The following pages link to Weiyin Fei (Q350755):
Displaying 50 items.
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745) (← links)
- Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition (Q715689) (← links)
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Optimal investment consumption model with a higher interest rate for borrowing (Q1589816) (← links)
- Stability of highly nonlinear neutral stochastic differential delay equations (Q1647797) (← links)
- Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients (Q1723981) (← links)
- Stability of highly nonlinear hybrid stochastic integro-differential delay equations (Q1730372) (← links)
- Regularity and stopping theorem for fuzzy martingales with continuous parameters (Q1763933) (← links)
- Almost sure stability for uncertain differential equation (Q1794491) (← links)
- Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time (Q1874068) (← links)
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process (Q1993166) (← links)
- Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities (Q2057702) (← links)
- \(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol (Q2057744) (← links)
- Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay (Q2061286) (← links)
- A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion (Q2106077) (← links)
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol (Q2124188) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations (Q2173080) (← links)
- Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2314139) (← links)
- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients (Q2385686) (← links)
- Delay dependent stability of highly nonlinear hybrid stochastic systems (Q2409140) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay (Q2633519) (← links)
- Optimal contract for the principal-agent under Knightian uncertainty (Q2656889) (← links)
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion (Q2689078) (← links)
- (Q2720829) (← links)
- (Q2744337) (← links)
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- (Q2779039) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- (Q2794108) (← links)
- (Q2824134) (← links)
- An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend (Q2838668) (← links)
- (Q2860167) (← links)
- (Q2860190) (← links)
- (Q2860625) (← links)
- (Q2923826) (← links)
- (Q2924360) (← links)
- (Q2924708) (← links)
- (Q2924711) (← links)
- (Q2927463) (← links)
