Shuaiqi Zhang

Available identifiers

zbMath Open zhang.shuaiqiMaRDI QIDQ826816

List of research outcomes

Publication	Date of Publication	Type
Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion	2024-09-20	Paper
Fully coupled forward-backward stochastic differential equations driven by sub-diffusions	2024-08-26	Paper
Stochastic Maximum Principle for Subdiffusions and Its Applications	2024-03-26	Paper
Fully coupled forward-backward stochastic differential equations driven by sub-diffusions	2023-11-25	Paper
Fokker-Planck equation for Feynman-Kac transform of anomalous processes	2022-04-01	Paper
Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and fixed costs	2021-12-17	Paper
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information	2021-12-14	Paper
Optimal reinsurance-investment and dividends problem with fixed transaction costs	2021-06-09	Paper
On path-independent Girsanov transform	2021-04-20	Paper
A stochastic maximum principle for partially observed stochastic control systems with delay	2021-01-06	Paper
Mean-variance portfolio selection for partially observed point processes	2020-11-25	Paper
Optimal investment problem with delay under partial information	2020-08-28	Paper
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance	2019-10-18	Paper
A numerical method for forward-backward stochastic equations with delay and anticipated term	2019-09-05	Paper
Optimal dividend policies for piecewise-deterministic compound Poisson risk models	2018-07-11	Paper
Partially observable stochastic optimal control	2016-08-15	Paper
Ruin probability in the continuous-time compound binomial model with investment	2016-01-15	Paper
Partial Information Differential Games for Mean-Field SDEs	2016-01-08	Paper
The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy	2015-12-23	Paper
Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang	2015-11-06	Paper
Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information	2015-02-27	Paper
Optimal dividend payments of a two-dimensional compound Poisson risk model with capital injection	2013-06-20	Paper
Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion	2012-08-27	Paper

Research outcomes over time

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