Junjian Yang

Available identifiers

zbMath Open yang.junjianMaRDI QIDQ252412

List of research outcomes

Publication	Date of Publication	Type
Partial trace inequalities for partial transpose of positive semidefinite block matrices	2024-03-16	Paper
Singular value inequalities of matrices with concave functions	2024-02-29	Paper
Principal-agent problem with multiple principals	2023-07-27	Paper
Entropic Optimal Planning for Path-Dependent Mean Field Games	2023-06-14	Paper
Inequalities on 2 × 2 block accretive matrices	2023-03-16	Paper
Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs	2022-07-15	Paper
Some singular value inequalities related to linear maps	2022-06-14	Paper
Random Horizon Principal-Agent Problems	2022-03-01	Paper
Some inequalities related to \(2\times 2\) block sector partial transpose matrices	2022-01-20	Paper
New proofs on two recent inequalities for unitarily invariant norms	2022-01-20	Paper
Utility maximization problem with transaction costs: optimal dual processes and stability	2021-10-08	Paper
A note on a conjectured singular value inequality related to a linear map	2021-05-14	Paper
Weighted geometric mean of two accretive matrices	2021-01-15	Paper
Second order backward SDE with random terminal time	2020-09-29	Paper
A note on more inequalities for sector matrices	2019-11-19	Paper
A refinement of Rotfel'd type inequality for partitioned matrices with numerical ranges in a sector	2019-08-07	Paper
Schatten q-norms and determinantal inequalities for matrices with numerical ranges in a sector	2019-01-14	Paper
On the existence of shadow prices for optimal investment with random endowment	2018-09-04	Paper
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs	2018-01-16	Paper
SHADOW PRICES FOR CONTINUOUS PROCESSES	2017-07-21	Paper
Utility maximization problem with random endowment and transaction costs: when wealth may become negative	2017-04-06	Paper
A note on a Wielandt type norm inequality	2017-02-17	Paper
Squaring operator α-geometric mean inequality	2016-03-08	Paper
On the dual problem of utility maximization in incomplete markets	2016-03-03	Paper
A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality	2016-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q3466534	2016-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q3463204	2016-01-12	Paper
Some determinantal inequalities for accretive-dissipative matrices	2014-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q3073121	2011-02-05	Paper

Research outcomes over time

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