Zhen Wu
Finance · with Wang · 2003–2018
A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it; #6,904 of 10,518 by trust here, #8,309 by citations
- Demography — 12 citations into it; #2,323 of 4,236 by trust here, #3,042 by citations
Whom Zhen Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Zhen Wu overall
Papers from Zhen Wu's perspective
Ordered by how strongly the researchers Zhen Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Forward-Backward Stochastic Differential Equations and their Applications
- Backward stochastic differential equations and partial differential equations with quadratic growth
- On non-Markovian forward–backward SDEs and backward stochastic PDEs
- BSDE with quadratic growth and unbounded terminal value
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Journal of the Australian Mathematical Society)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- Linear forward-backward stochastic differential equations with random coefficients
- A Maximum Principle for Stochastic Control with Partial Information
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
Their papers
- An Introduction to Optimal Control of FBSDE with Incomplete Information (2018) — 55 citations
- On well-posedness of forward-backward SDEs-A unified approach (2011) — 170 citations
- Optimal premium policy of an insurance firm: Full and partial information☆ (2010) — 46 citations
- Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems (2010) — 50 citations
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (2003) — 48 citations