| Publication | Date of Publication | Type |
|---|
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)
Stochastics and Dynamics | 2025-01-17 | Paper |
High-dimensional integrative copula discriminant analysis for multiomics data
Statistics in Medicine | 2024-10-10 | Paper |
Optimal trading and competition with information in the price impact model
Quantitative Finance | 2024-08-26 | Paper |
A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs
Computers & Mathematics with Applications | 2024-08-09 | Paper |
Forward-backward doubly stochastic differential equations with random jumps and related games
Asian Journal of Control | 2024-07-09 | Paper |
Detection of jumps in financial market
Communications in Statistics. Simulation and Computation | 2024-05-28 | Paper |
Existence result for the BSDE with superquadratic growth
Communications in Statistics: Theory and Methods | 2023-11-17 | Paper |
On the uniqueness result for the BSDE with deterministic coefficient
Probability, Uncertainty and Quantitative Risk | 2023-11-08 | Paper |
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs
Stochastics | 2023-07-13 | Paper |
Optimal strategic pandemic control: human mobility and travel restriction
Mathematical Biosciences and Engineering | 2022-11-02 | Paper |
Empirical likelihood for mean difference between two samples with missing data
Communications in Statistics. Simulation and Computation | 2022-10-18 | Paper |
| Large Deviation Principle for Backward Stochastic Differential Equations with a stochastic Lipschitz condition on $z$ | 2022-09-20 | Paper |
A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Detection of jumps in financial time series
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
The sparse group lasso for high-dimensional integrative linear discriminant analysis with application to alzheimer's disease prediction
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
Maximum principles for backward doubly stochastic systems with jumps and applications
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| Law of large numbers for Peng \(g\)-expectation | 2021-12-17 | Paper |
Mean-field backward stochastic differential equations driven by fractional Brownian motion
Acta Mathematica Sinica, English Series | 2021-08-10 | Paper |
Mean-field backward doubly stochastic differential equation and its applications
(available as arXiv preprint) | 2021-07-01 | Paper |
Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
Frontiers of Mathematics in China | 2021-06-24 | Paper |
Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
Acta Mathematicae Applicatae Sinica. English Series | 2021-05-11 | Paper |
Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
Mathematical Control and Related Fields | 2021-05-05 | Paper |
| Research on the forecasting performance of the HAR-type model based on true and false jumps | 2021-04-26 | Paper |
Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Backward doubly stochastic Volterra integral equations and their applications
Journal of Differential Equations | 2020-06-16 | Paper |
Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs
Journal of Mathematical Analysis and Applications | 2020-02-26 | Paper |
Solvability of anticipated backward stochastic Volterra integral equations
Statistics & Probability Letters | 2020-01-20 | Paper |
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Applied Mathematics and Computation | 2019-11-28 | Paper |
| Backward doubly stochastic Volterra integral equations and applications to optimal control problems | 2019-06-25 | Paper |
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Optimal Control of Backward Doubly Stochastic Systems With Partial Information
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Maximum principle for a stochastic delayed system involving terminal state constraints
Journal of Inequalities and Applications | 2017-05-12 | Paper |
Anticipative backward stochastic differential equations driven by fractional Brownian motion
Statistics & Probability Letters | 2017-01-16 | Paper |
| Functional It\^o formula for fractional Brownian motion | 2016-06-04 | Paper |
Solving the double barrier reflected BSDEs via penalization method
Statistics & Probability Letters | 2016-04-22 | Paper |
Linear quadratic stochastic integral games and related topics
Science China. Mathematics | 2016-01-13 | Paper |
\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
| Multidimensional BSDEs with uniformly continuous coefficients: the general result | 2015-08-26 | Paper |
Optimal control problems of forward-backward stochastic Volterra integral equations
Mathematical Control and Related Fields | 2015-07-30 | Paper |
| Anticipating backward stochastic Volterra integral equations | 2015-03-22 | Paper |
| Backward stochastic Volterra integral equations with general martingales | 2015-02-11 | Paper |
A class of backward doubly stochastic differential equations with discontinuous coefficients
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
Mean-field backward stochastic Volterra integral equations
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
Partially observed optimal controls of forward-backward doubly stochastic systems
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2013-08-13 | Paper |
A class of time inconsistent risk measures and backward stochastic Volterra integral equations
Risk and Decision Analysis | 2013-05-23 | Paper |
SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
Journal of the Korean Mathematical Society | 2013-04-29 | Paper |
SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
Journal of the Korean Mathematical Society | 2013-04-29 | Paper |
| Sublinear expectation linear regression | 2013-04-12 | Paper |
Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
Science China. Mathematics | 2013-01-28 | Paper |
Maximum principle for forward-backward doubly stochastic control systems and applications
ESAIM: Control, Optimisation and Calculus of Variations | 2011-12-19 | Paper |
Maximum principle for forward-backward doubly stochastic control systems and applications
ESAIM: Control, Optimisation and Calculus of Variations | 2011-12-19 | Paper |
Razumikhin-type theorems of infinite dimensional stochastic functional differential equations
IFIP International Federation for Information Processing | 2011-06-01 | Paper |
A general central limit theorem under sublinear expectations
Science China. Mathematics | 2011-02-25 | Paper |
A Kneser-type theorem for backward doubly stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2011-01-17 | Paper |
| General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs | 2010-09-30 | Paper |
Symmetrical solutions of backward stochastic Volterra integral equations and their applications
Discrete and Continuous Dynamical Systems. Series B | 2010-08-11 | Paper |
| scientific article; zbMATH DE number 5732947 (Why is no real title available?) | 2010-07-08 | Paper |
| Zero-sum linear quadratic stochastic integral games and BSVIEs | 2010-05-28 | Paper |
| Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon | 2010-05-22 | Paper |
| Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations | 2010-05-22 | Paper |
| The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs | 2010-05-14 | Paper |
| Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations | 2010-05-14 | Paper |
| A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance | 2010-04-12 | Paper |
| A comparison theorem for backward doubly stochastic differential equations with jumps | 2010-02-12 | Paper |
| Convergence theorems for generalized \(g\)-expectations | 2009-07-22 | Paper |
Solutions to general forward-backward doubly stochastic differential equations
Applied Mathematics and Mechanics. (English Edition) | 2009-07-01 | Paper |
| scientific article; zbMATH DE number 5525710 (Why is no real title available?) | 2009-03-06 | Paper |
| Compact layout of logistics facilities based on O-tree representation | 2009-03-06 | Paper |
| Reflected Solutions of Backward Doubly Stochastic Differential Equations | 2008-06-05 | Paper |
| Numerical Computations for Backward Doubly SDEs and SPDEs | 2008-05-29 | Paper |
| The limitation theorem of \(g\)-supersolution for BSDEs under non-Lipschitzian coefficient | 2008-04-04 | Paper |
| Optimizing the military transportation path with stochastic loss in war | 2007-01-26 | Paper |
Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
Stochastic Analysis and Applications | 2005-05-23 | Paper |
| scientific article; zbMATH DE number 2066069 (Why is no real title available?) | 2004-05-18 | Paper |
A type of time-symmetric forward-backward stochastic differential equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-15 | Paper |
Singularly perturbed boundary value problems
Acta Mathematicae Applicatae Sinica. English Series | 2003-03-17 | Paper |
Infinite horizon forward-backward stochastic differential equations
Stochastic Processes and their Applications | 2002-08-29 | Paper |
