23 citations · 127 across the 56 of their papers we have counts for
4 papers · 1 filter
Recursive utility optimization with concave coefficients
Shaolin Ji, Xiaomin Shi
This paper concerns the recursive utility maximization problem. We assume that the coefficients of the wealth equation and the recursive utility are concave. Then some interesting…
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
Shaolin Ji, Xiaomin Shi
This paper concerns the continuous time mean-variance portfolio selection problem with a special nonlinear wealth equation. This nonlinear wealth equation has a nonsmooth coefficie…
Recursive utility maximization under partial information
Shaolin Ji, Xiaomin Shi
This paper concerns the recursive utility maximization problem under partial information. We first transform our problem under partial information into the one under full informati…
Evolution of a quantum harmonic oscillator coupled to a minimal thermal environment
A. Vidiella-Barranco
In this paper it is studied the influence of a minimal thermal environment on the dynamics of a quantum harmonic oscillator (labelled A), prepared in a coherent state. The environm…