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20092023
most citedOn a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process

9 citations · 20 across the 22 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

q-fin.PM2020★ 1 cited

Optimal Tracking Portfolio with A Ratcheting Capital Benchmark

Lijun Bo, Huafu Liao, Xiang Yu

This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject…

math.AP2020

Probabilistic Analysis of Replicator-Mutator Equations

Lijun Bo, Huafu Liao

This paper introduces a general class of Replicator-Mutator equations on a multi-dimensional fitness space. We establish a novel probabilistic representation of weak solutions of t…