| Publication | Date of Publication | Type |
|---|
Linear-quadratic mean-field game for stochastic systems with partial observation
Automatica | 2025-01-08 | Paper |
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
Systems & Control Letters | 2024-11-12 | Paper |
Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
Applied Mathematics and Optimization | 2024-10-22 | Paper |
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
Journal of Differential Equations | 2024-09-26 | Paper |
Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations
Communications on Pure and Applied Analysis | 2024-09-06 | Paper |
Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
IET Control Theory & Applications | 2024-09-05 | Paper |
The mean field optimal switching problem: variational inequality approach
Mathematical Control and Related Fields | 2024-08-16 | Paper |
A unified relation analysis of linear-quadratic mean-field game, team, and control
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls
Asian Journal of Control | 2024-08-06 | Paper |
Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching
Mathematical Control and Related Fields | 2024-06-17 | Paper |
Second-order necessary condition for partially observed stochastic system with random jumps
Systems & Control Letters | 2024-05-17 | Paper |
The general maximum principle for discrete-time stochastic control problems
Automatica | 2024-05-14 | Paper |
Stability of layered structures with hybridized configuration by means of a Reddy-type higher-order finite element formulation
International Journal of Structural Stability and Dynamics | 2024-04-23 | Paper |
The second-order maximum principle for partially observed optimal controls
Mathematical Control and Related Fields | 2024-04-12 | Paper |
Finite-time and bumpless transfer control of asynchronously switched systems: an output feedback control approach
Journal of the Franklin Institute | 2024-03-12 | Paper |
Theory of forward backward stochastic differential equations and its applications
| 2024-01-23 | Paper |
Linear-quadratic delayed mean-field social optimization
Applied Mathematics and Optimization | 2024-01-04 | Paper |
A kind of time-inconsistent corporate international investment problem with discontinuous cash flow
Communications in Mathematical Sciences | 2023-11-30 | Paper |
Linear-quadratic Mean Field Control with Non-convex Data
| 2023-11-30 | Paper |
A maximum principle for discrete-time stochastic optimal control problemE20 with delay
Systems & Control Letters | 2023-11-14 | Paper |
The maximum principle for stochastic control problem with jumps in progressive structure
Journal of Optimization Theory and Applications | 2023-11-09 | Paper |
Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
Journal of Mathematical Analysis and Applications | 2023-11-08 | Paper |
Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
Optimal Control Applications & Methods | 2023-10-25 | Paper |
CasTformer: a novel cascade transformer towards predicting information diffusion
Information Sciences | 2023-09-22 | Paper |
Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
ESAIM: Control, Optimisation and Calculus of Variations | 2023-09-05 | Paper |
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
SIAM Journal on Control and Optimization | 2023-07-13 | Paper |
A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure
Mathematical Control and Related Fields | 2023-06-19 | Paper |
A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls
| 2023-05-28 | Paper |
Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
Discrete and Continuous Dynamical Systems | 2023-05-26 | Paper |
Linear-quadratic mean field games of controls with non-monotone data
Transactions of the American Mathematical Society | 2023-05-16 | Paper |
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
ESAIM: Control, Optimisation and Calculus of Variations | 2023-01-18 | Paper |
Linear quadratic mean-field game-team analysis: a mixed coalition approach
| 2022-12-23 | Paper |
The stochastic maximum principle for relaxed control problem with regime-switching
Systems & Control Letters | 2022-12-02 | Paper |
scientific article; zbMATH DE number 7618581 (Why is no real title available?)
| 2022-11-17 | Paper |
scientific article; zbMATH DE number 7618555 (Why is no real title available?)
| 2022-11-17 | Paper |
scientific article; zbMATH DE number 7618765 (Why is no real title available?)
| 2022-11-17 | Paper |
scientific article; zbMATH DE number 7618596 (Why is no real title available?)
