杨淑振
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Paper Publications
- [33] yangshuzhen and 刘浩东. Representation and converse comparison theorems for multidimensional BSDEs. statistics & probability letters, 127, 67, 2017.
- [34] yangshuzhen and gaoqiang. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597, 2017.
- [35] yangshuzhen. The maximum principle for stochastic differential systems with general cost functional. systems & control letters, 90, 1, 2016.
- [36] yangshuzhen. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems. Optimal control applications and methods, 36, 109, 2015.
- [37] yangshuzhen. A note on functional derivatives on continuous paths. statistics & probability letters, 106, 176, 2015.
- [38] yangshuzhen. Solutions for functional fully coupled forward- backward stochastic differential equations. statistics & probability letters, 99, 70, 2015.
- [39] humingshang , Shaolin Ji and yangshuzhen. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [40] pengying , liuhui , yangshuzhen and gongbin. Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems 10: 2 (2014) 763–771, 2014.
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