Yaozhong Hu
Professor II

Stochastic analysis, finance, insurance og risk
Norwegian version of this page
Email
yaozhoh@math.uio.no
Username
Visiting address
Ullevål stadion
Sognsveien 77 B
0855 OSLO
Postal address
Postboks 1053 Blindern
0316 OSLO
Publications
 Hu, Yaozhong & Øksendal, Bernt (2018). Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications. ISSN 03044149. . doi: 10.1016/j.spa.2018.03.016
 Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes Biacobroda (2017). Singular meanfield control games. Stochastic Analysis and Applications. ISSN 07362994. 35(5), s 823 851 . doi: 10.1080/07362994.2017.1325745 Full text in Research Archive.
 MeyerBrandis, Thilo; Hu, Yaozhong; Øksendal, Bernt & Biagini, Francesca (2012). Insider trading equilibrium in a market with memory. Mathematics and Financial Economics. ISSN 18629679. 6, s 229 247
 Hu, Yaozhong & Øksendal, Bernt (2008). Optimal stopping with advanced information flow: Selected examples. Banach Center Publications. ISSN 01376934. 83, s 107 116
 Hu, Yaozhong & Øksendal, Bernt (2008). Optimal stopping with advanced information flow: Selected examples. Banach Center Publications. ISSN 01376934. 83, s 107 116
 Hu, Yaozhong & Øksendal, Bernt (2008). Partial information linear quadratic control for jump diffusions. SIAM Journal of Control and Optimization. ISSN 03630129. 47, s 1744 1761 . doi: 10.1137/060667566
 Øksendal, Bernt & Hu, Yaozhong (2008). Partial information linear quadratic control for jump diffusions. SIAM Journal of Control and Optimization. ISSN 03630129. 47(4), s 1744 1761 Show summary
 Hu, Yaozhong & Øksendal, Bernt (2007). Optimal smooth portfolio selection for an insider. Journal of Applied Probability. ISSN 00219002. 44(3), s 742 752 Show summary
 Hu, Yaozhong & Øksendal, Bernt (2007). Optimal smooth portfolio selection for an insider. Journal of Applied Probability. ISSN 00219002. 44, s 742 752 . doi: 10.1239/jap/1189717542 Show summary
 Hu, Yaozhong; Øksendal, Bernt & Salopek, Donna Mary (2005). Weighted Local Time for Fractional Brownian Motion and Applications to Finance. Stochastic Analysis and Applications. ISSN 07362994. 23(1), s 15 30 Show summary
 Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (2004). General fractional multiparameter white noise theory and stochastic partial differential equations. Communications in Partial Differential Equations. ISSN 03605302. 29, s 1 23 Show summary
 Hu, Yaozhong & Øksendal, Bernt (2003). Fractional white noise calculus and applications to finance. ?. 6(1), s 1 32
 Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnès (2003). Optimal consumption and portfolio in a BlackScholes market driven by fractional Brownian motion. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 02190257. 6(4), s 519 536
 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (2008). Stochastic Calculus for Fractional Brownian Motion and Applications. Springer. ISBN 9781852339968. 332 s.
 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (2008). Stochastic Calculus for Fractional Brownian Motion and Applications. Springer. ISBN 9781852339968. 329 s.
 Biagini, Francesca; MeyerBrandis, Thilo; Hu, Yaozhong & Øksendal, Bernt (2011). Insider trading equilibrium in a market with memory. Preprint series (Universitetet i Oslo. Matematisk institutt). 2011/7. Full text in Research Archive.
 Hu, Yaozhong & Øksendal, Bernt (2007). Optimal Stopping with Advanced Information Flow: Selected Examples.
 Hu, Yaozhong & Øksendal, Bernt (2006). Partial Information Linear Quadratic Control for Jump Diffusions. Show summary
 Øksendal, Bernt & Hu, Yaozhong (2006). Optimal stopping for an insider.
 Øksendal, Bernt & Hu, Yaozhong (2006). Optimal stopping for an insider.
 Hu, Yaozhong & Øksendal, Bernt (2003). Optimal Smooth Portfolio Selection for An Insider. Show summary
 Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (2002). General fractional multiparameter white noise theory and stochastic partial differential equations.
 Hu, Yaozhong; Øksendal, Bernt & Salopek, Donna Mary (2001). Weighted Local Time for Fractional Brownian Motion and Applications to Finance.
 Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (2001). Stochastic fractional potential theory.
 Hu, Yaozhong & Øksendal, Bernt (2000). Chaos expansion of local time of fractional Brownian motions.
 Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes (2000). A stochastic maximum principle for processes driven by fractional Brownian motion.
 Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes (2000). Optimal consumption and portfolio in a BlackScholes market driven by fractional Brownian motion.
 Hu, Yaozhong & Øksendal, Bernt (1999). Fractional white noise calculus and applications to finance. Show summary
 Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnès (1999). Optimal portfolio in a fractional Black & Scholes market.
 Hu, Yaozhong; Øksendal, Bernt & Zhang, Tusheng (1999). Stochastic partial differential equations driven by multiparameter fractional white noise.
 Zhang, Tusheng; Øksendal, Bernt & Hu, Yaozhong (1999). Stochastic partial differential equations driven by multiparameter fractional white noise.
Published Apr. 19, 2016 3:37 PM
 Last modified Oct. 5, 2016 10:32 AM