| 2022-11-17 | Paper |
Study on the incentive and coordination mechanism of tumor healthcare alliance based on evolutionary game
Journal of Combinatorial Optimization | 2022-10-18 | Paper |
A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
ESAIM: Control, Optimisation and Calculus of Variations | 2022-10-13 | Paper |
The general maximum principle for stochastic control problems with singular controls
Discrete and Continuous Dynamical Systems | 2022-09-28 | Paper |
The maximum principle for stochastic control problem with Markov chain in progressive structure
Systems & Control Letters | 2022-08-30 | Paper |
Maximum principle for discrete-time stochastic control problem of mean-field type
Automatica | 2022-08-23 | Paper |
Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
International Journal of Control | 2022-08-09 | Paper |
Dynamic optimization problems for mean-field stochastic large-population systems
ESAIM: Control, Optimisation and Calculus of Variations | 2022-08-01 | Paper |
Robust Stackelberg Differential Game With Model Uncertainty
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
The Dynkin game with regime switching and applications to pricing game options
Annals of Operations Research | 2022-07-05 | Paper |
Quadratic reflected BSDEs and related obstacle problems for PDEs
Communications in Statistics: Theory and Methods | 2022-06-27 | Paper |
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Backward-forward linear-quadratic mean-field Stackelberg games
Advances in Difference Equations | 2022-05-12 | Paper |
Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator
| 2022-05-06 | Paper |
An optimal pricing policy under a Markov chain model
Science China. Mathematics | 2022-05-04 | Paper |
Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems
Boundary Value Problems | 2022-04-19 | Paper |
Social optima in mean field linear-quadratic-Gaussian models with control input constraint
Systems & Control Letters | 2022-04-11 | Paper |
Maximum principle for discrete-time stochastic optimal control problem and stochastic game
Mathematical Control and Related Fields | 2022-03-29 | Paper |
A maximum principle for mean-field stochastic control system with noisy observation
Automatica | 2022-01-31 | Paper |
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis
Communications in Mathematical Sciences | 2021-12-08 | Paper |
Infinite horizon reflected backward stochastic differential equations with Markov chains
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Backward stochastic differential equations with Markov chains and associated PDEs
Journal of Differential Equations | 2021-10-04 | Paper |
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Journal of Mathematical Analysis and Applications | 2021-08-25 | Paper |
Mean-field linear-quadratic stochastic differential games
Journal of Differential Equations | 2021-07-12 | Paper |
Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model
Optimal Control Applications & Methods | 2021-06-22 | Paper |
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
International Journal of Control | 2021-03-18 | Paper |
Near-optimal control problems for forward-backward regime-switching systems
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
Stochastic optimal control problem in advertising model with delay
Journal of Systems Science and Complexity | 2021-01-21 | Paper |
Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
Automatica | 2020-10-05 | Paper |
Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation
| 2020-08-12 | Paper |
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses
Automatica | 2020-03-24 | Paper |
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Mathematical Problems in Engineering | 2020-02-20 | Paper |
Backward-forward linear-quadratic mean-field games with major and minor agents
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Stabilization Control for Linear Continuous-Time Mean-Field Systems
IEEE Transactions on Automatic Control | 2019-08-12 | Paper |
Linear quadratic mean-field-game of backward stochastic differential systems
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
Applied Mathematics and Computation | 2019-06-21 | Paper |
Well-posedness of fully coupled linear forward-backward stochastic differential equations
Journal of Systems Science and Complexity | 2019-06-04 | Paper |
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Statistics & Probability Letters | 2019-02-20 | Paper |
Convertible bonds with higher loan rate: model, valuation, and optimal strategy
Abstract and Applied Analysis | 2019-02-14 | Paper |
One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators
Advances in Difference Equations | 2019-02-13 | Paper |
Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations
Advances in Difference Equations | 2019-01-17 | Paper |
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance
Chinese Annals of Mathematics. Series B | 2018-11-15 | Paper |
Optimal switching under a hybrid diffusion model and applications to stock trading
Automatica | 2018-10-17 | Paper |
Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls
Mathematical Problems in Engineering | 2018-08-27 | Paper |
Backward stochastic differential equations with Markov chains and related asymptotic properties
Advances in Difference Equations | 2018-07-17 | Paper |
