Hao Xing

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Limiting distribution of dense orbits in a moduli space of rank $m$ discrete subgroups in $(m+1)$-space	2023-07-22	Paper
Equidistribution of lattice orbits in the space of homothety classes of rank $2$ sublattices in $\mathbb R^3$	2023-05-06	Paper
Some measure-theoretical and dynamical properties of successive minima on the space of unimodular lattices	2022-12-29	Paper
Fractional dimension related to badly approximable matrices associated with higher successive minima	2022-12-29	Paper
Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality	2022-11-15	Paper
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	2022-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q5062630	2022-03-17	Paper
Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems	2019-12-05	Paper
Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time	2019-11-21	Paper
Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with $D$-perturbations via MDADT	2019-06-04	Paper
Guaranteed cost finite-time control of discrete-time positive impulsive switched systems	2019-02-18	Paper
Convex duality for Epstein–Zin stochastic differential utility	2018-11-02	Paper
A class of globally solvable Markovian quadratic BSDE systems and applications	2018-04-27	Paper
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data	2018-03-05	Paper
Guaranteed cost finite-time control of positive switched nonlinear systems with $D$-perturbation	2018-02-15	Paper
Asset pricing under optimal contracts	2018-01-11	Paper
Long-Term Optimal Investment in Matrix Valued Factor Models	2017-07-20	Paper
ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS	2017-03-13	Paper
STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES	2017-03-13	Paper
Consumption-investment optimization with Epstein-Zin utility in incomplete markets	2017-01-12	Paper
Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient	2016-05-31	Paper
Incomplete stochastic equilibria for dynamic monetary utility	2015-05-27	Paper
Asymptotic Glosten--Milgrom Equilibrium	2015-05-15	Paper
Abstract, classic, and explicit turnpikes	2014-11-14	Paper
Point process bridges and weak convergence of insider trading models	2014-01-17	Paper
Valuation Equations for Stochastic Volatility Models	2013-01-25	Paper
Strict local martingale deflators and valuing American call-type options	2012-11-15	Paper
Regularity of the Optimal Stopping Problem for Jump Diffusions	2012-09-12	Paper
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions	2012-07-20	Paper
On backward stochastic differential equations and strict local martingales	2012-06-19	Paper
https://portal.mardi4nfdi.de/entity/Q5199728	2011-08-16	Paper
PRICING ASIAN OPTIONS FOR JUMP DIFFUSION	2011-02-02	Paper
On the uniqueness of classical solutions of Cauchy problems	2010-06-08	Paper
Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions	2010-04-21	Paper
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions	2009-12-11	Paper
On Randers metrics with isotropic $S$-curvature	2008-09-09	Paper
ON EFFECTIVE F-THEORY ACTION IN TYPE IIA COMPACTIFICATIONS	2007-05-23	Paper
Extract intelligible and concise fuzzy rules from neural networks	2003-04-02	Paper

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