16 treff

Regularity and strict positivity of densities for the nonlinear stochastic heat equations
Le Chen, Yaozhong Hu, David Nualart
Bok Engelsk 2021
Analysis on Gaussian spaces
Yaozhong Hu
Bok Engelsk 2017
Optimal stopping with advanced information flow : selected examples
by Yaozhong Hu and Bernt Øksendal
Bok Engelsk 2009
Partial information linear quadratic control for jump diffusions
Øksendal, Bernt K.
Bok Engelsk 2009
Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal
Hu, Yaozhong
Bok Engelsk 2008
Integral transformations and anticipative calculus for fractional Brownian motions
Yaozhong Hu
Bok Engelsk 2005
Chaos expansion of local time of fractional Brownian motions
Hu, Yaozhong
Bok Engelsk 2000 · Les boka på nett
Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion
Hu, Yaozhong
Bok Engelsk 2000 · Les boka på nett
A stochastic maximum principle for processes driven by fractional Brownian motion
Hu, Yaozhong
Bok Engelsk 2000 · Les boka på nett
Fractional white noise calculus and applications to finance
by Yaozhong Hu and B. Øksendal
Bok Engelsk 1999 · Les boka på nett
Optimal portfolio in a fractional Black & Scholes market
Hu, Yaozhong
Bok Engelsk 1999
Stochastic partial differential equations driven by multiparameter fractional white noise
Øksendal, Bernt K.
Bok Engelsk 1999 · Les boka på nett
Optimal time to invest when the price processes are geometric Brownian motions
by Yaozhong Hu and Bernt Øksendal
Bok Engelsk 1996 · Les boka på nett
Wick approximation of quasilinear stochastic differentialequations
Hu, Yaozhong
Bok Engelsk 1995
Inverse powers of white noice
by Y. Hu ... [et al.]
Bok Engelsk 1993 · Les boka på nett
Une inégalité d'interpolation sur l'espace de Wiener
by Laurent Decreusefond, Yaozhong Hu et A...
Bok Fransk 1993 · Les boka på nett