1.粗轨道理论,随机控制,金融数学,平均场理论,次线性期望
(1) Hanwu Li,Huilin Zhang,Kuan Zhang.Reflected backward stochastic differential equations with rough drivers.arXiv:2407.17898
(2) Peter K. Friz,Khoa Lê,Huilin Zhang.Controlled rough SDEs, pathwise stochastic control and dynamic programming principles.arXiv:2412.05698
(3) Peter K. Friz,Khoa Le,Huilin Zhang.Randomisation of rough stochastic differential equations.arXiv:2503.06622
(4) Tang, Shanjian,Zhang, Huilin,.Classical solution of path-dependent mean-field semilinear PDEs.Electron. J. Probab..2024,29
(5) Chevyrev, Ilya,Friz, Peter,Korepanov, Alexey,Melbourne, Ian,Zhang, Huilin,.Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2.Ann. Inst. Henri Poincaré Probab. Stat..2022,58 (3):1328
(6) Peng, Shige,Zhang, Huilin,.Wong-Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion.J. Theoret. Probab..2022
(7) Kuksin, Sergei,Zhang, Huilin,.Exponential mixing for dissipative PDEs with bounded non-degenerate noise.Stochastic Process. Appl..2020,130 (8):4721-4745
(8) Friz, Peter K.,Zhang, Huilin,.Differential equations driven by rough paths with jumps.J. Differential Equations.2018,264 (10):6226-6301
(9) Peng, Shige,Zhang, Huilin,.Stochastic calculus with respect to G-Brownian motion viewed through rough paths.Sci. China Math..2017,60 (1):1-20
1. (包干项目)随机粗轨道理论及其在随机控制中的 应用, 2024/01/01-2026/12/31
2. 带跳的 rough path 理论及其应用, 国家自然科学基金, 2020/01/01-2022/12/31
1.梁洪熙