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Publications by Juliang Yin
The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
Journal of Mathematical Analysis and Applications
Applied Mathematics
Analysis
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The Truncated EM Method for Stochastic Differential Equations With Poisson Jumps
Journal of Computational and Applied Mathematics
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A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps
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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
SIAM Journal on Control and Optimization
Control
Applied Mathematics
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Fractional Stochastic Differential Equations With Hilfer Fractional Derivative: Poisson Jumps and Optimal Control
Discrete Dynamics in Nature and Society
Modeling
Simulation
A Comparison Theorem for Solutions of Stochastic Differential Equations and Its Applications
Proceedings of the American Mathematical Society
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Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information
Journal of Optimization Theory and Applications
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Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps
IFIP Advances in Information and Communication Technology
Computer Networks
Information Systems
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Communications
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
Journal of Applied Mathematics and Physics
Path-Dependent Backward Stochastic Volterra Integral Equations With Jumps, Differentiability and Duality Principle
Probability, Uncertainty and Quantitative Risk
