Rangquan Wu

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5320225	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q5433064	2007-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q5700238	2005-10-27	Paper
Doob's Decomposition Theorem for Fuzzy (Super) Submartingales	2005-01-20	Paper
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing	2003-06-17	Paper
Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time	2003-05-22	Paper
Optimization of Utility for “Larger Investor” with Anticipation	2003-03-25	Paper
Analysis of dynamical systems whose inputs are fuzzy stochastic processes	2002-09-30	Paper
Optimal consumption choices with anticipation: Methods of martingale	2002-04-02	Paper
A comparison theorem on constrained viscosity solutions of a HJB equation	2002-02-10	Paper
Optimal investment consumption model with a higher interest rate for borrowing	2001-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4516712	2000-11-28	Paper
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales	1999-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4265191	1999-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q4264900	1999-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q3833364	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3680016	1985-01-01	Paper
Existence and uniqueness of the solutions of stochastic differential equations	1983-01-01	Paper

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