Juliang Yin

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Person:452083

Available identifiers

zbMath Open yin.juliangMaRDI QIDQ452083

List of research outcomes





PublicationDate of PublicationType
Bayesian Φ q -optimal designs for multi-factor additive non linear models with heteroscedastic errors2024-11-20Paper
A new theorem on finite-time stability of stochastic homogeneous systems and its application2024-08-06Paper
Asymptotics of the general GEE estimator for high-dimensional longitudinal data2024-07-16Paper
Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control2024-02-06Paper
Spline estimation of partially linear regression models for time series with correlated errors2024-01-23Paper
Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market2024-01-22Paper
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control2023-10-25Paper
Maximum likelihood estimation for quantile autoregression models with Markovian switching2023-10-24Paper
Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model2023-04-24Paper
Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market2023-02-17Paper
Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates2023-02-03Paper
Markov switching quantile regression models with time-varying transition probabilities2022-10-06Paper
Numerical characteristics and parameter estimation of finite mixed generalized normal distribution2022-09-14Paper
Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems2022-01-19Paper
New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs2021-10-20Paper
Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems2019-12-19Paper
Finite-time stability theorems of homogeneous stochastic nonlinear systems2017-02-22Paper
Statistical modeling of gear vibration signals and its application to detecting and diagnosing gear faults2016-01-14Paper
Finite-time stabilization of stochastic nonlinear systems in strict-feedback form2015-08-27Paper
Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty2012-09-19Paper
Finite-time stability and instability of stochastic nonlinear systems2012-03-05Paper
Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor2011-12-19Paper
Comments on ``Finite-time stability theorem of stochastic nonlinear systems2011-08-01Paper
Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type2011-01-07Paper
https://portal.mardi4nfdi.de/entity/Q36445202009-11-11Paper
Generalized Stochastic Delay Lotka–Volterra Systems2009-09-18Paper
On solutions of a class of infinite horizon FBSDEs2008-10-30Paper
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications2008-08-19Paper
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications2007-02-12Paper
https://portal.mardi4nfdi.de/entity/Q46725862005-05-03Paper
https://portal.mardi4nfdi.de/entity/Q48037872004-02-22Paper
https://portal.mardi4nfdi.de/entity/Q44253152003-12-02Paper
On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps2003-10-28Paper
https://portal.mardi4nfdi.de/entity/Q45166922000-11-28Paper

Research outcomes over time

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