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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.
-
Ulrich Horst and Huilin Zhang.
Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control.
to appear in SIAM Control and Optimization,
2026.
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Peter K. Friz , Khoa Le and Huilin Zhang.
Randomisation of rough stochastic differential equations.
arXiv:2503.06622,
2025.
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李邯武 and Huilin Zhang.
Reflected backward stochastic differential equations with rough drivers.
Stochastic Processes and their Applications,
195,
2026.
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Tang, Shanjian and Zhang, Huilin.
Classical solution of path-dependent mean-field semilinear PDEs.
Electron. J. Probab.,
29,
2024.