Xihao He
- A mean-field version of Bank-El Karoui's representation of stochastic processes
2023/02/07 by Xihao He, Xiaolu Tan, He, Xihao +3 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #60G07 #60G40 #93E15 #93E20 #Advanced Queuing Theory Analysis #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- An exit contract optimization problem
2021/08/20 by Xihao He, He, Xihao, Xiaolu Tan +3 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · Business, Management and Accounting · #Stochastic processes and financial applications #Auction Theory and Applications #Advanced Queuing Theory Analysis
- Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
2025/04/25 by Erhan Bayraktar, Ibrahim Ekren, Bayraktar, Erhan +5 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #58E30 #90C05 #Analysis of PDEs (math.AP) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Quantitative Particle Approximation for Controlled Nonlinear Filtering
2026/08/01 by Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
Mathematics · #math.OC