于志勇
-
教授
博士生导师
硕士生导师
- 性别:男
- 毕业院校:山东大学
- 学历:博士研究生毕业
- 学位:理学博士学位
- 在职信息:在职
- 所在单位:数学学院
- 入职时间: 2002-07-16
- 学科:概率论与数理统计
金融数学与金融工程
统计学学科
访问量:
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[41]
Guangchen Wang and Zhiyong Yu.
A Pontryagin's maximum principle for non-zero sum differential games of BSDEs with applications.
IEEE Transactions on Automatic Control,
55,
1742-1747,
2010.
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[42]
Jean-Pierre Lepeltier , Zhen Wu and Zhiyong Yu.
Nash Equilibrium Point for One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs.
C. R. Acad. Sci. Paris, Ser. I,
347,
959-964,
2009.
-
[43]
Zhen Wu and Zhiyong Yu.
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamil.
SIAM Journal on Control and Optimization,
47,
2616-2641,
2008.
-
[44]
Zhen Wu and Zhiyong Yu.
Linear quadratic nonzero-sum differential games with random jumps.
Applied Mathematics and Mechanics,
26,
1034-1039,
2005.
-
[45]
Zhen Wu and Zhiyong Yu.
Fully coupled forward-backward stochastic differential equations and related partial differential eq.
Chinese Journal of Contemporary Mathematics,
25,
269-282,
2004.