The following pages link to Yu-feng Shi (Q1030381):
Displaying 50 items.
- (Q273698) (redirect page) (← links)
- Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
- Mean-field backward stochastic Volterra integral equations (Q379033) (← links)
- (Q477541) (redirect page) (← links)
- A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- A Kneser-type theorem for backward doubly stochastic differential equations (Q618963) (← links)
- A general central limit theorem under sublinear expectations (Q625805) (← links)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Linear quadratic stochastic integral games and related topics (Q904652) (← links)
- Symmetrical solutions of backward stochastic Volterra integral equations and their applications (Q986653) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
- Optimal strategic pandemic control: human mobility and travel restriction (Q2092280) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
- Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
- Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
- Partially observed optimal controls of forward-backward doubly stochastic systems (Q2842255) (← links)
- Optimal Control of Backward Doubly Stochastic Systems With Partial Information (Q2982890) (← links)
- Razumikhin-Type Theorems of Infinite Dimensional Stochastic Functional Differential Equations (Q3004438) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- (Q3403102) (← links)
- (Q3418817) (← links)
- (Q3572993) (← links)
- (Q3610032) (← links)
- (Q3611085) (← links)
- (Q4462502) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS (Q4917345) (← links)
- A class of time inconsistent risk measures and backward stochastic Volterra integral equations (Q4921213) (← links)
- (Q4983969) (← links)
- Mean-Field Backward Doubly Stochastic Differential Equations and Applications (Q4998237) (← links)
- (Q5017739) (← links)
- Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
- The sparse group lasso for high-dimensional integrative linear discriminant analysis with application to alzheimer's disease prediction (Q5033470) (← links)
- Empirical likelihood for mean difference between two samples with missing data (Q5042206) (← links)
- Detection of jumps in financial time series (Q5083982) (← links)
