output
20092026
most citedThe short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis

20 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2015Show all

3 papers · 1 filter

cs.SE2015

Correlating Features and Code by Dynamic and Semantic Analysis

Ren Wu

One major problem in maintaining a software system is to understand how many functional features in the system and how these features are implemented. In this paper a novel approac…

math.OC2015

Dynamic Programming Principle and Associated Hamilton-Jacobi-Bellman Equation for Stochastic Recursive Control Problem with Non-Lipschitz Aggregator

Jiangyan Pu, Qi Zhang

In this work we study the stochastic recursive control problem, in which the aggregator (or called generator) of the backward stochastic differential equation describing the runnin…

math.PR2015★ 3 cited

Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions

Rainer Buckdahn, Christian Keller, Jin Ma +1

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treate…