Yaozhong Hu - researchr alias

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Viewing Publication 1 - 23 from 23

2024

Wavelet-based Bayesian approximate kernel method for high-dimensional data analysisWenxing Guo, Xueying Zhang, Bei Jiang, Linglong Kong, Yaozhong Hu. cstat, 39(4):2323-2341, June 2024. [doi]

Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observationsYuecai Han, Yaozhong Hu, Dingwen Zhang. appml, 156:109143, 2024. [doi]

Finite termination of the optimal solution sequence in parametric optimizationRuyu Wang, Wenling Zhao, Yaozhong Hu. appml, 154:109104, 2024. [doi]

The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian MotionYueyang Zheng, Yaozhong Hu. siamco, 62(1):509-538, February 2024. [doi]

Numerical method for singular drift stochastic differential equation driven by fractional Brownian motionHao Zhou, Yaozhong Hu, Jingjun Zhao. jcam, 447:115902, 2024. [doi]

2023

Ergodic estimators of double exponential Ornstein-Uhlenbeck processesYaozhong Hu, Neha Sharma. jcam, 434:115329, December 2023. [doi]

BSDEs generated by fractional space-time noise and related SPDEsYaozhong Hu, Juan Li, Chao Mi. amc, 450:127979, August 2023. [doi]

Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motionMin Li, Yaozhong Hu, Chengming Huang, Xiong Wang. jcam, 420:114804, 2023. [doi]

2022

Mean-field backward stochastic differential equations and applicationsNacira Agram, Yaozhong Hu, Bernt Øksendal. scl, 162:105196, 2022. [doi]

Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observationsYaozhong Hu, Yuejuan Xi. jcam, 411:114264, 2022. [doi]

2021

Asymptotic separation for stochastic Volterra integral equations with doubly singular kernelsMin Li, Chengming Huang, Yaozhong Hu. appml, 113:106880, 2021. [doi]

Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noisesWenyi Pei, Yuejuan Xi, Yaozhong Hu, Litan Yan. scl, 150:104898, 2021. [doi]

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equationsYulian Yi, Yaozhong Hu, Jingjun Zhao. cnsns, 101:105895, 2021. [doi]

2013

Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local TimeYaozhong Hu, Chihoon Lee. jap, 50(2):592-597, 2013. [doi]

2012

Optimal tracking for bilinear stochastic system driven by fractional Brownian motionsYaozhong Hu, Chang-Li Yang. jossac, 25(2):238-248, 2012. [doi]

2009

Backward Stochastic Differential Equation Driven by Fractional Brownian MotionYaozhong Hu, Shige Peng. siamco, 48(3):1675-1700, 2009. [doi]

2008

Partial Information Linear Quadratic Control for Jump DiffusionsYaozhong Hu, Bernt Oksendal. siamco, 47(4):1744-1761, 2008. [doi]

2007

Regularity of renormalized self-intersection local time for fractional Brownian motionYaozhong Hu, David Nualart. cominfsys, 7(1):21-30, 2007. [doi]

2005

Stochastic Control for Linear Systems Driven by Fractional NoisesYaozhong Hu, Xun Yu Zhou. siamco, 43(6):2245-2277, 2005. [doi]

2002

Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1Yaozhong Hu. automatica, 38(9):1626-1627, 2002. [doi]

2000

Stochastic Calculus for Fractional Brownian Motion I. TheoryTyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan. siamco, 38(2):582-612, 2000. [doi]

Stochastic calculus for fractional Brownian motion. I. TheoryTyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan. cdc 2000: 212-216 [doi]

1998

Optimal time to invest when the price processes are geometric Brownian motionsYaozhong Hu, Bernt Øksendal. fs, 2(3):295-310, 1998. [doi]

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