Takip et
Yufeng Shi
Yufeng Shi
professor of Mathematics, Institute for Financial Studies, Shandong University
sdu.edu.cn üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Comparison theorems of backward doubly stochastic differential equations and applications
Y Shi, Y Gu, K Liu
Stochastic analysis and Applications 23 (1), 97-110, 2005
1182005
Infinite horizon forward–backward stochastic differential equations
S Peng, Y Shi
Stochastic processes and their applications 85 (1), 75-92, 2000
1102000
Finance big data: Management, analysis, and applications
Y Sun, Y Shi, Z Zhang
International Journal of Electronic Commerce 23 (1), 9-11, 2019
782019
A type of time-symmetric forward–backward stochastic differential equations
S Peng, Y Shi
Comptes Rendus Mathematique 336 (9), 773-778, 2003
742003
Mean-field backward stochastic Volterra integral equations
Y Shi, T Wang, J Yong
arXiv preprint arXiv:1104.4725, 2011
492011
Optimal control problems of forward-backward stochastic Volterra integral equations
Y Shi, T Wang, J Yong
arXiv preprint arXiv:1404.7577, 2014
362014
Maximum principle for forward-backward doubly stochastic control systems and applications
L Zhang, Y Shi
ESAIM: Control, Optimisation and Calculus of Variations 17 (4), 1174-1197, 2011
352011
Solvability of general backward stochastic Volterra integral equations
Y Shi, T Wang
Journal of the Korean Mathematical Society 49 (6), 1301-1321, 2012
322012
A machine learning method for identifying critical interactions between gene pairs in Alzheimer's disease prediction
H Chen, Y He, J Ji, Y Shi
Frontiers in neurology 10, 1162, 2019
312019
Backward doubly stochastic Volterra integral equations and their applications
Y Shi, J Wen, J Xiong
Journal of differential equations 269 (9), 6492-6528, 2020
302020
Economic recovery forecasts under impacts of COVID-19
B Teng, S Wang, Y Shi, Y Sun, W Wang, W Hu, C Shi
Economic modelling 110, 105821, 2022
292022
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
S Douissi, J Wen, Y Shi
Applied Mathematics and Computation 355, 282-298, 2019
212019
Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
QF Zhu, YF Shi
Science China Mathematics 55, 2517-2534, 2012
212012
Symmetrical solutions of backward stochastic Volterra integral equations and their applications
T Wang, Y Shi
arXiv preprint arXiv:0910.5580, 2009
202009
Solutions to general forward-backward doubly stochastic differential equations
Q Zhu, Y Shi, X Gong
Applied mathematics and mechanics 30 (4), 517-526, 2009
192009
Histone hypoacetylation is involved in 1,10-phenanthroline–Cu2+-induced human hepatoma cell apoptosis
J Kang, J Chen, Y Shi, J Jia, Z Wang
JBIC Journal of Biological Inorganic Chemistry 10, 190-198, 2005
192005
Anticipative backward stochastic differential equations driven by fractional Brownian motion
J Wen, Y Shi
Statistics & Probability Letters 122, 118-127, 2017
182017
Partially observed optimal controls of forward-backward doubly stochastic systems
Y Shi, Q Zhu
ESAIM: Control, Optimisation and Calculus of Variations 19 (3), 828-843, 2013
182013
Optimal control of backward doubly stochastic systems with partial information
Q Zhu, Y Shi
IEEE Transactions on Automatic Control 60 (1), 173-178, 2014
162014
Razumikhin-type theorems of infinite dimensional stochastic functional differential equations
K Liu, Y Shi
IFIP Conference on System Modeling and Optimization, 237-247, 2005
162005
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Makaleler 1–20