( en | de | ru )

 

Disambiguation of "Hu, Yaozhong"

Author of the publication

copydeleteadd this publication to your clipboard
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation.

, and . CoRR, (2021)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Jun Hu

Zaijun Hu

Bing Hu

Hu Wang

Ruguo Hu

 

Other publications of authors with the same name

Optimal tracking for bilinear stochastic system driven by fractional Brownian motions., and . J. Systems Science & Complexity, 25 (2): 238-248 (2012)Long time numerical stability of implicit schemes for stochastic heat equations., and . CoRR, (2024)Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations., and . J. Comput. Appl. Math., (2022)Stochastic calculus for fractional Brownian motion. I. Theory., , and . CDC, page 212-216. IEEE, (2000)Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises., , , and . Syst. Control. Lett., (2021)Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1.. Autom., 38 (9): 1626-1627 (2002)Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time., and . J. Appl. Probab., 50 (2): 592-597 (2013)Regularity of renormalized self-intersection local time for fractional Brownian motion., and . Commun. Inf. Syst., 7 (1): 21-30 (2007)Partial Information Linear Quadratic Control for Jump Diffusions., and . SIAM J. Control and Optimization, 47 (4): 1744-1761 (2008)Optimal time to invest when the price processes are geometric Brownian motions., and . Finance and Stochastics, 2 (3): 295-310 (1998)