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint
Systems & Control Letters | 2018-06-19 | Paper |
Partially observed time-inconsistent stochastic linear-quadratic control with random jumps
Optimal Control Applications & Methods | 2018-05-31 | Paper |
An introduction to optimal control of FBSDE with incomplete information
SpringerBriefs in Mathematics | 2018-04-23 | Paper |
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
Science China. Mathematics | 2018-04-11 | Paper |
Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions
Boundary Value Problems | 2017-11-14 | Paper |
Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case
SIAM Journal on Control and Optimization | 2017-11-02 | Paper |
Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls
Journal of Systems Science and Complexity | 2017-09-01 | Paper |
Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
Mathematical Control and Related Fields | 2017-04-26 | Paper |
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
Automatica | 2016-05-20 | Paper |
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
Optimal Control Applications & Methods | 2016-04-15 | Paper |
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case
| 2016-03-07 | Paper |
A general maximum principle for optimal control of forward-backward stochastic systems
Automatica | 2015-08-27 | Paper |
Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure
Stochastics | 2015-07-29 | Paper |
On well-posedness of forward-backward SDEs -- a unified approach
The Annals of Applied Probability | 2015-07-27 | Paper |
Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations
Journal of Mathematical Analysis and Applications | 2015-01-30 | Paper |
Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes
Applied Mathematics. Series B (English Edition) | 2014-11-03 | Paper |
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
Stochastic Processes and their Applications | 2014-10-06 | Paper |
Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations
SIAM Journal on Control and Optimization | 2014-09-26 | Paper |
A \(\mathrm C^0\)-type zig-zag theory and finite element for laminated composite and sandwich plates with general configurations
Archive of Applied Mechanics | 2014-08-08 | Paper |
Partially observed time-inconsistency recursive optimization problem and application
Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
Backward stochastic viability and related properties on \(Z\) for BSDEs with applications
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
| 2014-03-17 | Paper |
Pricing and hedging problem of foreign currency option with higher borrowing rate
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
An advanced higher-order theory for laminated composite plates with general lamination angles
Acta Mechanica Sinica | 2013-08-30 | Paper |
Maximum principle for optimal control problems of forward-backward regime-switching system and applications
Systems & Control Letters | 2013-08-27 | Paper |
A nonlinear theory accounting for stress-induced orientational transitions in nematic gels
Acta Mechanica | 2013-08-12 | Paper |
Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Maximum principles for forward-backward stochastic control systems with correlated state and observation noises
SIAM Journal on Control and Optimization | 2013-05-16 | Paper |
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems
ESAIM: Control, Optimisation and Calculus of Variations | 2013-03-13 | Paper |
Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance
Stochastic Analysis and Applications | 2012-12-13 | Paper |
Delayed stochastic linear-quadratic control problem and related applications
Journal of Applied Mathematics | 2012-11-15 | Paper |
Maximum principle for stochastic recursive optimal control problems involving impulse controls
Abstract and Applied Analysis | 2012-09-07 | Paper |
The convergence property of reflected backward stochastic differential equations
Chinese Journal of Applied Probability and Statistics | 2012-06-01 | Paper |
Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method
Journal of Computational and Applied Mathematics | 2012-03-19 | Paper |
Optimal premium policy of an insurance firm: full and partial information
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A stochastic maximum principle for optimal control of jump diffusions and applications to finance
| 2012-01-27 | Paper |
A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
Mean-variance hedging and forward-backward stochastic differential filtering equations
Abstract and Applied Analysis | 2011-10-27 | Paper |
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
Acta Mathematica Scientia. Series B. (English Edition) | 2011-09-29 | Paper |
BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
Journal of Differential Equations | 2011-07-19 | Paper |
A type of general forward-backward stochastic differential equations and applications
Chinese Annals of Mathematics. Series B | 2011-06-22 | Paper |
A maximum principle for partially observed optimal control of forward-backward stochastic control systems
Science China Information Sciences | 2011-06-17 | Paper |
Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
Applied Mathematics and Optimization | 2011-05-11 | Paper |
A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
Acta Mathematicae Applicatae Sinica. English Series | 2011-04-08 | Paper |
