Yaozhong Hu

35 papers Journal 34Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Long-term dynamics of a Gompertz-type population model driven by fractional Brownian motion.
Appl. Math. Lett.
Jialu Zhu, Yaozhong Hu, Zhipeng Qiu
2025 J jnl
An Approximate Algorithm for Sparse Distributionally Robust Optimization.
Inf.
Ruyu Wang, Yaozhong Hu, Cong Liu, Quanwei Gao
2025 J jnl
Explicit-implicit methods for stochastic susceptible-infected-recovered model.
Numer. Algorithms
Hao Zhou, Yaozhong Hu, Jingjun Zhao
2025 J jnl
Long Time Stability and Numerical Stability of Implicit Schemes for Stochastic Heat Equations.
SIAM J. Numer. Anal.
Xiaochen Yang, Yaozhong Hu
2025 J jnl
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients.
CoRR
Taiyuan Liu, Yaozhong Hu, Siqing Gan
2024 J jnl
Finite termination of the optimal solution sequence in parametric optimization.
Appl. Math. Lett.
Ruyu Wang, Wenling Zhao, Yaozhong Hu
2024 J jnl
Long time numerical stability of implicit schemes for stochastic heat equations.
CoRR
Xiaochen Yang, Yaozhong Hu
2024 J jnl
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations.
Appl. Math. Lett.
Yuecai Han, Yaozhong Hu, Dingwen Zhang
2024 J jnl
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion.
J. Comput. Appl. Math.
Hao Zhou, Yaozhong Hu, Jingjun Zhao
2024 J jnl
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion.
SIAM J. Control. Optim.
Yueyang Zheng, Yaozhong Hu
2024 J jnl
Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis.
Comput. Stat.
Wenxing Guo, Xueying Zhang, Bei Jiang, Linglong Kong, Yaozhong Hu
2023 J jnl
BSDEs generated by fractional space-time noise and related SPDEs.
Appl. Math. Comput.
Yaozhong Hu, Juan Li, Chao Mi
2023 J jnl
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes.
J. Comput. Appl. Math.
Yaozhong Hu, Neha Sharma
2023 J jnl
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion.
J. Comput. Appl. Math.
Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang
2022 J jnl
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients.
CoRR
Hao Zhou, Yaozhong Hu, Yanghui Liu
2022 J jnl
Mean-field backward stochastic differential equations and applications.
Syst. Control. Lett.
Nacira Agram, Yaozhong Hu, Bernt Øksendal
2022 J jnl
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations.
J. Comput. Appl. Math.
Yaozhong Hu, Yuejuan Xi
2021 J jnl
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises.
Syst. Control. Lett.
Wenyi Pei, Yuejuan Xi, Yaozhong Hu, Litan Yan
2021 J jnl
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels.
Appl. Math. Lett.
Min Li, Chengming Huang, Yaozhong Hu
2021 J jnl
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation.
CoRR
Nishant Agrawal, Yaozhong Hu
2021 J jnl
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion.
CoRR
Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang
2021 J jnl
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations.
Commun. Nonlinear Sci. Numer. Simul.
Yulian Yi, Yaozhong Hu, Jingjun Zhao
2021 J jnl
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise.
CoRR
Meng Cai, Siqing Gan, Yaozhong Hu
2020 J jnl
Numerical methods for stochastic Volterra integral equations with weakly singular kernels.
CoRR
Min Li, Chengming Huang, Yaozhong Hu
2020 J jnl
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations.
CoRR
Yulian Yi, Yaozhong Hu, Jingjun Zhao
2013 J jnl
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time.
J. Appl. Probab.
Yaozhong Hu, Chihoon Lee
2012 J jnl
Optimal tracking for bilinear stochastic system driven by fractional Brownian motions.
J. Syst. Sci. Complex.
Yaozhong Hu, Chang-Li Yang
2009 J jnl
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion.
SIAM J. Control. Optim.
Yaozhong Hu, Shige Peng
2008 J jnl
Partial Information Linear Quadratic Control for Jump Diffusions.
SIAM J. Control. Optim.
Yaozhong Hu, Bernt Øksendal
2007 J jnl
Regularity of renormalized self-intersection local time for fractional Brownian motion.
Commun. Inf. Syst.
Yaozhong Hu, David Nualart
2005 J jnl
Stochastic Control for Linear Systems Driven by Fractional Noises.
SIAM J. Control. Optim.
Yaozhong Hu, Xun Yu Zhou
2002 J jnl
Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1.
Autom.
Yaozhong Hu
2000 J jnl
Stochastic Calculus for Fractional Brownian Motion I. Theory.
SIAM J. Control. Optim.
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
2000 — conf
Stochastic calculus for fractional Brownian motion. I. Theory.
CDC
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
1998 J jnl
Optimal time to invest when the price processes are geometric Brownian motions.
Finance Stochastics
Yaozhong Hu, Bernt Øksendal