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Yufeng Shi

Identifiers

  • name variant Yufeng Shi 0.60 · backfill

Papers (31)

  1. Backward doubly stochastic Volterra integral equations and applications to optimal control problems math.PR · 2019 · author #1
  2. Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs math.PR · 2018 · author #2
  3. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem math.PR · 2018 · author #3
  4. Maximum principle for a stochastic delayed system involving terminal state constraints math.PR · 2017 · author #2
  5. Mean-field backward stochastic differential equations driven by fractional Brownian motion math.PR · 2016 · author #2
  6. Functional It\^o formula for fractional Brownian motion math.PR · 2016 · author #2
  7. Anticipative backward stochastic differential equations driven by fractional Brownian motion math.PR · 2016 · author #2
  8. Multidimensional BSDEs with uniformly continuous coefficients: the general result math.PR · 2015 · author #2
  9. Anticipating backward stochastic Volterra integral equations math.PR · 2015 · author #2
  10. A Maximum-Principle-Satisfying High-order Finite Volume Compact WENO Scheme for Scalar Conservation Laws math.NA · 2014 · author #3
  11. Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations math.OC · 2014 · author #1
  12. A Positivity-preserving High Order Finite Volume Compact-WENO Scheme for Compressible Euler Equations math.NA · 2014 · author #3
  13. Sublinear expectation linear regression math.ST · 2013 · author #2
  14. Mean-Field Backward Doubly Stochastic Differential Equations and Applications math.PR · 2011 · author #3
  15. Mean-Field Backward Stochastic Volterra Integral Equations math.PR · 2011 · author #1
  16. General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs math.OC · 2010 · author #2
  17. A Kneser-type theorem for backward doubly stochastic differential equations math.PR · 2010 · author #1
  18. Zero-sum linear quadratic stochastic integral games and BSVIEs math.PR · 2010 · author #2
  19. A central limit theorem under sublinear expectations math.PR · 2010 · author #2
  20. Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations math.PR · 2010 · author #2
  21. Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon math.PR · 2010 · author #2
  22. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications math.OC · 2010 · author #2
  23. A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients math.PR · 2010 · author #2
  24. Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations math.PR · 2010 · author #2
  25. The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs math.PR · 2010 · author #2
  26. Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations math.PR · 2010 · author #2
  27. A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance math.PR · 2010 · author #2
  28. Solvability of general backward stochastic Volterra integral equation with non-Lipschitz coefficients math.PR · 2010 · author #2
  29. Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications math.PR · 2009 · author #2
  30. Reflected Solutions of Backward Doubly Stochastic Differential Equations math.PR · 2008 · author #2
  31. Numerical Computations for Backward Doubly SDEs and SPDEs math.PR · 2008 · author #1

Mentions

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Frequent Coauthors