Dengfeng Xia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On a semilinear double fractional heat equation driven by fractional Brownian sheet Journal of Applied Analysis & Computation	2021-01-28	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
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations Communications on Pure and Applied Analysis	2020-04-29	Paper
Some properties of the solution to fractional heat equation with a fractional Brownian noise Advances in Difference Equations	2018-12-04	Paper
Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process Mathematical Problems in Engineering	2018-11-05	Paper
Research advances on the theory of optimal consumption and portfolio for loss aversion	2018-05-25	Paper
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet Boundary Value Problems	2017-01-10	Paper
Dynamic asset allocation with event risk under inflation	2017-01-06	Paper
Study of foreign direct investment and tax policy with fluctuations of exchange rate	2016-08-10	Paper
An ambiguity aversion investor's optimal portfolio with rare events	2015-06-29	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 solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition	2014-03-12	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
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
A study of optimal investment with ambiguity and anticipation under fluctuated discounting rate	2011-09-29	Paper

Research outcomes over time

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