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Weiyin Fei

Identifiers

  • name variant Weiyin Fei 0.60 · backfill

Papers (8)

  1. Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method math.NA · 2026 · author #2
  2. Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty math.ST · 2019 · author #2
  3. Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation math.NA · 2018 · author #3
  4. The truncated EM method for stochastic differential equations with Poisson jumps math.NA · 2018 · author #2
  5. On existence and uniqueness of solutions to uncertain backward stochastic differential equations math.PR · 2014 · author #1
  6. Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions math.OC · 2014 · author #1
  7. On exponential stability for stochastic differential equations disturbed by G-Brownian motion math.PR · 2013 · author #1
  8. Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion math.OC · 2013 · author #1

Mentions

  • 1809.00091 #3 · arxiv_oai · confidence 0.70 Weiyin Fei
  • 1805.11230 #2 · arxiv_oai · confidence 0.70 Weiyin Fei
  • 1401.7403 #1 · backfill · confidence 0.70 Weiyin Fei
  • 1401.2531 #1 · backfill · confidence 0.70 Weiyin Fei
  • 1311.7311 #1 · backfill · confidence 0.70 Weiyin Fei
  • 1309.0209 #1 · backfill · confidence 0.70 Weiyin Fei

Frequent Coauthors