Optimal time to invest when the price processes are geometric Brownian motions. - Yaozhong Hu; Bernt Øksendal (Finance Stochastics, 1998)

Stochastic calculus for fractional Brownian motion. I. Theory. - Tyrone E. Duncan; Yaozhong Hu; Bozenna Pasik-Duncan (CDC, 2000)

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)

Stochastic Control for Linear Systems Driven by Fractional Noises. - Yaozhong Hu; Xun Yu Zhou (SIAM J. Control. Optim., 2005)

Regularity of renormalized self-intersection local time for fractional Brownian motion. - Yaozhong Hu; David Nualart (Commun. Inf. Syst., 2007)

Partial Information Linear Quadratic Control for Jump Diffusions. - Yaozhong Hu; Bernt Øksendal (SIAM J. Control. Optim., 2008)

Backward Stochastic Differential Equation Driven by Fractional Brownian Motion. - Yaozhong Hu; Shige Peng (SIAM J. Control. Optim., 2009)

Optimal tracking for bilinear stochastic system driven by fractional Brownian motions. - Yaozhong Hu; Chang-Li Yang (J. Syst. Sci. Complex., 2012)

Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. - Yaozhong Hu; Chihoon Lee (J. Appl. Probab., 2013)

Numerical methods for stochastic Volterra integral equations with weakly singular kernels. - Min Li; Chengming Huang; Yaozhong Hu (CoRR, 2020)

Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels. - Min Li; Chengming Huang; Yaozhong Hu (Appl. Math. Lett., 2021)

Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. - Yulian Yi; Yaozhong Hu; Jingjun Zhao (Commun. Nonlinear Sci. Numer. Simul., 2021)

Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation. - Nishant Agrawal; Yaozhong Hu (CoRR, 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)

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)

Backward Euler method for stochastic differential equations with non-Lipschitz coefficients. - Hao Zhou; Yaozhong Hu; Yanghui Liu (CoRR, 2022)

Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. - Yaozhong Hu; Yuejuan Xi (J. Comput. Appl. Math., 2022)

Mean-field backward stochastic differential equations and applications. - Nacira Agram; Yaozhong Hu; Bernt Øksendal (Syst. Control. Lett., 2022)

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)

BSDEs generated by fractional space-time noise and related SPDEs. - Yaozhong Hu; Juan Li; Chao Mi (Appl. Math. Comput., 2023)

Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. - Yaozhong Hu; Neha Sharma (J. Comput. Appl. Math., 2023)

Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. - Yuecai Han; Yaozhong Hu; Dingwen Zhang (Appl. Math. Lett., 2024)

Finite termination of the optimal solution sequence in parametric optimization. - Ruyu Wang; Wenling Zhao; Yaozhong Hu (Appl. Math. Lett., 2024)

Long time numerical stability of implicit schemes for stochastic heat equations. - Xiaochen Yang; Yaozhong Hu (CoRR, 2024)

Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. - Hao Zhou; Yaozhong Hu; Jingjun Zhao (J. Comput. Appl. Math., 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., 2024)

Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis. - Wenxing Guo; Xueying Zhang; Bei Jiang; Linglong Kong; Yaozhong Hu (Comput. Stat., 2024)

Long Time Stability and Numerical Stability of Implicit Schemes for Stochastic Heat Equations. - Xiaochen Yang; Yaozhong Hu (SIAM J. Numer. Anal., 2025)

Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients. - Taiyuan Liu; Yaozhong Hu; Siqing Gan (CoRR, 2025)

Explicit-implicit methods for stochastic susceptible-infected-recovered model. - Hao Zhou; Yaozhong Hu; Jingjun Zhao (Numer. Algorithms, 2025)