pith. sign in

Shuzhen Yang

Identifiers

  • name variant Shuzhen Yang 0.60 · backfill

Papers (21)

  1. Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market q-fin.MF · 2026 · author #2
  2. Robust linear regression under latent group heterogeneity math.ST · 2026 · author #2
  3. Stochastic maximum principle for optimal control problem with a stopping time cost functional math.OC · 2018 · author #1
  4. A protonated brownmillerite electrolyte for superior low-temperature proton conductivity cond-mat.mtrl-sci · 2018 · author #11
  5. The connection between discrete and continuous state constraints optimal control systems: the deterministic case math.OC · 2017 · author #1
  6. High quality atomically thin PtSe2 films grown by molecular beam epitaxy cond-mat.mtrl-sci · 2017 · author #8
  7. The Pontryagin's maximum principle for stochastic differential systems under state constraints math.OC · 2016 · author #1
  8. The necessary and sufficient conditions for stochastic differential systems with multi-time states cost functional math.OC · 2016 · author #1
  9. Multidimensional viscosity solutions theory of semi-linear partial differential equations math.DS · 2016 · author #1
  10. On an Optimal Extraction Problem with Regime Switching math.OC · 2016 · author #2
  11. Monolayer charge-neutral graphene on platinum with extremely weak electron-phonon coupling cond-mat.mtrl-sci · 2015 · author #4
  12. Solutions for Functional Fully Coupled Forward-Backward Stochastic Differential Equations math.PR · 2013 · author #2
  13. A stochastic recursive optimal control problem under the G-expectation framework math.OC · 2013 · author #3
  14. Sublinear expectation linear regression math.ST · 2013 · author #4
  15. The Numerical Properties of G-heat equation and Related Application math.NA · 2013 · author #2
  16. A New Distribution-Random Limit Normal Distribution math.ST · 2013 · author #2
  17. The Dupire derivatives and Fr\'echet derivatives on continuous pathes math.PR · 2013 · author #2
  18. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems math.OC · 2012 · author #2
  19. An optimal control problem for functional forward-backward stochastic systems and related Path-dependent HJB equations math.PR · 2012 · author #2
  20. Classical Solutions of Path-dependent PDEs and Functional Forward-Backward Stochastic Systems math.PR · 2012 · author #2
  21. Non-Markovian Fully Coupled Forward-Backward Stochastic Systems and Classical Solutions of Path-dependent PDEs math.PR · 2012 · author #2

Mentions

  • 1207.1194 #2 · backfill · confidence 0.70 Shuzhen Yang
  • 1204.6543 #2 · backfill · confidence 0.70 Shuzhen Yang
  • 1204.3702 #2 · backfill · confidence 0.70 Shuzhen Yang
  • 1204.3351 #2 · backfill · confidence 0.70 Shuzhen Yang

Frequent Coauthors