| Publication | Date of Publication | Type |
|---|
Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control
IET Control Theory & Applications | 2024-09-05 | Paper |
Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
Asian Journal of Control | 2024-06-27 | Paper |
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching
Information Sciences | 2024-02-28 | Paper |
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
Journal of Computational Mathematics | 2024-02-12 | Paper |
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model
BIT | 2024-01-02 | Paper |
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations
International Journal of Robust and Nonlinear Control | 2023-12-19 | Paper |
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control
Journal of the Franklin Institute | 2023-10-30 | Paper |
Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
Systems & Control Letters | 2023-07-13 | Paper |
Analysis of investment and decision-making based on ESG token platform under jump-diffusion
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-07-04 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise
IMA Journal of Mathematical Control and Information | 2023-06-27 | Paper |
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
Qualitative Theory of Dynamical Systems | 2023-03-06 | Paper |
| scientific article; zbMATH DE number 7646565 (Why is no real title available?) | 2023-01-27 | Paper |
| scientific article; zbMATH DE number 7646643 (Why is no real title available?) | 2023-01-27 | Paper |
| scientific article; zbMATH DE number 7646733 (Why is no real title available?) | 2023-01-27 | Paper |
| scientific article; zbMATH DE number 7645778 (Why is no real title available?) | 2023-01-25 | Paper |
| scientific article; zbMATH DE number 7645815 (Why is no real title available?) | 2023-01-25 | Paper |
| scientific article; zbMATH DE number 7645845 (Why is no real title available?) | 2023-01-25 | Paper |
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
Applied Mathematics Letters | 2022-12-08 | Paper |
Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion
International Journal of Control | 2022-10-06 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | Paper |
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Journal of the Franklin Institute | 2022-06-24 | Paper |
On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol
Information Sciences | 2022-04-14 | Paper |
Agent's optimal compensation under inflation risk by using dynamic contract model
Journal of Systems Science and Complexity | 2022-04-01 | Paper |
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities
Neural Networks | 2021-12-07 | Paper |
\(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol
Neural Networks | 2021-12-07 | Paper |
| The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
| scientific article; zbMATH DE number 7366626 (Why is no real title available?) | 2021-07-01 | Paper |
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
Optimal contract for the principal-agent under Knightian uncertainty
Journal of the Operations Research Society of China | 2021-03-17 | Paper |
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
(available as arXiv preprint) | 2020-08-12 | Paper |
| scientific article; zbMATH DE number 7235216 (Why is no real title available?) | 2020-08-12 | Paper |
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations
Communications on Pure and Applied Analysis | 2020-04-29 | Paper |
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations
Systems & Control Letters | 2020-04-22 | Paper |
| scientific article; zbMATH DE number 7156447 (Why is no real title available?) | 2020-01-22 | Paper |
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
Applied Mathematics Letters | 2019-10-01 | Paper |
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Applied Mathematics. Series B (English Edition) | 2019-07-19 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay
Applied Numerical Mathematics | 2019-05-09 | Paper |
Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems
International Journal of Robust and Nonlinear Control | 2019-03-27 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
Abstract and Applied Analysis | 2019-02-14 | Paper |
Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
Mathematical Problems in Engineering | 2018-11-05 | Paper |
| scientific article; zbMATH DE number 6960884 (Why is no real title available?) | 2018-10-22 | Paper |
Almost sure stability for uncertain differential equation
Fuzzy Optimization and Decision Making | 2018-10-15 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
(available as arXiv preprint) | 2018-08-31 | Paper |
Structured robust stability and boundedness of nonlinear hybrid delay systems
SIAM Journal on Control and Optimization | 2018-07-18 | Paper |
Stability of highly nonlinear neutral stochastic differential delay equations
Systems & Control Letters | 2018-06-27 | Paper |
| Research advances on the theory of optimal consumption and portfolio for loss aversion | 2018-05-25 | Paper |
| Research advances on the valuation issue of private equity investment | 2018-05-25 | Paper |
Delay dependent stability of highly nonlinear hybrid stochastic systems
Automatica | 2017-10-11 | Paper |
| Dynamic asset allocation with event risk under inflation | 2017-01-06 | Paper |
| On study of foreign direct investment with inflation under ambiguity | 2017-01-06 | Paper |
Research advances on optimal consumption and portfolio issue with labor income
Journal of Nanjing University of Information Science and Technology. Natural Science Edition | 2016-10-06 | Paper |
| Study of foreign direct investment and tax policy with fluctuations of exchange rate | 2016-08-10 | Paper |
| Optimal portfolio of hedge funds with high water marks under Knightian uncertainty | 2016-08-10 | Paper |
Robust \(H_\infty\) control for an uncertain nonlinear system with multi-constraint
Fuzzy Systems and Mathematics | 2016-03-17 | Paper |
Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions
Cybernetics and Systems | 2016-03-04 | Paper |
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation
