The following pages link to Zhe Yang (Q287810):
Displayed 11 items.
- Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise (Q287812) (← links)
- Some properties of generalized anticipated backward stochastic differential equations (Q743035) (← links)
- A converse comparison theorem for anticipated BSDEs and related non-linear expectations (Q1933588) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- Comparison theorem of one-dimensional stochastic hybrid delay systems (Q2465782) (← links)
- On anticipated backward stochastic differential equations with Markov chain noise (Q2821903) (← links)
- Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem (Q2844025) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Reflected Backward Stochastic Differential Equations for a Finite State Markov Chain Model and Applications to American Options (Q6250574) (← links)
- Backward Stochastic Differential Equations with Continuous Coefficients in a Markov Chain Model and with Applications to European Options (Q6250575) (← links)
- Some Properties of Reflected Backward Stochastic Differential Equations for a Finite State Markov Chain Model (Q6261743) (← links)