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山东大学 [20]

数学与系统科学研究院 [2]

北京大学 [1]

华南理工大学 [1]

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	Partially observed time-inconsistent stochastic linear-quadratic control with random jumps 期刊论文 OPTIMAL CONTROL APPLICATIONS & METHODS, 2018, 卷号: 39, 期号: 1, 页码: 230-247 作者: Wu, Zhen; Zhuang, Yi 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/11 forward backward stochastic differential equation linear quadratic optimal control partial information random jump time inconsistency
	A stochastic Fubini theorem: BSDE method 期刊论文 Journal of Inequalities and Applications, 2017, 卷号: 2017, 期号: 1 作者: Wang,Yanqing 收藏 \| 浏览/下载：14/0 \| 提交时间：2018/07/30 stochastic Fubini theorem backward stochastic differential equation random jumps 60H05 65C30
	SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS 期刊论文 JOURNAL OF COMPUTATIONAL MATHEMATICS, 2017, 卷号: 35, 期号: 2, 页码: 213-244 作者: Zhao, Weidong; Zhang, Wei; Zhang, Guannan 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/12 Decoupled FBSDEs with Levy jumps Backward Kolmogorov equation Non-linear Feynman-Kac formula Second-order convergence Error estimates
	Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672 作者: Fu, Yu; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：20/0 \| 提交时间：2018/07/30 Multistep scheme Jump-diffusion process Forward backward stochastic differential equation with jumps
	Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672 作者: Fu, Yu; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：3/0 \| 提交时间：2019/12/16 Multistep scheme Jump-diffusion process Forward backward stochastic differential equation with jumps
	Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 Journal of Systems Science & Complexity, 2016, 期号: 05, 页码: 1238-1268 作者: LI Juan; MIN Hui 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/16 Dynamic programming principle(DPP) Hamilton-Jacobi-Bellman(HJB) equation meanfield backward stochastic differential equation(mean-field BSDE) with jump Poisson random measure value function
	Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps 期刊论文 EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2016, 卷号: 6, 期号: 3, 页码: 253-277 作者: Fu, Yu; Yang, Jie; Zhao, Weidong 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/16 Prediction-correction scheme decoupled forward backward stochastic differential equation with jumps convergence analysis.
	Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文系统科学与复杂性学报（英文版）, 2016, 卷号: 29, 期号: 5, 页码: 1238-1268 作者: Li Juan; Min Hui 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/16 Dynamic programming principle (DPP) Hamilton-Jacobi-Bellman (HJB) equation mean-field backward stochastic differential equation (mean-field BSDE) with jump Poisson random measure value function
	Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs 期刊论文 COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2016, 卷号: 71, 期号: 11, 页码: 2479-2496 作者: Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max 收藏 \| 浏览/下载：6/0 \| 提交时间：2019/12/17 Backward stochastic differential equation with jumps Nonlocal diffusion equations Superdiffusion Compound Poisson process theta-scheme Adaptive approximation
	Optimal control for stochastic differential delay equations with Poisson jumps and applications 期刊论文 Random operators and stochastic equations, 2015, 卷号: 23, 期号: 1, 页码: 39-52 作者: Jingtao Shi 收藏 \| 浏览/下载：9/0 \| 提交时间：2019/12/17 Stochastic optimal control stochastic differential delay equation anticipated backward stochastic differential equation Poisson jumps maximum principle

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