杨淑振
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Paper Publications
- [41] yangshuzhen , Shaolin Ji and humingshang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [42] liuhui , yangshuzhen , gongbin and pengying. Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems 10: 2 (2014) 763–771, 2014.
- [43] liuhui , yangshuzhen , gongbin and pengying. Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems 10: 2 (2014) 763–771, 2014.
- [44] yangshuzhen , Shaolin Ji and humingshang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [45] yangshuzhen and 刘浩东. Representation and converse comparison theorems for multidimensional BSDEs. statistics & probability letters, 127, 67, 2017.
- [46] yangshuzhen and Ferrari, Giorgio. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY, 50, 671, 2018.
- [47] yangshuzhen and gaoqiang. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597, 2017.
- [48] yangshuzhen. The maximum principle for stochastic differential systems with general cost functional. systems & control letters, 90, 1, 2016.
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