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Viser treff 1-31 av 31

2018
1 Hu, Yaozhong; Øksendal, Bernt.
Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications 2018 ;Volum 129.(2) s. 626-633
UiO Untitled
 
2017
2 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnes Biacobroda.
Singular mean-field control games. Stochastic Analysis and Applications 2017 ;Volum 35.(5) s. 823-851
UiO Untitled
 
2012
3 Meyer-Brandis, Thilo; Hu, Yaozhong; Øksendal, Bernt; Biagini, Francesca.
Insider trading equilibrium in a market with memory. Mathematics and Financial Economics 2012 ;Volum 6. s. 229-247
NHH UiO Untitled
 
2011
4 Biagini, Francesca; Meyer-Brandis, Thilo; Hu, Yaozhong; Øksendal, Bernt.
Insider trading equilibrium in a market with memory. : Universitetet i Oslo 2011 19 s. Preprint series (Universitetet i Oslo. Matematisk institutt)(2011/7)
UiO Untitled
 
2008
5 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
Stochastic Calculus for Fractional Brownian Motion and Applications. Springer 2008 (ISBN 9781852339968) 332 s.
UiO Untitled
 
6 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
Stochastic Calculus for Fractional Brownian Motion and Applications. Springer 2008 (ISBN 978-1-85233-996-8) 329 s. Probability and its Applications(XII)
NHH UiO Untitled
 
7 Hu, Yaozhong; Øksendal, Bernt.
Optimal stopping with advanced information flow: Selected examples. Banach Center Publications 2008 ;Volum 83. s. 107-116
NHH UiO Untitled
 
8 Hu, Yaozhong; Øksendal, Bernt.
Optimal stopping with advanced information flow: Selected examples. Banach Center Publications 2008 ;Volum 83. s. 107-116
UiO Untitled
 
9 Hu, Yaozhong; Øksendal, Bernt.
Partial information linear quadratic control for jump diffusions. SIAM Journal of Control and Optimization 2008 ;Volum 47. s. 1744-1761
NHH UiO Untitled
 
10 Øksendal, Bernt; Hu, Yaozhong.
Partial information linear quadratic control for jump diffusions. SIAM Journal of Control and Optimization 2008 ;Volum 47.(4) s. 1744-1761
UiO Untitled
 
2007
11 Hu, Yaozhong; Øksendal, Bernt.
Optimal smooth portfolio selection for an insider. Journal of Applied Probability 2007 ;Volum 44. s. 742-752
NHH UiO Untitled
 
12 Hu, Yaozhong; Øksendal, Bernt.
Optimal smooth portfolio selection for an insider. Journal of Applied Probability 2007 ;Volum 44.(3) s. 742-752
Untitled
 
13 Hu, Yaozhong; Øksendal, Bernt.
Optimal Stopping with Advanced Information Flow: Selected Examples. Oslo: Universitetet i Oslo 2007 13 s. (8)
NHH Untitled
 
2006
14 Hu, Yaozhong; Øksendal, Bernt.
Partial Information Linear Quadratic Control for Jump Diffusions. Oslo: Universitetet i Oslo 2006 20 s. (12)
NHH Untitled
 
15 Øksendal, Bernt; Hu, Yaozhong.
Optimal stopping for an insider. Konferanse; 2006-11-27
UiO Untitled
 
16 Øksendal, Bernt; Hu, Yaozhong.
Optimal stopping for an insider. SAMSA (Southern African Mathematical Sciences Association) Conference; 2006-11-27 - 2006-12-01
NHH Untitled
 
2005
17 Hu, Yaozhong; Øksendal, Bernt; Salopek, Donna Mary.
Weighted Local Time for Fractional Brownian Motion and Applications to Finance. Stochastic Analysis and Applications 2005 ;Volum 23.(1) s. 15-30
Untitled
 
2004
18 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
General fractional multiparameter white noise theory and stochastic partial differential equations. Communications in Partial Differential Equations 2004 ;Volum 29. s. 1-23
NHH Untitled
 
2003
19 Hu, Yaozhong; Øksendal, Bernt.
Fractional white noise calculus and applications to finance. ? 2003 ;Volum 6.(1) s. 1-32
NHH Untitled
 
20 Hu, Yaozhong; Øksendal, Bernt.
Optimal Smooth Portfolio Selection for An Insider. Oslo: Universitetet i Oslo. Matematisk institutt 2003 (ISBN 8255313745) 21 s. (12)
NHH Untitled
 
21 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès.
Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion. Infinite Dimensional Analysis Quantum Probability and Related Topics 2003 ;Volum 6.(4) s. 519-536
NHH Untitled
 
2002
22 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
General fractional multiparameter white noise theory and stochastic partial differential equations. Oslo: Universitetet i Oslo. Matematisk institutt 2002 (ISBN 8255313311) 21 s. (2)
NHH Untitled
 
2001
23 Hu, Yaozhong; Øksendal, Bernt; Salopek, Donna Mary.
Weighted Local Time for Fractional Brownian Motion and Applications to Finance. Oslo: Universitetet i Oslo. Matematisk institutt 2001 (ISBN 8255312919) 15 s. (13)
NHH Untitled
 
24 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
Stochastic fractional potential theory. Oslo: Universitetet i Oslo. Matematisk institutt 2001 (ISBN 8255313168) 12 s. (25)
NHH Untitled
 
2000
25 Hu, Yaozhong; Øksendal, Bernt.
Chaos expansion of local time of fractional Brownian motions. Oslo: Universitetet i Oslo. Matematisk institutt 2000 20 s. (20)
NHH Untitled
 
26 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnes.
A stochastic maximum principle for processes driven by fractional Brownian motion. Oslo: Universitetet i Oslo. Matematisk institutt 2000 21 s. (24)
NHH Untitled
 
27 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnes.
Optimal consumption and portfolio in a Black-Scholes market driven by fractional Brownian motion. Oslo: Universitetet i Oslo. Matematisk institutt 2000 23 s. (23)
NHH Untitled
 
1999
28 Hu, Yaozhong; Øksendal, Bernt.
Fractional white noise calculus and applications to finance. Oslo: Universitetet i Oslo. Matematisk institutt 1999 31 s. (10)
NHH Untitled
 
29 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès.
Optimal portfolio in a fractional Black & Scholes market. Oslo: Universitetet i Oslo. Matematisk institutt 1999 10 s. (13)
NHH Untitled
 
30 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng.
Stochastic partial differential equations driven by multiparameter fractional white noise. Oslo: Universitetet i Oslo. Matematisk institutt 1999 12 s. (17)
NHH UIA Untitled
 
31 Zhang, Tusheng; Øksendal, Bernt; Hu, Yaozhong.
Stochastic partial differential equations driven by multiparameter fractional white noise. Oslo: Universitetet i Oslo, Matematisk institutt 1999 12 s. (17)
NHH UIA Untitled