Maximum principle for backward doubly stochastic control systems with applications Y Han, S Peng, Z Wu SIAM Journal on Control and Optimization 48 (7), 4224-4241, 2010 | 56 | 2010 |

Invariant tori in Hamiltonian systems with high order proper degeneracy Y Han, Y Li, Y Yi Annales Henri Poincaré 10 (8), 1419-1436, 2010 | 43 | 2010 |

Degenerate lower-dimensional tori in Hamiltonian systems Y Han, Y Li, Y Yi Journal of Differential Equations 227 (2), 670-691, 2006 | 39 | 2006 |

Periodic solutions of Fokker–Planck equations F Chen, Y Han, Y Li, X Yang Journal of Differential Equations 263 (1), 285-298, 2017 | 16 | 2017 |

Maximum principle for general controlled systems driven by fractional Brownian motions Y Han, Y Hu, J Song Applied Mathematics & Optimization 67 (2), 279-322, 2013 | 16 | 2013 |

Stochastic maximum principle for delayed backward doubly stochastic control systems J Xu, Y Han J. Nonlinear Sci. Appl 10, 215-226, 2017 | 10 | 2017 |

Persistence of lower-dimensional hyperbolic invariant tori for generalized Hamiltonian systems B Liu, W Zhu, Y Han Journal of mathematical analysis and applications 322 (1), 251-275, 2006 | 9 | 2006 |

Arnold’s theorem on properly degenerate systems with the Rüssmann nondegeneracy H Yuecai, L Yong Science in China Series A: Mathematics 48 (12), 1656-1669, 2005 | 4 | 2005 |

Non-existence criteria for Laurent polynomial first integrals S Shi, Y Han Electronic Journal of Qualitative Theory of Differential Equations 2003 (6 …, 2003 | 4 | 2003 |

A closed-form pricing formula for variance swaps under MRG–Vasicek model Y Han, L Zhao Computational and Applied Mathematics 38 (3), 1-17, 2019 | 1 | 2019 |

Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions Y Han, Y Sun Optimal Control Applications and Methods 40 (5), 900-913, 2019 | 1 | 2019 |

Asian Option Pricing under an Uncertain Volatility Model Y Han, C Liu Mathematical Problems in Engineering 2020, 2018 | 1 | 2018 |

Mild solution to parabolic Anderson model in Gaussian and Poisson potential Y Han, L Zhang Journal of Mathematical Physics 54 (10), 103503, 2013 | 1 | 2013 |

Pricing double volatility barriers option under stochastic volatility Y Han, C Liu, Q Song Stochastics, 1-21, 2020 | | 2020 |

Maximum Principle of Discrete Stochastic Control System Driven by Both Fractional Noise and White Noise Y Han, Z Li Discrete Dynamics in Nature and Society 2020, 2020 | | 2020 |

Exit problems as the generalized solutions of Dirichlet problems Y Han, Q Song, G Wang SIAM Journal on Control and Optimization 57 (4), 2392-2414, 2019 | | 2019 |

Pricing perpetual timer option under the stochastic volatility model of Hull–White J Zhang, X Lu, Y Han The ANZIAM Journal 58 (3-4), 406-416, 2017 | | 2017 |

CONTROLLABILITY OF THE KORTEWEG-DE VRIES-BURGERS EQUATION H Zhou, Y Han Journal of Applied Analysis & Computation 6 (1), 207-215, 2016 | | 2016 |

Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body F Chen, Y Han Journal of Mathematical Physics 54 (12), 123101, 2013 | | 2013 |

具积分边值条件解的存在性 李映红， 刘冬， 韩月才 吉林大學學報 (理學版) 48 (3), 409-410, 2010 | | 2010 |