| Publication | Date of Publication | Type |
|---|
| Partially observed mean-field game and related mean-field forward-backward stochastic differential equation | 2024-09-26 | Paper |
| A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls | 2024-08-06 | Paper |
| Sequential propagation of chaos for mean-field BSDE systems | 2024-02-14 | Paper |
| A posteriori estimate for a class of mean-field forward-backward stochastic differential equations | 2024-01-23 | Paper |
| Estimation based on hybrid censored data from the power Lindley distribution | 2023-09-18 | Paper |
| Heuristic Tree-Partition-Based Parallel Method for Biophysically Detailed Neuron Simulation | 2023-07-25 | Paper |
| Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction | 2023-06-02 | Paper |
| A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls | 2023-05-28 | Paper |
| Sequential propagation of chaos | 2023-01-24 | Paper |
| Entropy solutions to the Dirichlet problem for nonlinear diffusion equations with conservative noise | 2022-11-27 | Paper |
| A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization | 2022-07-26 | Paper |
| Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives | 2022-06-24 | Paper |
| Social optima in mean field linear-quadratic-Gaussian models with control input constraint | 2022-04-11 | Paper |
| Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise | 2022-02-28 | Paper |
| Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis | 2021-12-08 | Paper |
| Schauder-type estimates for higher-order parabolic SPDEs | 2021-04-27 | Paper |
| Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds | 2021-03-18 | Paper |
| Krylov-Safonov estimates for a degenerate diffusion process | 2020-06-09 | Paper |
| Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs | 2020-05-13 | Paper |
| Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application | 2020-02-20 | Paper |
| \(W^{2, p}\)-solutions of parabolic SPDEs in general domains | 2020-01-24 | Paper |
| Investor expectations, earnings management, and asset prices | 2019-11-21 | Paper |
| Optimal gradient estimates of heat kernels of stable-like operators | 2019-07-17 | Paper |
| Linear quadratic mean-field-game of backward stochastic differential systems | 2019-07-03 | Paper |
| The role of protection zone on species spreading governed by a reaction-diffusion model with strong Allee effect | 2019-03-22 | Paper |
| On the Cauchy problem for stochastic parabolic equations in Hölder spaces | 2019-01-10 | Paper |
| A Schauder estimate for stochastic PDEs | 2018-02-07 | Paper |
| Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking | 2017-11-23 | Paper |
| On open problems based on fuzzy filters of pseudo BCK-algebras | 2017-05-18 | Paper |
| A Common Model for the Approximate Analysis of Tandem Queueing Systems With Blocking | 2017-05-03 | Paper |
| Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations | 2016-01-05 | Paper |
| Backward stochastic partial differential equations with quadratic growth | 2014-07-17 | Paper |
| A maximum principle for optimal control of stochastic evolution equations | 2014-04-11 | Paper |
| On solvability of an indefinite Riccati equation | 2013-12-27 | Paper |
| A note on asymptotic exponential arbitrage with exponentially decaying failure probability | 2013-10-17 | Paper |
| Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations | 2013-04-22 | Paper |
| \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space | 2013-03-20 | Paper |
| Exact solutions to the nonlinear diffusion equations in the generalized conditional symmetry | 2013-01-24 | Paper |
| Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains | 2013-01-14 | Paper |
| Stochastic maximum principle for infinite dimensional control systems | 2012-08-02 | Paper |
| \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space | 2012-07-10 | Paper |
| A Maximum Principle for Optimal Control of Stochastic Evolution Equations | 2012-06-24 | Paper |
| A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) | 2010-09-15 | Paper |
| Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations | 2009-11-02 | Paper |
| On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains | 2009-10-13 | Paper |
| The asymptotic bound for quasi fuzzy entropy | 2008-08-06 | Paper |
| Fuzzy relative entropy and its application in fuzzy pattern recognition | 2007-01-04 | Paper |
| Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics | N/A | Paper |
| Self-interacting approximation to McKean-Vlasov long-time limit: a Markov chain Monte Carlo method | N/A | Paper |
| Particle approximation for a conditional McKean--Vlasov stochastic differential equation | N/A | Paper |
| Well-posedness of the obstacle problem for stochastic nonlinear diffusion equations: an entropy formulation | N/A | Paper |
| Empirical approximation to invariant measures of mean-field Langevin dynamics | N/A | Paper |
