Yaozhong Hu

发表

Stochastic optimal control and applications

Bernt Øksendal, Francesca Biagini, Tusheng Zhang, 2008 .

Regularity of renormalized self-intersection local time for fractional Brownian motion

David Nualart, Yaozhong Hu, 2007, Commun. Inf. Syst..

Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels

Chengming Huang, Min Li, Yaozhong Hu, 2021, Appl. Math. Lett..

Local Time and (Self-) Intersection Local Time

Yaozhong Hu, 2016 .

Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise

Yaozhong Hu, Zhen-Qing Chen, Yaozhong Hu, 2021, Communications in Mathematics and Statistics.

Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients

Michael A. Kouritzin, Yaozhong Hu, Jiayu Zheng, 2021 .

Functional Central Limit Theorems for Stick-Breaking Priors

Yaozhong Hu, Junxi Zhang, Yaozhong Hu, 2020, Bayesian Analysis.

Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation pdf

Yaozhong Hu, Nishant Agrawal, 2021, ArXiv.

Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation

Le Chen, David Nualart, Yaozhong Hu, 2016, Memoirs of the American Mathematical Society.

Nonlinear stochastic wave equation driven by rough noise

Yaozhong Hu, Shuhui Liu, Xiong Wang, 2021, Journal of Differential Equations.

Ergodic estimators of double exponential Ornstein-Uhlenbeck processes

Yaozhong Hu, Neha Sharma, Yaozhong Hu, 2021, J. Comput. Appl. Math..

Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion pdf

Chengming Huang, Yaozhong Hu, Xiong Wang, 2021, J. Comput. Appl. Math..

Intermittency properties for a large class of stochastic PDEs driven by fractional space-time noises

Yaozhong Hu, Xiong Wang, Yaozhong Hu, 2021, 2109.03473.

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise pdf

Siqing Gan, Yaozhong Hu, Meng Cai, 2021, ArXiv.

On mean-field super-Brownian motions

Michael A. Kouritzin, Yaozhong Hu, Jiayu Zheng, 2021 .

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

Yulian Yi, Jingjun Zhao, Yaozhong Hu, 2021, Commun. Nonlinear Sci. Numer. Simul..

Fractional Diffusion in Gaussian Noisy Environment

Yaozhong Hu, Guannan Hu, Yaozhong Hu, 2015, 1502.05514.

Insider trading equilibrium in a market with memory

Bernt Øksendal, Francesca Biagini, Thilo Meyer-Brandis, 2012 .

Singular mean-field control games with applications to optimal harvesting and investment problems

Yaozhong Hu, Bernt Oksendal, Agnes Sulem, 2014, 1406.1863.

Chaos Expansion of Heat Equations with White Noise Potentials

Yaozhong Hu, Yaozhong Hu, 2002 .

On optimal mean-field type control problems of stochastic systems with jump processes under partial information

David Nualart, Yaozhong Hu, Qing Zhou, 2014 .

Wick Approximation of Quasilinear Stochastic Differential Equations

Bernt Øksendal, Yaozhong Hu, B. Øksendal, 1996 .

Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

David Nualart, Yaozhong Hu, D. Nualart, 2014, 1408.6471.

Stochastic Differential Equation

Yaozhong Hu, 2016 .

Taylor schemes for rough differential equations and fractional diffusions

David Nualart, Yaozhong Hu, Yanghui Liu, 2015 .

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

Jian Song, Yaozhong Hu, Yuecai Han, 2012 .

Itô-Wiener Chaos Expansion with Exact Residual and Correlation, Variance Inequalities

Yaozhong Hu, Yaozhong Hu, 1997 .

On pricing barrier control in a regime-switching regulated market

Chihoon Lee, Yaozhong Hu, Yaozhong Hu, 2018, Quantitative Finance.

Donsker’s delta functions and approximation of heat kernels by the time discretization methods

Shinzo Watanabe, Yaozhong Hu, Yaozhong Hu, 1996 .

Optimal portfolio in a fractional Black & Scholes market

Bernt Øksendal, Agnès Sulem, Yaozhong Hu, 1999 .

Probability structure preserving and absolute continuity

Yaozhong Hu, Yaozhong Hu, 2002 .

Space-time fractional diffusions in Gaussian noisy environment

Le Chen, Jingyu Huang, Yaozhong Hu, 2015, 1508.00252.

Parameter estimation for fractional Ornstein–Uhlenbeck processes

David Nualart, Yaozhong Hu, D. Nualart, 2009, 0901.4925.

Stochastic heat equation with rough dependence in space

David Nualart, Samy Tindel, Jingyu Huang, 2015, The Annals of Probability.

Discrete-time approximations of stochastic delay equations: The Milstein scheme

Salah-Eldin A. Mohammed, Yaozhong Hu, Yaozhong Hu, 2004 .

Prediction and Translation of Fractional Brownian Motions

Yaozhong Hu, 2001 .

Convergence of densities of some functionals of Gaussian processes

David Nualart, Fei Lu, Yaozhong Hu, 2013, 1302.6962.