Juliang Yin

Available identifiers

zbMath Open yin.juliangMaRDI QIDQ452083

List of research outcomes

Publication	Date of Publication	Type
Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control	2024-02-06	Paper
Spline estimation of partially linear regression models for time series with correlated errors	2024-01-23	Paper
Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market	2024-01-22	Paper
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control	2023-10-25	Paper
Maximum likelihood estimation for quantile autoregression models with Markovian switching	2023-10-24	Paper
Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model	2023-04-24	Paper
Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market	2023-02-17	Paper
Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates	2023-02-03	Paper
Markov switching quantile regression models with time-varying transition probabilities	2022-10-06	Paper
Numerical characteristics and parameter estimation of finite mixed generalized normal distribution	2022-09-14	Paper
Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems	2022-01-19	Paper
New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs	2021-10-20	Paper
Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems	2019-12-19	Paper
Finite-time stability theorems of homogeneous stochastic nonlinear systems	2017-02-22	Paper
Statistical modeling of gear vibration signals and its application to detecting and diagnosing gear faults	2016-01-14	Paper
Finite-time stabilization of stochastic nonlinear systems in strict-feedback form	2015-08-27	Paper
Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty	2012-09-19	Paper
Finite-time stability and instability of stochastic nonlinear systems	2012-03-05	Paper
Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor	2011-12-19	Paper
Comments on ``Finite-time stability theorem of stochastic nonlinear systems	2011-08-01	Paper
Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type	2011-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q3644520	2009-11-11	Paper
Generalized Stochastic Delay Lotka–Volterra Systems	2009-09-18	Paper
On solutions of a class of infinite horizon FBSDEs	2008-10-30	Paper
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications	2008-08-19	Paper
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications	2007-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q4672586	2005-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q4803787	2004-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q4425315	2003-12-02	Paper
On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps	2003-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4516692	2000-11-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Juliang Yin