Yaozhong Hu

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 20

Top Topics

Numerical Stability

Fractional Brownian Motion

Multi Dimensional

Top Venues

J. Comput. Appl. Math.

Appl. Math. Lett.

Syst. Control. Lett.

Publications

Ruyu Wang, Wenling Zhao, Yaozhong Hu
Finite termination of the optimal solution sequence in parametric optimization. Appl. Math. Lett. 154 (2024)
Wenxing Guo, Xueying Zhang, Bei Jiang, Linglong Kong, Yaozhong Hu
Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis. Comput. Stat. 39 (4) (2024)
Yueyang Zheng, Yaozhong Hu
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 62 (1) (2024)
Hao Zhou, Yaozhong Hu, Jingjun Zhao
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. J. Comput. Appl. Math. 447 (2024)
Xiaochen Yang, Yaozhong Hu
Long time numerical stability of implicit schemes for stochastic heat equations. CoRR (2024)
Yuecai Han, Yaozhong Hu, Dingwen Zhang
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. Appl. Math. Lett. 156 (2024)
Yaozhong Hu, Neha Sharma
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. J. Comput. Appl. Math. 434 (2023)
Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. J. Comput. Appl. Math. 420 (2023)
Yaozhong Hu, Juan Li, Chao Mi
BSDEs generated by fractional space-time noise and related SPDEs. Appl. Math. Comput. 450 (2023)
Hao Zhou, Yaozhong Hu, Yanghui Liu
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients. CoRR (2022)
Nacira Agram, Yaozhong Hu, Bernt Øksendal
Mean-field backward stochastic differential equations and applications. Syst. Control. Lett. 162 (2022)
Yaozhong Hu, Yuejuan Xi
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. J. Comput. Appl. Math. 411 (2022)
Min Li, Chengming Huang, Yaozhong Hu
Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels. Appl. Math. Lett. 113 (2021)
Wenyi Pei, Yuejuan Xi, Yaozhong Hu, Litan Yan
Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises. Syst. Control. Lett. 150 (2021)
Nishant Agrawal, Yaozhong Hu
Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation. CoRR (2021)
Min Li, Yaozhong Hu, Chengming Huang, Xiong Wang
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. CoRR (2021)
Yulian Yi, Yaozhong Hu, Jingjun Zhao
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 101 (2021)
Meng Cai, Siqing Gan, Yaozhong Hu
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. CoRR (2021)
Min Li, Chengming Huang, Yaozhong Hu
Numerical methods for stochastic Volterra integral equations with weakly singular kernels. CoRR (2020)
Yulian Yi, Yaozhong Hu, Jingjun Zhao
Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations. CoRR (2020)
Yaozhong Hu, Chihoon Lee
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. J. Appl. Probab. 50 (2) (2013)
Yaozhong Hu, Chang-Li Yang
Optimal tracking for bilinear stochastic system driven by fractional Brownian motions. J. Syst. Sci. Complex. 25 (2) (2012)
Yaozhong Hu, Shige Peng
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 48 (3) (2009)
Yaozhong Hu, Bernt Øksendal
Partial Information Linear Quadratic Control for Jump Diffusions. SIAM J. Control. Optim. 47 (4) (2008)
Yaozhong Hu, David Nualart
Regularity of renormalized self-intersection local time for fractional Brownian motion. Commun. Inf. Syst. 7 (1) (2007)
Yaozhong Hu, Xun Yu Zhou
Stochastic Control for Linear Systems Driven by Fractional Noises. SIAM J. Control. Optim. 43 (6) (2005)
Yaozhong Hu
Stochastic controls - Hamiltonian systems and HJB equations: Jiongmin Yong and Xun Yu Zhou; Springer, New York, Inc., 1999, ISBN 0-387-98723-1. Autom. 38 (9) (2002)
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
Stochastic calculus for fractional Brownian motion. I. Theory. CDC (2000)
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
Stochastic Calculus for Fractional Brownian Motion I. Theory. SIAM J. Control. Optim. 38 (2) (2000)
Yaozhong Hu, Bernt Øksendal
Optimal time to invest when the price processes are geometric Brownian motions. Finance Stochastics 2 (3) (1998)