Yaozhong Hu

According to our database, Yaozhong Hu authored at least 23 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion.

Yueyang Zheng, Yaozhong Hu

SIAM J. Control. Optim., February, 2024

Long time numerical stability of implicit schemes for stochastic heat equations.

Xiaochen Yang, Yaozhong Hu

CoRR, 2024

2023

Ergodic estimators of double exponential Ornstein-Uhlenbeck processes.

Yaozhong Hu, Neha Sharma

J. Comput. Appl. Math., December, 2023

BSDEs generated by fractional space-time noise and related SPDEs.

Yaozhong Hu, Juan Li, Chao Mi

Appl. Math. Comput., August, 2023

Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion.

Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang

J. Comput. Appl. Math., 2023

2022

Mean-field backward stochastic differential equations and applications.

Nacira Agram, Yaozhong Hu, Bernt Øksendal

Syst. Control. Lett., 2022

Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations.

Yaozhong Hu, Yuejuan Xi

J. Comput. Appl. Math., 2022

Backward Euler method for stochastic differential equations with non-Lipschitz coefficients.

Hao Zhou, Yaozhong Hu, Yanghui Liu

CoRR, 2022

2021

Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises.

Wenyi Pei, Yuejuan Xi, Yaozhong Hu, Litan Yan

Syst. Control. Lett., 2021

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise.

Meng Cai, Siqing Gan, Yaozhong Hu

CoRR, 2021

Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation.

Nishant Agrawal, Yaozhong Hu

CoRR, 2021

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations.

Yulian Yi, Yaozhong Hu, Jingjun Zhao

Commun. Nonlinear Sci. Numer. Simul., 2021

Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels.

Min Li, Chengming Huang, Yaozhong Hu

Appl. Math. Lett., 2021

2020

Numerical methods for stochastic Volterra integral equations with weakly singular kernels.

Min Li, Chengming Huang, Yaozhong Hu

CoRR, 2020

2013

Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time.

Yaozhong Hu, Chihoon Lee

J. Appl. Probab., 2013

2012

Optimal tracking for bilinear stochastic system driven by fractional Brownian motions.

Yaozhong Hu, Chang-Li Yang

J. Syst. Sci. Complex., 2012

2009

Backward Stochastic Differential Equation Driven by Fractional Brownian Motion.

Yaozhong Hu, Shige Peng

SIAM J. Control. Optim., 2009

2008

Partial Information Linear Quadratic Control for Jump Diffusions.

Yaozhong Hu, Bernt Øksendal

SIAM J. Control. Optim., 2008

2007

Regularity of renormalized self-intersection local time for fractional Brownian motion.

Yaozhong Hu, David Nualart

Commun. Inf. Syst., 2007

2005

Stochastic Control for Linear Systems Driven by Fractional Noises.

Yaozhong Hu, Xun Yu Zhou

SIAM J. Control. Optim., 2005

2002

Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1.

Yaozhong Hu

Autom., 2002

2000

Stochastic Calculus for Fractional Brownian Motion I. Theory.

Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan

SIAM J. Control. Optim., 2000

1998

Optimal time to invest when the price processes are geometric Brownian motions.

Yaozhong Hu, Bernt Øksendal

Finance Stochastics, 1998