| Publication | Date of Publication | Type |
|---|
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
Journal of Differential Equations | 2024-09-26 | Paper |
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls
Asian Journal of Control | 2024-08-06 | Paper |
Sequential propagation of chaos for mean-field BSDE systems
Chinese Annals of Mathematics. Series B | 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
Communications in Statistics. Simulation and Computation | 2023-09-18 | Paper |
Heuristic Tree-Partition-Based Parallel Method for Biophysically Detailed Neuron Simulation
Neural Computation | 2023-07-25 | Paper |
Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
Bernoulli | 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
SIAM Journal on Control and Optimization | 2022-07-26 | Paper |
Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives
Physica A | 2022-06-24 | Paper |
Social optima in mean field linear-quadratic-Gaussian models with control input constraint
Systems & Control Letters | 2022-04-11 | Paper |
Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
Electronic Communications in Probability | 2022-02-28 | Paper |
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis
Communications in Mathematical Sciences | 2021-12-08 | Paper |
Schauder-type estimates for higher-order parabolic SPDEs
Journal of Evolution Equations | 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
International Journal of Control | 2021-03-18 | Paper |
Krylov-Safonov estimates for a degenerate diffusion process
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Mathematical Problems in Engineering | 2020-02-20 | Paper |
\(W^{2, p}\)-solutions of parabolic SPDEs in general domains
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Investor expectations, earnings management, and asset prices
Journal of Economic Dynamics and Control | 2019-11-21 | Paper |
Optimal gradient estimates of heat kernels of stable-like operators
Proceedings of the American Mathematical Society | 2019-07-17 | Paper |
Linear quadratic mean-field-game of backward stochastic differential systems
Mathematical Control and Related Fields | 2019-07-03 | Paper |
The role of protection zone on species spreading governed by a reaction-diffusion model with strong Allee effect
Journal of Differential Equations | 2019-03-22 | Paper |
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
Transactions of the American Mathematical Society | 2019-01-10 | Paper |
A Schauder estimate for stochastic PDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-02-07 | Paper |
Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking
European Journal of Operational Research | 2017-11-23 | Paper |
On open problems based on fuzzy filters of pseudo BCK-algebras
Journal of Intelligent & Fuzzy Systems | 2017-05-18 | Paper |
A Common Model for the Approximate Analysis of Tandem Queueing Systems With Blocking
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations
SIAM Journal on Control and Optimization | 2016-01-05 | Paper |
Backward stochastic partial differential equations with quadratic growth
Journal of Mathematical Analysis and Applications | 2014-07-17 | Paper |
A maximum principle for optimal control of stochastic evolution equations
SIAM Journal on Control and Optimization | 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
Journal of Applied Probability | 2013-10-17 | Paper |
Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations
Stochastic Processes and their Applications | 2013-04-22 | Paper |
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
Journal of Differential Equations | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 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
Applied Mathematics and Optimization | 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 \(\mathbb R^d\)
Stochastic Processes and their Applications | 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 |
