The following pages link to Yuecai Han (Q358619):
Displaying 42 items.
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Periodic solutions of Fokker-Planck equations (Q525967) (← links)
- Arnold's theorem on properly degenerate systems with the Rüssmann nondegeneracy (Q551810) (← links)
- Invariant tori in Hamiltonian systems with high order proper degeneracy (Q625085) (← links)
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Periodic solutions of stochastic functional differential equations with jumps via viability (Q2172794) (← links)
- A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
- Persistence of lower-dimensional hyperbolic invariant tori for generalized Hamiltonian systems (Q2497397) (← links)
- Degenerate lower-dimensional tori in Hamiltonian systems (Q2498850) (← links)
- (Q2984384) (← links)
- (Q2991394) (← links)
- (Q3052503) (← links)
- (Q3052512) (← links)
- (Q3053005) (← links)
- (Q3071666) (← links)
- Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (Q3083219) (← links)
- (Q3404788) (← links)
- (Q3516664) (← links)
- (Q4406206) (← links)
- (Q4406223) (← links)
- (Q4454435) (← links)
- (Q4469020) (← links)
- Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
- Non-existence criteria for Laurent polynomial first integrals (Q4807649) (← links)
- (Q4808146) (← links)
- (Q4808165) (← links)
- (Q4812960) (← links)
- (Q4926264) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- CONTROLLABILITY OF THE KORTEWEG-DE VRIES-BURGERS EQUATION (Q5121307) (← links)
- OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
- Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions (Q5241056) (← links)
- PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
- Mild solution to parabolic Anderson model in Gaussian and Poisson potential (Q5410923) (← links)
- Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body (Q5412779) (← links)
- The threshold of a stochastic SIQS epidemic model (Q5918132) (← links)
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (Q6115515) (← links)
- Stochastic maximum principle for moving average control system (Q6139621) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
