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Yuecai Han
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Cited by
Year
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
722010
Degenerate lower-dimensional tori in Hamiltonian systems
Y Han, Y Li, Y Yi
Journal of Differential Equations 227 (2), 670-691, 2006
592006
Invariant tori in Hamiltonian systems with high order proper degeneracy
Y Han, Y Li, Y Yi
Annales Henri Poincaré 10 (8), 1419-1436, 2010
582010
Periodic solutions of Fokker–Planck equations
F Chen, Y Han, Y Li, X Yang
Journal of Differential Equations 263 (1), 285-298, 2017
342017
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
252013
Stochastic maximum principle for delayed backward doubly stochastic control systems
J Xu, YC Han
J. Nonlinear Sci. Appl 10, 215-226, 2017
132017
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
122006
A closed-form pricing formula for variance swaps under MRG–Vasicek model
Y Han, L Zhao
Computational and Applied Mathematics 38, 1-17, 2019
102019
Option pricing under the fractional stochastic volatility model
Y Han, Z Li, C Liu
The ANZIAM Journal 63 (2), 123-142, 2021
62021
Periodic solutions of stochastic functional differential equations with jumps via viability
X Zhou, X Jiang, Y Li, Y Han
Journal of Dynamics and Differential Equations 34 (3), 2429-2463, 2022
52022
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
52019
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
52017
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
52005
Non-existence criteria for Laurent polynomial first integrals
S Shi, Y Han
Electronic Journal of Qualitative Theory of Differential Equations 2003 (6 …, 2003
42003
Calibrating fractional Vasicek model
Y Han, N Li
Communications in Statistics-Theory and Methods 52 (13), 4429-4443, 2023
32023
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, 1-10, 2020
32020
Nadaraya-Watson estimators for reflected stochastic processes
Y Han, D Zhang
Acta Mathematica Scientia 44 (1), 143-160, 2024
22024
Mild solution to parabolic Anderson model in Gaussian and Poisson potential
Y Han, L Zhang
Journal of Mathematical Physics 54 (10), 2013
22013
Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process
S Li, D Deng, Y Han, D Zhang
Symmetry 15 (12), 2130, 2023
12023
Similarity Between Two Dynamical Systems
X Wang, Y Li, Y Han
arXiv preprint arXiv:2310.03383, 2023
12023
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