Acta Mathematica Scientia. Series B. (English Edition) | 2016-01-15 | Paper |
| Decision making for optimal consumption and portfolio under inflation with a mean-reverting process | 2015-06-29 | Paper |
| An ambiguity aversion investor's optimal portfolio with rare events | 2015-06-29 | Paper |
| An optimal consumption-portfolio and bequest with insurance and retirement under Knightian uncertainty | 2015-06-29 | Paper |
| Optimal consumption and portfolio with dividends and regime switching under Knightian uncertainty | 2015-02-11 | Paper |
| Optimal consumption and portfolio with ambiguity to Markovian switching | 2015-02-11 | Paper |
| An investor's optimal portfolio with rare events and model uncertainty under inflation | 2015-02-11 | Paper |
On existence and uniqueness of solutions to uncertain backward stochastic differential equations
Applied Mathematics. Series B (English Edition) | 2014-11-03 | Paper |
Optimization of dynamic portfolio under model uncertainty
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
On study of optimal investment with inflation under Knight uncertainty and regime-switching
Journal of Mathematics. Wuhan University | 2014-11-03 | Paper |
An optimal trading strategy under Knightian uncertainty and partial information
Acta Mathematicae Applicatae Sinica | 2014-11-03 | Paper |
On study of optimal consumption and portfolio with model uncertainty of stock price volatility
Chinese Journal of Engineering Mathematics | 2014-11-03 | Paper |
Optimal consumption and portfolio under inflation and Markovian switching
Stochastics | 2014-04-25 | Paper |
| On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition | 2014-03-12 | Paper |
| An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty | 2014-02-28 | Paper |
| Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition | 2014-02-28 | Paper |
| On exponential stability for stochastic differential equations disturbed by G-Brownian motion | 2013-11-28 | Paper |
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
Optimal consumption-portfolio and leisure problem with habit formation
Journal of Nanjing University of Information Science and Technology. Natural Science Edition | 2013-11-19 | Paper |
Optimal trading strategy under disordered asset return and Knightian uncertainty
Applied Mathematics. Series A (Chinese Edition) | 2013-11-19 | Paper |
Research of dynamic asset allocations with dividend payment under jump-diffusion environment
Pure and Applied Mathematics | 2013-11-19 | Paper |
An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend
Advances in Intelligent and Soft Computing | 2013-07-10 | Paper |
Solutions to BSDEs driven by both standard and fractional Brownian motions
Acta Mathematicae Applicatae Sinica. English Series | 2013-07-03 | Paper |
| Optimal trading strategy under disordered asset return and partial information | 2013-01-24 | Paper |
Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-10-31 | Paper |
| Study on the insurer's solvency ratio model under a jump diffusion process | 2012-01-27 | Paper |
Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets
Applied Mathematics. Series B (English Edition) | 2012-01-27 | Paper |
| scientific article; zbMATH DE number 6001784 (Why is no real title available?) | 2012-01-27 | Paper |
| A study of optimal investment with ambiguity and anticipation under fluctuated discounting rate | 2011-09-29 | Paper |
| Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions | 2011-07-19 | Paper |
| Reliable control of uncertain stochastic systems based on the mean square exponential stability | 2011-07-19 | Paper |
| Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients | 2011-02-05 | Paper |
| Reliable control of uncertain stochastic systems based on almost sure exponential stability | 2011-02-05 | Paper |
| scientific article; zbMATH DE number 5732946 (Why is no real title available?) | 2010-07-08 | Paper |
Optimal Portfolio Choice Based on α-MEU Under Ambiguity
Stochastic Models | 2009-09-18 | Paper |
A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2008-05-20 | Paper |
| scientific article; zbMATH DE number 5260706 (Why is no real title available?) | 2008-04-04 | Paper |
Optimal consumption and portfolio choice with ambiguity and anticipation
Information Sciences | 2007-10-18 | Paper |
Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
Information Sciences | 2007-10-12 | Paper |
On the Theory of (Dual) Projection for Fuzzy Stochastic Processes
Stochastic Analysis and Applications | 2005-09-15 | Paper |
Regularity and stopping theorem for fuzzy martingales with continuous parameters
Information Sciences | 2005-02-22 | Paper |
Doob's Decomposition Theorem for Fuzzy (Super) Submartingales
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing
Stochastic Analysis and Applications | 2003-06-17 | Paper |
Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
Fuzzy Sets and Systems | 2003-05-22 | Paper |
Optimization of Utility for “Larger Investor” with Anticipation
Stochastic Analysis and Applications | 2003-03-25 | Paper |
| scientific article; zbMATH DE number 1778144 (Why is no real title available?) | 2002-08-11 | Paper |
Optimal consumption choices with anticipation: Methods of martingale
Journal of Mathematics. Wuhan University | 2002-04-02 | Paper |
A comparison theorem on constrained viscosity solutions of a HJB equation
Journal of Systems Science and Mathematical Sciences | 2002-02-10 | Paper |
Optimal investment consumption model with a higher interest rate for borrowing
Applied Mathematics. Series B (English Edition) | 2001-10-26 | Paper |
Asymptotic behavior of consumption-investment policies with borrowing
Journal of Engineering Mathematics (Xi'an) | 2001-06-27 | Paper |
| scientific article; zbMATH DE number 1536479 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1839856 (Why is no real title available?) | 2000-01-01 | Paper |
Study of constrained portfolio model on optimization of utility from terminal wealth.
Chinese Journal of Applied Probability and Statistics | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1282234 (Why is no real title available?) | 1999-05-02 | Paper |
