vix.ing · top · new · best · stats · spec

Yufeng Shi

  1. Mean-Field Backward Stochastic Volterra Integral Equations
    2011/04/25 by Yufeng Shi, Tianxiao Wang, Shi, Yufeng +3 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Differential Equations and Numerical Methods #Numerical methods in inverse problems
  2. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
    2018/04/27 by Soukaina Douissi, Douissi, Soukaina, Jiaqiang Wen +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #60H20 #93E20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Nonlinear Differential Equations Analysis #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications