The following pages link to Juliang Yin (Q452083):
Displayed 31 items.
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- Finite-time stabilization of stochastic nonlinear systems in strict-feedback form (Q490614) (← links)
- Finite-time stability theorems of homogeneous stochastic nonlinear systems (Q511734) (← links)
- Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- Finite-time stability and instability of stochastic nonlinear systems (Q665196) (← links)
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- Statistical modeling of gear vibration signals and its application to detecting and diagnosing gear faults (Q903579) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems (Q2068212) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Comments on ``Finite-time stability theorem of stochastic nonlinear systems'' (Q2276138) (← links)
- Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems (Q2280825) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- Generalized Stochastic Delay Lotka–Volterra Systems (Q3396375) (← links)
- (Q3644520) (← links)
- (Q4425315) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
- (Q4516692) (← links)
- (Q4672586) (← links)
- (Q4803787) (← links)
- New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs (Q5157980) (← links)
- Numerical characteristics and parameter estimation of finite mixed generalized normal distribution (Q5867414) (← links)
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
- Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
- Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control (Q6054882) (← links)
- Spline estimation of partially linear regression models for time series with correlated errors (Q6141731) (← links)
- Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control (Q6149747) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)