38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
7 papers · 1 filter
Efficient spectral sparse grid approximations for solving multi-dimensional forward backward SDEs
Yu Fu, Weidong Zhao, Tao Zhou
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our…
Time-Inconsistent Stochastic Linear-quadratic Differential Game
Qinglong Zhou, Gaofeng Zong
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as w…
Mean-field backward stochastic differential equations driven by fractional Brownian motion
Jiaqiang Wen, Yufeng Shi
In this paper, we focus on the mean-field backward stochastic differential equations (BSDEs) driven by a fractional Brownian motion with Hurst parameter H greater then 1/2. First,…
Boundedness and closedness of linear relations
Yuming Shi, Guixin Xu, Guojing Ren
This paper studies boundedness and closedness of linear relations, which include both single-valued and multi-valued linear operators. A new (single-valued) linear operator induced…
Anticipative backward stochastic differential equations driven by fractional Brownian motion
Jiaqiang Wen, Yufeng Shi
We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2. The stochastic…
Stein Type Characterization for -normal Distributions
Mingshang Hu, Shige Peng, Yongsheng Song
In this article, we provide a Stein type characterization for -normal distributions: Let be a sublinear expectati…
Comprehensive Feature-based Robust Video Fingerprinting Using Tensor Model
Xiushan Nie, Yilong Yin, Jiande Sun
Content-based near-duplicate video detection (NDVD) is essential for effective search and retrieval, and robust video fingerprinting is a good solution for NDVD. Most existing vide…