| Publication | Date of Publication | Type |
|---|
A stochastic maximum principle for general controlled systems driven by mixed Brownian motions
Mathematical Control and Related Fields | 2026-03-02 | Paper |
Stochastic maximum principle for a generalized Volterra control system
Discrete and Continuous Dynamical Systems. Series S | 2025-10-22 | Paper |
Maximum principle for discrete-time control systems driven by fractional noises and related backward stochastic difference equations
Systems & Control Letters | 2025-09-12 | Paper |
Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay
Statistics & Probability Letters | 2025-04-28 | Paper |
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers
Stochastics | 2025-02-12 | Paper |
Strong law of large numbers and central limit theorem for stochastic lattice differential equations
Discrete and Continuous Dynamical Systems. Series B | 2025-02-03 | Paper |
Local linear estimator for fractional diffusions
Stochastics and Dynamics | 2024-09-18 | Paper |
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion
Stochastic Models | 2024-09-02 | Paper |
Stochastic maximum principle for control systems with time-varying delay
Systems & Control Letters | 2024-08-21 | Paper |
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations
Applied Mathematics Letters | 2024-07-29 | Paper |
Hölder continuity of stochastic heat equation with rough Gaussian noise
Statistics & Probability Letters | 2024-07-09 | Paper |
Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility
Review of Derivatives Research | 2024-06-04 | Paper |
Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes
Stat | 2024-06-03 | Paper |
A deep learning method for pricing high-dimensional American-style options via state-space partition
Computational and Applied Mathematics | 2024-05-25 | Paper |
APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL
The ANZIAM Journal | 2024-03-31 | Paper |
Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise
Journal of Mathematical Physics | 2024-03-04 | Paper |
Stochastic maximum principle for moving average control system
Optimal Control Applications & Methods | 2024-01-19 | Paper |
Nadaraya-Watson estimators for reflected stochastic processes
Acta Mathematica Scientia. Series B. (English Edition) | 2024-01-05 | Paper |
| Stochastic Maximum Principle for a generalized Volterra Control System | 2023-12-20 | Paper |
| Maximum Principle for Control System driven by Mixed Fractional Brownian Motion | 2023-12-19 | Paper |
| Similarity Between Two Stochastic Differential Systems | 2023-10-16 | Paper |
| Similarity Between Two Dynamical Systems | 2023-10-05 | Paper |
A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions
Statistics & Probability Letters | 2023-07-12 | Paper |
Calibrating fractional Vasicek model
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
Periodic solutions of stochastic functional differential equations with jumps via viability
Journal of Dynamics and Differential Equations | 2022-09-16 | Paper |
Pricing double volatility barriers option under stochastic volatility
Stochastics | 2022-07-06 | Paper |
| Drift parameter estimation for nonlinear reflected stochastic differential equations | 2022-04-29 | Paper |
Option pricing under the fractional stochastic volatility model
The ANZIAM Journal | 2021-10-26 | Paper |
Asian option pricing under an uncertain volatility model
Mathematical Problems in Engineering | 2021-05-07 | Paper |
CONTROLLABILITY OF THE KORTEWEG-DE VRIES-BURGERS EQUATION
Journal of Applied Analysis & Computation | 2020-09-14 | Paper |
Maximum principle of discrete stochastic control system driven by both fractional noise and white noise
Discrete Dynamics in Nature and Society | 2020-07-22 | Paper |
Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions
Optimal Control Applications & Methods | 2019-10-29 | Paper |
A closed-form pricing formula for variance swaps under MRG-Vasicek model
Computational and Applied Mathematics | 2019-09-05 | Paper |
Exit Problems as the Generalized Solutions of Dirichlet Problems
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Stochastic maximum principle for delayed backward doubly stochastic control systems
The Journal of Nonlinear Sciences and Applications | 2019-04-23 | Paper |
The threshold of a stochastic SIQS epidemic model
Advances in Difference Equations | 2018-11-01 | Paper |
| Asian Option Pricing under Uncertain Volatility Model | 2018-08-01 | Paper |
Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions
Acta Mathematica Scientia. Series B. (English Edition) | 2018-06-07 | Paper |
Pricing perpetual timer option under the stochastic volatility model of Hull-White
The ANZIAM Journal | 2017-10-20 | Paper |
| scientific article; zbMATH DE number 6719162 (Why is no real title available?) | 2017-05-17 | Paper |
Periodic solutions of Fokker-Planck equations
Journal of Differential Equations | 2017-05-08 | Paper |
| Pricing power double exponential barriers chained option | 2016-08-10 | Paper |
Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body
Journal of Mathematical Physics | 2014-04-28 | Paper |
Mild solution to parabolic Anderson model in Gaussian and Poisson potential
Journal of Mathematical Physics | 2014-04-17 | Paper |
Maximum principle for general controlled systems driven by fractional Brownian motions
Applied Mathematics and Optimization | 2013-08-09 | Paper |
| A path following method to solve fixed point problems in unbounded nonconvex sets | 2013-06-20 | Paper |
Arnold's theorem on properly degenerate systems with the Rüssmann nondegeneracy
Science in China. Series A | 2011-07-21 | Paper |
Maximum principle for backward doubly stochastic control systems with applications
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Invariant tori in Hamiltonian systems with high order proper degeneracy
Annales Henri Poincaré | 2011-02-14 | Paper |
| scientific article; zbMATH DE number 5846695 (Why is no real title available?) | 2011-02-05 | Paper |
| scientific article; zbMATH DE number 5812226 (Why is no real title available?) | 2010-11-05 | Paper |
| Difference equation for \(N\)-body type problem | 2010-11-05 | Paper |
| A homotopy method for solving fixed-point problems in a broader class of nonconvex sets | 2010-11-03 | Paper |
| Eigenvalue problem of doubly stochastic Hamiltonian systems with boundary conditions | 2010-02-12 | Paper |
| Boundary value problems for first order stochastic differential equations | 2008-08-06 | Paper |
Degenerate lower-dimensional tori in Hamiltonian systems
Journal of Differential Equations | 2006-08-16 | Paper |
Persistence of lower-dimensional hyperbolic invariant tori for generalized Hamiltonian systems
Journal of Mathematical Analysis and Applications | 2006-08-04 | Paper |
| scientific article; zbMATH DE number 2094564 (Why is no real title available?) | 2004-08-24 | Paper |
| scientific article; zbMATH DE number 2074002 (Why is no real title available?) | 2004-06-14 | Paper |
| scientific article; zbMATH DE number 2052797 (Why is no real title available?) | 2004-03-08 | Paper |
| scientific article; zbMATH DE number 1934894 (Why is no real title available?) | 2004-03-01 | Paper |
| scientific article; zbMATH DE number 1917021 (Why is no real title available?) | 2003-11-10 | Paper |
| scientific article; zbMATH DE number 1934910 (Why is no real title available?) | 2003-06-25 | Paper |
Non-existence criteria for Laurent polynomial first integrals
Electronic Journal of Qualitative Theory of Differential Equations | 2003-05-20 | Paper |
Non-existence criteria for Laurent polynomial first integrals
Electronic Journal of Qualitative Theory of Differential Equations | 2003-05-20 | Paper |
| scientific article; zbMATH DE number 1917003 (Why is no real title available?) | 2002-01-01 | Paper |
Stochastic Maximum Principle for Control System with Time-varying delay
(available as arXiv preprint) | N/A | Paper |
Maximum principle for optimal control of interacting particle system: stochastic flow model
(available as arXiv preprint) | N/A | Paper |
Statistical inference for multi-regime threshold Ornstein-Uhlenbeck processes
(available as arXiv preprint) | N/A | Paper |
