Jiangyan Pu

Available identifiers

zbMath Open pu.jiangyanMaRDI QIDQ335053

List of research outcomes

Publication	Date of Publication	Type
Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets	2024-04-05	Paper
Robust consumption portfolio optimization with stochastic differential utility	2022-01-07	Paper
Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon	2021-04-23	Paper
Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator	2020-09-09	Paper
Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator	2018-08-02	Paper
On a dual risk model perturbed by diffusion with dividend threshold	2016-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q5499390	2015-02-11	Paper

Research outcomes over time

This page was built for person: Jiangyan Pu