The following pages link to Zhen Wu (Q286275):
Displaying 50 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- A nonlinear theory accounting for stress-induced orientational transitions in nematic gels (Q359520) (← links)
- An advanced higher-order theory for laminated composite plates with general lamination angles (Q362954) (← links)
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- A \(\mathrm C^0\)-type zig-zag theory and finite element for laminated composite and sandwich plates with general configurations (Q396109) (← links)
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- A new higher-order shear deformation theory and refined beam element of composite laminates (Q608571) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Multi-dimensional reflected backward stochastic differential equations and the comparison theorem (Q716525) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method (Q765302) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- (Q983720) (redirect page) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Comparison theorems for forward backward SDEs (Q1004255) (← links)
- A simple model of corporate international investment under incomplete information and taxes (Q1026542) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- Forward-backward stochastic differential equations with stopping time (Q1431129) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations (Q1711319) (← links)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Convertible bonds with higher loan rate: model, valuation, and optimal strategy (Q1723891) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
- A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
