1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.DS2023★ 1 cited
Similarity Between Two Stochastic Differential Systems
Xiaoying Wang, Yuecai Han, Yong Li
The main focus of this paper is to explore how much similarity between two stochastic differential systems. Motivated by the conjugate theory of stochastic dynamic systems, we stud…
math.DS2023★ 1 cited
Similarity Between Two Dynamical Systems
Xiaoying Wang, Yong Li, Yuecai Han
The main focus of this paper is to explore how much similarity between two dynamical systems. Analogous to the classical Hartman-Grobman theorem, the relationship between two syste…
math.OC2012
Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
Yuecai Han, Yaozhong Hu, Jian Song
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter …