Yaozhong Hu
Orcid: 0000-0003-4977-6099
According to our database1,
Yaozhong Hu
authored at least 27 papers
between 1998 and 2024.
Collaborative distances:
Collaborative distances:
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Bibliography
2024
Comput. Stat., June, 2024
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion.
SIAM J. Control. Optim., February, 2024
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion.
J. Comput. Appl. Math., 2024
CoRR, 2024
Appl. Math. Lett., 2024
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations.
Appl. Math. Lett., 2024
2023
J. Comput. Appl. Math., December, 2023
Appl. Math. Comput., August, 2023
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion.
J. Comput. Appl. Math., 2023
2022
Syst. Control. Lett., 2022
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations.
J. Comput. Appl. Math., 2022
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients.
CoRR, 2022
2021
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises.
Syst. Control. Lett., 2021
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise.
CoRR, 2021
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation.
CoRR, 2021
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations.
Commun. Nonlinear Sci. Numer. Simul., 2021
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels.
Appl. Math. Lett., 2021
2020
Numerical methods for stochastic Volterra integral equations with weakly singular kernels.
CoRR, 2020
2013
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time.
J. Appl. Probab., 2013
2012
Optimal tracking for bilinear stochastic system driven by fractional Brownian motions.
J. Syst. Sci. Complex., 2012
2009
SIAM J. Control. Optim., 2009
2008
SIAM J. Control. Optim., 2008
2007
Regularity of renormalized self-intersection local time for fractional Brownian motion.
Commun. Inf. Syst., 2007
2005
SIAM J. Control. Optim., 2005
2002
Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1.
Autom., 2002
2000
SIAM J. Control. Optim., 2000
1998
Finance Stochastics, 1998