linear backward stochastic differential equations2015-05-13Paper
https://portal.mardi4nfdi.de/entity/Q54953882014-08-04Paper
Wavelet Based Restoration of Images with Missing or Damaged Pixels2014-04-04Paper
Stochastic maximum principle for optimal control with multiple priors2014-03-26Paper
Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations2013-06-24Paper
Wavelet frame based blind image inpainting2012-05-04Paper
Robust Video Restoration by Joint Sparse and Low Rank Matrix Approximation2012-01-25Paper
Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations2010-09-06Paper
Wavelet frame based scene reconstruction from range data2010-03-12Paper
Scattered data reconstruction by regularization in B-spline and associated wavelet spaces2009-11-10Paper

Research outcomes over time


Doctoral students

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