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ORCIDYaozhong Hu
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2020 – today
- 2024
[j22]Ruyu Wang, Wenling Zhao, Yaozhong Hu
:
Finite termination of the optimal solution sequence in parametric optimization. Appl. Math. Lett. 154: 109104 (2024)- [j21]Yuecai Han, Yaozhong Hu, Dingwen Zhang:
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. Appl. Math. Lett. 156: 109143 (2024) - [j20]Wenxing Guo, Xueying Zhang, Bei Jiang, Linglong Kong, Yaozhong Hu:
Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis. Comput. Stat. 39(4): 2323-2341 (2024) - [j19]Hao Zhou, Yaozhong Hu, Jingjun Zhao:
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. J. Comput. Appl. Math. 447: 115902 (2024) - [j18]Yueyang Zheng, Yaozhong Hu:
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 62(1): 509-538 (2024) - [i7]Xiaochen Yang, Yaozhong Hu:
Long time numerical stability of implicit schemes for stochastic heat equations. CoRR abs/2402.05229 (2024) - 2023
- [j17]Yaozhong Hu, Juan Li, Chao Mi:
BSDEs generated by fractional space-time noise and related SPDEs. Appl. Math. Comput. 450: 127979 (2023) - [j16]Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang:
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. J. Comput. Appl. Math. 420: 114804 (2023) - [j15]Yaozhong Hu, Neha Sharma:
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. J. Comput. Appl. Math. 434: 115329 (2023) - 2022
- [j14]Yaozhong Hu, Yuejuan Xi:
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. J. Comput. Appl. Math. 411: 114264 (2022) - [j13]Nacira Agram, Yaozhong Hu, Bernt Øksendal:
Mean-field backward stochastic differential equations and applications. Syst. Control. Lett. 162: 105196 (2022) - [i6]Hao Zhou, Yaozhong Hu, Yanghui Liu:
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients. CoRR abs/2205.13659 (2022) - 2021
- [j12]Min Li, Chengming Huang, Yaozhong Hu:
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels. Appl. Math. Lett. 113: 106880 (2021) - [j11]Yulian Yi, Yaozhong Hu, Jingjun Zhao:
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 101: 105895 (2021) - [j10]Wenyi Pei, Yuejuan Xi, Yaozhong Hu, Litan Yan:
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises. Syst. Control. Lett. 150: 104898 (2021) - [i5]Nishant Agrawal, Yaozhong Hu:
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation. CoRR abs/2108.11020 (2021) - [i4]Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang:
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. CoRR abs/2109.09009 (2021) - [i3]Meng Cai, Siqing Gan, Yaozhong Hu:
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. CoRR abs/2111.08198 (2021) - 2020
- [i2]Min Li, Chengming Huang, Yaozhong Hu:
Numerical methods for stochastic Volterra integral equations with weakly singular kernels. CoRR abs/2004.04916 (2020) - [i1]Yulian Yi, Yaozhong Hu, Jingjun Zhao:
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. CoRR abs/2010.16321 (2020)
2010 – 2019
- 2013
- [j9]Yaozhong Hu, Chihoon Lee:
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. J. Appl. Probab. 50(2): 592-597 (2013) - 2012
- [j8]Yaozhong Hu, Chang-Li Yang:
Optimal tracking for bilinear stochastic system driven by fractional Brownian motions. J. Syst. Sci. Complex. 25(2): 238-248 (2012)
2000 – 2009
- 2009
- [j7]Yaozhong Hu, Shige Peng:
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 48(3): 1675-1700 (2009) - 2008
- [j6]Yaozhong Hu, Bernt Øksendal:
Partial Information Linear Quadratic Control for Jump Diffusions. SIAM J. Control. Optim. 47(4): 1744-1761 (2008) - 2007
- [j5]Yaozhong Hu, David Nualart:
Regularity of renormalized self-intersection local time for fractional Brownian motion. Commun. Inf. Syst. 7(1): 21-30 (2007) - 2005
- [j4]Yaozhong Hu, Xun Yu Zhou:
Stochastic Control for Linear Systems Driven by Fractional Noises. SIAM J. Control. Optim. 43(6): 2245-2277 (2005) - 2002
- [j3]Yaozhong Hu:
Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1. Autom. 38(9): 1626-1627 (2002) - 2000
- [j2]Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic Calculus for Fractional Brownian Motion I. Theory. SIAM J. Control. Optim. 38(2): 582-612 (2000) - [c1]Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic calculus for fractional Brownian motion. I. Theory. CDC 2000: 212-216
1990 – 1999
- 1998
- [j1]Yaozhong Hu, Bernt Øksendal:
Optimal time to invest when the price processes are geometric Brownian motions. Finance Stochastics 2(3): 295-310 (1998)
Coauthor Index
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