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Yufeng Shi
Yufeng Shi
professor of Mathematics, Institute for Financial Studies, Shandong University
Verified email at sdu.edu.cn
Title
Cited by
Cited by
Year
Comparison theorems of backward doubly stochastic differential equations and applications
Y Shi, Y Gu, K Liu
Stochastic analysis and Applications 23 (1), 97-110, 2005
1162005
Infinite horizon forward–backward stochastic differential equations
S Peng, Y Shi
Stochastic processes and their applications 85 (1), 75-92, 2000
1102000
Finance big data: management, analysis, and applications
Y Sun, Y Shi, Z Zhang
International Journal of Electronic Commerce 23 (1), 9-11, 2019
812019
A type of time-symmetric forward–backward stochastic differential equations
S Peng, Y Shi
Comptes Rendus Mathematique 336 (9), 773-778, 2003
742003
Mean-field backward stochastic Volterra integral equations
Y Shi, T Wang, J Yong
arXiv preprint arXiv:1104.4725, 2011
502011
Optimal control problems of forward-backward stochastic Volterra integral equations
Y Shi, T Wang, J Yong
arXiv preprint arXiv:1404.7577, 2014
372014
Maximum principle for forward-backward doubly stochastic control systems and applications
L Zhang, Y Shi
ESAIM: Control, Optimisation and Calculus of Variations 17 (4), 1174-1197, 2011
352011
A machine learning method for identifying critical interactions between gene pairs in Alzheimer's disease prediction
H Chen, Y He, J Ji, Y Shi
Frontiers in neurology 10, 1162, 2019
322019
Solvability of general backward stochastic Volterra integral equations
Y Shi, T Wang
Journal of the Korean Mathematical Society 49 (6), 1301-1321, 2012
322012
Backward doubly stochastic Volterra integral equations and their applications
Y Shi, J Wen, J Xiong
Journal of differential equations 269 (9), 6492-6528, 2020
312020
Economic recovery forecasts under impacts of COVID-19
B Teng, S Wang, Y Shi, Y Sun, W Wang, W Hu, C Shi
Economic modelling 110, 105821, 2022
292022
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
S Douissi, J Wen, Y Shi
Applied Mathematics and Computation 355, 282-298, 2019
212019
Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
QF Zhu, YF Shi
Science China Mathematics 55, 2517-2534, 2012
202012
Symmetrical solutions of backward stochastic Volterra integral equations and their applications
T Wang, Y Shi
arXiv preprint arXiv:0910.5580, 2009
202009
Solutions to general forward-backward doubly stochastic differential equations
Q Zhu, Y Shi, X Gong
Applied mathematics and mechanics 30 (4), 517-526, 2009
192009
Histone hypoacetylation is involved in 1,10-phenanthroline–Cu2+-induced human hepatoma cell apoptosis
J Kang, J Chen, Y Shi, J Jia, Z Wang
JBIC Journal of Biological Inorganic Chemistry 10, 190-198, 2005
192005
Anticipative backward stochastic differential equations driven by fractional Brownian motion
J Wen, Y Shi
Statistics & Probability Letters 122, 118-127, 2017
182017
Partially observed optimal controls of forward-backward doubly stochastic systems
Y Shi, Q Zhu
ESAIM: Control, Optimisation and Calculus of Variations 19 (3), 828-843, 2013
182013
Optimal control of backward doubly stochastic systems with partial information
Q Zhu, Y Shi
IEEE Transactions on Automatic Control 60 (1), 173-178, 2014
162014
Razumikhin-type theorems of infinite dimensional stochastic functional differential equations
K Liu, Y Shi
IFIP Conference on System Modeling and Optimization, 237-247, 2005
162005
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