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Multiscale systems, homogenization, and rough paths.
Probability and Analysis in Interacting Physical Systems: In Honor of 75th birthday of S.R.S. Varadhan,
17-48,
2026.
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Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control.
to appear in SIAM Control and Optimization,
2026.
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李邯武.
Reflected backward stochastic differential equations with rough drivers.
随机过程及其应用,
195,
2026.
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Peter K. Friz , Khoa Lê and Huilin Zhang.
Controlled rough SDEs, pathwise stochastic control and dynamic programming principles.
arXiv:2412.05698,
2025.
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Peter K. Friz , Khoa Le and Huilin Zhang.
Randomisation of rough stochastic differential equations.
arXiv:2503.06622,
2025.