Maximum principle for backward doubly stochastic control systems with applications
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
An application of dynamic programming principle in corporate international optimal investment and consumption choice problem
Mathematical Problems in Engineering | 2011-02-09 | Paper |
A new higher-order shear deformation theory and refined beam element of composite laminates
Acta Mechanica Sinica | 2010-11-25 | Paper |
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
Journal of Systems Science and Complexity | 2010-10-29 | Paper |
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
| 2010-09-26 | Paper |
Reflected forward-backward stochastic differential equations with continuous monotone coefficients
Statistics & Probability Letters | 2010-09-24 | Paper |
Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
Journal of Optimization Theory and Applications | 2010-07-24 | Paper |
A kind of problem of maximizing the expected utility from the terminal wealth: the case of inflation
| 2010-07-08 | Paper |
Maximum principle for the stochastic optimal control problem with delay and application
Automatica | 2010-06-17 | Paper |
Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
Journal of Systems Science and Complexity | 2009-12-15 | Paper |
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
Journal of Optimization Theory and Applications | 2009-11-04 | Paper |
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation
SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-08-05 | Paper |
Expected consumption utility maximization problems with partial information
| 2009-07-22 | Paper |
A simple model of corporate international investment under incomplete information and taxes
Annals of Operations Research | 2009-06-25 | Paper |
Comparison theorems for forward backward SDEs
Statistics & Probability Letters | 2009-03-02 | Paper |
Delay-dependent stability and \(H_\infty\) control for uncertain discrete switched singular systems with time-delay
Applied Mathematics and Computation | 2009-01-14 | Paper |
Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice
Acta Automatica Sinica | 2008-11-24 | Paper |
Linear quadratic nonzero-sum differential games with random jumps
Applied Mathematics and Mechanics. (English Edition) | 2008-09-01 | Paper |
A Black-Scholes formula for option pricing with dividends and optimal investment problems under partial information
| 2008-08-06 | Paper |
Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
| 2008-07-13 | Paper |
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
Journal of Mathematical Analysis and Applications | 2008-04-15 | Paper |
The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk
Acta Mathematica Sinica, English Series | 2008-04-15 | Paper |
scientific article; zbMATH DE number 5259889 (Why is no real title available?)
| 2008-04-04 | Paper |
The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate
Applied Mathematics and Computation | 2006-06-16 | Paper |
Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
Journal of Systems Science and Complexity | 2005-11-29 | Paper |
scientific article; zbMATH DE number 2210947 (Why is no real title available?)
| 2005-09-29 | Paper |
A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
scientific article; zbMATH DE number 2177392 (Why is no real title available?)
| 2005-06-21 | Paper |
scientific article; zbMATH DE number 2165825 (Why is no real title available?)
| 2005-05-06 | Paper |
Forward-backward stochastic differential equations with stopping time
Acta Mathematica Scientia. Series B. (English Edition) | 2004-05-27 | Paper |
scientific article; zbMATH DE number 2058676 (Why is no real title available?)
| 2004-03-16 | Paper |
Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
Journal of the Australian Mathematical Society | 2003-10-22 | Paper |
Forward-backward stochastic differential equations with Brownian motion and Poisson process
Acta Mathematicae Applicatae Sinica. English Series | 2003-03-17 | Paper |
scientific article; zbMATH DE number 1861560 (Why is no real title available?)
| 2003-01-28 | Paper |
Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints
Journal of Shandong University. Natural Science Edition | 2002-04-25 | Paper |
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
Probability and Mathematical Statistics | 2002-02-18 | Paper |
The comparison theorem of FBSDE
Statistics & Probability Letters | 2000-07-05 | Paper |
scientific article; zbMATH DE number 1343080 (Why is no real title available?)
| 2000-01-11 | Paper |
Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
SIAM Journal on Control and Optimization | 1999-06-24 | Paper |
scientific article; zbMATH DE number 1159687 (Why is no real title available?)
| 1999-04-07 | Paper |
An option pricing problem with the underlying stock paying dividends
Applied Mathematics. Series B (English Edition) | 1998-02-04 | Paper |
A direct method in optimal portfolio and consumption choice
Applied Mathematics. Series B (English Edition) | 1996-11-18 | Paper |
A Black-Scholes formula for option pricing with dividends
Applied Mathematics. Series B (English Edition) | 1996-10-20 | Paper |
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
| N/A | Paper |
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions and Markov chain
| N/A | Paper |
