Hua Xiao

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 3

Top Topics

Maximum A Posteriori Estimation

Stochastic Differential Equations

Brownian Motion

Top Venues

J. Optim. Theory Appl.

J. Syst. Sci. Complex.

Publications

Siqi Feng, Lei Gao, Guangchen Wang, Hua Xiao
Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion. J. Syst. Sci. Complex. 37 (4) (2024)
Guangchen Wang, Hua Xiao, Jie Xiong
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Autom. 97 (2018)
Guangchen Wang, Hua Xiao, Guojing Xing
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation. Autom. 86 (2017)
Guangchen Wang, Hua Xiao
Arrow Sufficient Conditions for Optimality of Fully Coupled Forward-Backward Stochastic Differential Equations with Applications to Finance. J. Optim. Theory Appl. 165 (2) (2015)
Eddie C. M. Hui, Hua Xiao
Differential games of partial information forward-backward doubly stochastic differential equations and applications CoRR (2011)