Zhongyang Sun

According to our database, Zhongyang Sun authored at least 7 papers between 2015 and 2020.

Collaborative distances:

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

2020

A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.

Zhongyang Sun, Kam Chuen Yuen, Junyi Guo

J. Comput. Appl. Math., 2020

2019

Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem.

Zhongyang Sun, Xianping Guo

J. Optim. Theory Appl., 2019

2018

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.

Xin Zhang, Zhongyang Sun, Jie Xiong

SIAM J. Control. Optim., 2018

Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility.

Zhongyang Sun, Junyi Guo

Math. Methods Oper. Res., 2018

Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.

Zhongyang Sun, Junyi Guo, Xin Zhang

J. Optim. Theory Appl., 2018

2016

Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming.

Zhongyang Sun

J. Comput. Appl. Math., 2016

2015

Efficient terrain data coding for rendering on mobile devices.

Yankui Sun, Xiaoxin An, Zi Ye, Zhongyang Sun

Proceedings of the IEEE International Symposium on Signal Processing and Information Technology, 2015