Stefan problem with convection. - Fahuai Yi; T. M. Shih (Appl. Math. Comput., 1998)

Global classical solution of quasi-stationary Stefan free boundary problem. - Fahuai Yi (Appl. Math. Comput., 2005)

Schauder theory for a parabolic equation in a wedge-shaped domain. - Lihe Wang; Fahuai Yi (Comput. Math. Appl., 2007)

Exercise boundary of American-style Asian option. - Fahuai Yi; Yingshan Chen (Appl. Math. Comput., 2008)

A Variational Inequality Arising from European Installment Call Options Pricing. - Fahuai Yi; Zhou Yang 001; Xiaohua Wang (SIAM J. Math. Anal., 2008)

Finite Horizon Optimal Investment and Consumption with Transaction Costs. - Min Dai; Lishang Jiang; Peifan Li; Fahuai Yi (SIAM J. Control. Optim., 2009)

A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon. - Xiaoshan Chen; Fahuai Yi (SIAM J. Control. Optim., 2012)

Characterization of stochastic control with optimal stopping in a Sobolev space. - Xiaoshan Chen; Qingshuo Song; Fahuai Yi; Gang George Yin (Autom., 2013)

A consumption-investment problem with constraints on minimum and maximum consumption rates. - Qinghua Ma; Fahuai Yi; Chonghu Guan (J. Comput. Appl. Math., 2018)

Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. - Zuo Quan Xu; Fahuai Yi (Math. Oper. Res., 2020)

A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon. - Xiaoshan Chen; Chonghu Guan; Fahuai Yi (SIAM J. Control. Optim., 2021)

An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis. - Xiaoru Han; Fahuai Yi (Commun. Nonlinear Sci. Numer. Simul., 2022)

A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis. - Xiaoru Han; Fahuai Yi; Jianbo Zhang (SIAM J. Control. Optim., 2024)

Optimal consumption under a drawdown constraint over a finite horizon. - Xiaoshan Chen; Xun Li 002; Fahuai Yi; Xiang Yu (Autom., 2025)