Detao Zhang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Theory of forward backward stochastic differential equations and its applications	2024-01-23	Paper
An optimal portfolio and consumption problem with a benchmark and partial information Mathematics and Financial Economics	2023-03-15	Paper
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations ESAIM: Control, Optimisation and Calculus of Variations	2023-01-18	Paper
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints Annals of Operations Research	2022-07-05	Paper
Long term optimal investment with regime switching: inflation, information and short sales Annals of Operations Research	2022-07-05	Paper
An intertemporal capital asset pricing model under incomplete information and short sales Annals of Operations Research	2020-01-20	Paper
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales Annals of Operations Research	2020-01-20	Paper
On well-posedness of forward-backward SDEs -- a unified approach The Annals of Applied Probability	2015-07-27	Paper
On well-posedness of forward-backward SDEs -- a unified approach The Annals of Applied Probability	2015-07-27	Paper
Optimal portfolio of corporate investment and consumption problem under market closure: inflation case Mathematical Problems in Engineering	2014-11-24	Paper
Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps Journal of Systems Science and Complexity	2013-01-31	Paper
Forward-backward stochastic differential equations and backward linear quadratic stochastic optimal control problem	2010-11-05	Paper

Research outcomes over time

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