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Z. Xu

10 papers hereh-index 453 citations18 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author9

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • q-fin.PM3
  • q-fin.MF2
  • math.PR1
same name
  • Z. Xu — 187 papers
  • Z. Xu — 91 papers, h 93
  • Z. Xu — 60 papers
  • Z. Xu — 56 papers
  • Z. Xu — 54 papers
  • Z. Xu — 30 papers, h 14

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20232026
most citedMean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach

1 citations · 2 across the 9 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2023

Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control

Ying Hu, Xiaomin Shi, Zuo Quan Xu

In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and comp…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.