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杨淑振

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教授

性别：男

在职信息：在职

所在单位：中泰证券金融研究院

入职时间：2014-07-18

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[41] 杨淑振 , 嵇少林 and 胡明尚. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
[42] 刘辉 , 杨淑振 , 龚斌 and 彭滢. 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] 刘辉 , 杨淑振 , 龚斌 and 彭滢. 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] 杨淑振 , 嵇少林 and 胡明尚. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
[45] 杨淑振 and 刘浩东. Representation and converse comparison theorems for multidimensional BSDEs. statistics & probability letters, 127, 67, 2017.
[46] 杨淑振 and Ferrari, Giorgio. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY, 50, 671, 2018.
[47] 杨淑振 and 高强. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597, 2017.
[48] 杨淑振. The maximum principle for stochastic differential systems with general cost functional. systems & control letters, 90, 1, 2016.
[49] 杨淑振. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differe. Optimal control applications and methods, 36, 109, 2015.
[50] 杨淑振. A note on functional derivatives on continuous paths. statistics & probability letters, 106, 176, 2015.
[51] 杨淑振. Solutions for functional fully coupled forward- backward stochastic differential equations. statistics & probability letters, 99, 70, 2015.
[52] 杨淑振. Near-maximum principle for general recursive utility optimal control problem. International Journal of Control, 91, 2187, 2018.
[53] 杨淑振. The deterministic maximum principle for differential systems with a general cost functional. Optimal Control Applications & Methods, 38, 498, 2017.
[54] 杨淑振. The necessary and sufficient conditions for stochastic differential systems with multi-time state co. systems & control letters, 114, 11, 2018.

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