| Publication | Date of Publication | Type |
|---|
Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
\(g\)-expectation of distributions
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
Superhedging under ratio constraint
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Reflected backward stochastic differential equations with resistance
The Annals of Applied Probability | 2018-06-29 | Paper |
Exact solutions of fractional Schrödinger-like equation with a nonlocal term
Journal of Mathematical Physics | 2015-07-17 | Paper |
| scientific article; zbMATH DE number 6262902 (Why is no real title available?) | 2014-02-28 | Paper |
Exact solutions for unsteady unidirectional flows of a generalized second-order fluid through a rectangular conduit
Acta Mechanica Sinica | 2013-08-20 | Paper |
Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2013-07-04 | Paper |
Constrained BSDEs, viscosity solutions of variational inequalities and their applications
Mathematical Control and Related Fields | 2013-03-21 | Paper |
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers
Journal of Computational and Applied Mathematics | 2011-12-21 | Paper |
Reflected BSDE with a constraint and its applications in an incomplete market
Bernoulli | 2011-09-02 | Paper |
| Skorohod Equation and Reflected Backward Stochastic Differential Equations | 2011-03-10 | Paper |
Stokes' first problem for a viscoelastic fluid with the generalized Oldroyd-B model
Acta Mechanica Sinica | 2010-12-28 | Paper |
| An exact solution of unsteady Couette flow of generalized Oldroyd-B fluid | 2010-11-05 | Paper |
A model for reversible reaction in a subdiffusive regime
Journal of Mathematical Physics | 2010-08-17 | Paper |
Unsteady flow of viscoelastic fluid with fractional Maxwell model in a channel
Mechanics Research Communications | 2010-08-12 | Paper |
| scientific article; zbMATH DE number 5734673 (Why is no real title available?) | 2010-07-09 | Paper |
An exact solution for flow past an accelerated horizontal plate in a rotating fluid with the generalized Oldroyd-B model
Acta Mechanica Sinica | 2010-01-13 | Paper |
The fractional diffusion model with an absorption term and modified Fick's law for non-local transport processes
Nonlinear Analysis. Real World Applications | 2010-01-12 | Paper |
The fractional finite Hankel transform and its applications in fractal space
Journal of Physics A: Mathematical and Theoretical | 2009-12-14 | Paper |
An asymptotic analytical solution to the problem of two moving boundaries with fractional diffusion in one-dimensional drug release devices
Journal of Physics A: Mathematical and Theoretical | 2009-11-24 | Paper |
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Electronic Journal of Probability | 2009-11-20 | Paper |
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Electronic Journal of Probability | 2009-11-20 | Paper |
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Electronic Journal of Probability | 2009-11-20 | Paper |
Axial couette flow of two kinds of fractional viscoelastic fluids in an annulus
Nonlinear Analysis. Real World Applications | 2009-08-20 | Paper |
Green's function of time fractional diffusion equation and its applications in fractional quantum mechanics
Nonlinear Analysis. Real World Applications | 2009-08-20 | Paper |
Homotopy perturbation method to time-fractional diffusion equation with a moving boundary condition
Applied Mathematics and Computation | 2009-03-10 | Paper |
Comparison theorems for forward backward SDEs
Statistics & Probability Letters | 2009-03-02 | Paper |
Applications of continuity and discontinuity of a fractional derivative of the wave functions to fractional quantum mechanics
Journal of Mathematical Physics | 2009-01-23 | Paper |
Some exact solutions to Stefan problems with fractional differential equations
Journal of Mathematical Analysis and Applications | 2009-01-15 | Paper |
Some solutions to the space fractional Schrödinger equation using momentum representation method
Journal of Mathematical Physics | 2008-10-14 | Paper |
Space-time fractional Schrödinger equation with time-independent potentials
Journal of Mathematical Analysis and Applications | 2008-06-17 | Paper |
Backward stochastic differential equations with reflection and weak assumptions on the coefficients
Stochastic Processes and their Applications | 2008-06-10 | Paper |
Convergence of solutions of discrete reflected backward SDE's and simulations
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
Scale-invariant solutions to partial differential equations of fractional order with a moving boundary condition
Journal of Physics A: Mathematical and Theoretical | 2008-04-28 | Paper |
| The fractional nonlinear convection-diffusion equation and its solution | 2008-04-04 | Paper |
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
Journal of Theoretical Probability | 2008-02-18 | Paper |
| Construction and Uniqueness for reflected BSDE under linear increasing condition | 2008-01-24 | Paper |
Solution of system of fractional differential equations by Adomian decomposition method
Applied Mathematics. Series B (English Edition) | 2007-12-07 | Paper |
Reflected backward stochastic differential equations with two RCLL barriers
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Reflected backward stochastic differential equations with two RCLL barriers
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
| Reflected BSDE with quadratic growth and unbounded terminal value | 2007-11-05 | Paper |
Analytical solutions to the moving boundary problems with space–time-fractional derivatives in drug release devices
Journal of Physics A: Mathematical and Theoretical | 2007-10-22 | Paper |
Some physical applications of fractional Schrödinger equation
Journal of Mathematical Physics | 2007-05-16 | Paper |
Generalized fractional Schrödinger equation with space-time fractional derivatives
Journal of Mathematical Physics | 2007-05-16 | Paper |
| Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition | 2006-11-28 | Paper |
| Reflected BSDE with monotonicity and general increasing in $y$, and non-Lipschitz conditions in $z$ | 2006-11-28 | Paper |
Intermediate processes and critical phenomena: theory, method and progress of fractional operators and their applications to modern mechanics
Science in China. Series G | 2006-10-11 | Paper |
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
Statistics & Probability Letters | 2005-12-05 | Paper |
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
Advances in Applied Probability | 2005-05-03 | Paper |
| scientific article; zbMATH DE number 2140699 (Why is no real title available?) | 2005-03-04 | Paper |
Concentration distribution of fractional anomalous diffusion caused by an instantaneous point source
Applied Mathematics and Mechanics. (English Edition) | 2005-01-03 | Paper |
| scientific article; zbMATH DE number 2109565 (Why is no real title available?) | 2004-10-25 | Paper |
An exact solution to the moving boundary problem with fractional anomalous diffusion in drug release devices
ZAMM | 2004-02-12 | Paper |
The impulsive motion of flat plate in a generalized second-grade fluid.
Mechanics Research Communications | 2003-01-08 | Paper |
Theoretical analysis of the velocity field, stress field and vortex sheet of generalized second order fluid with fractional anomalous diffusion.
Science in China. Series A | 2002-08-28 | Paper |
| scientific article; zbMATH DE number 1819933 (Why is no real title available?) | 2002-01-01 | Paper |
The problem of fluid-dynamics in semicircular canal.
Science in China. Series A | 2000-11-16 | Paper |
An analytical solution for the model of drug distribution and absorption in small intestine
Acta Mechanica Sinica | 1993-01-16 | Paper |
A model of steady state distribution of reactive drug for intramuscular injection
Chinese Science Bulletin | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4077009 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3970581 (Why is no real title available?) | 1986-01-01 | Paper |
