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Hanwu Li , Huilin Zhang and Kuan Zhang.
Reflected backward stochastic differential equations with rough drivers.
arXiv:2407.17898,
2025.
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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.
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Tang, Shanjian , Zhang, Huilin and .
Classical solution of path-dependent mean-field semilinear PDEs.
Electron. J. Probab.,
29,
2024.
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Chevyrev, Ilya , Friz, Peter , Korepanov, Alexey , Melbourne, Ian , Zhang, Huilin and .
Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2.
Ann. Inst. Henri Poincaré Probab. Stat.,
58,
1328,
2023.
