The following pages link to Yan Wang (Q370192):
Displaying 9 items.
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- A stochastic model for microbial fermentation process under Gaussian white noise environment (Q891889) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Stability analysis of stochastic fuzzy Markovian jumping neural networks with leakage delay under impulsive perturbations (Q1659445) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- New stability results of neutral-type neural networks with continuously distributed delays and impulses (Q2931933) (← links)
