倒向重随机Volterra积分方程及其相关理论

11871309
2018
A0210.随机分析与随机过程
石玉峰
面上项目
教授
山东大学
52万元
双重随机积分;倒向重随机Volterra积分方程;随机微分方程;倒向随机微分方程;倒向随机Volterra积分方程
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Research on IPO information disclosure and stock price synchronicity of STAR Market-- Text mining based on inquiry and prospectus 会议论文 张冰妍;石玉峰;张宗新
2 High‐dimensional integrative copula discriminant analysis for multiomics data 期刊论文 Yong He;Hao Chen;Hao Sun;Jiadong Ji;Yufeng Shi;Xinsheng Zhang;Lei Liu
3 A Machine Learning Method for Identifying Critical Interactions Between Gene Pairs in Alzheimer's Disease Prediction 期刊论文 Hao Chen;Yong He;Jiadong Ji;Yufeng Shi
4 Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games 期刊论文 Zhu Qingfeng;Su Lijiao;Liu Fuguo;Shi Yufeng;Shen Yong'ao;Wang Shuyang
5 Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates 期刊论文 He Yong;Sun Hao;Ji Jiadong;Zhang Xinsheng
6 The cross-interval price impact model and its empirical analysis on cryptocurrency order book 期刊论文 Bin Teng;Sicong Wang;Qinghua Ren;Qi Hao;Yufeng Shi
7 A Type of Time-Symmetric Stochastic System and Related Games 期刊论文 Qingfeng Zhu;Yufeng Shi;Jiaqiang Wen;Hui Zhang
8 Existence result for the BSDE with superquadratic growth 期刊论文 Yufeng Shi;Zhi Yang
9 A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy 期刊论文 Wentao Hu;Cuixia Chen;Yufeng Shi;Ze Chen
10 一种基于零信任数字人民币支付系统及安全防护方法 专利 孙运传;石玉峰
11 Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations 期刊论文 Wen Jiaqiang;Shi Yufeng
12 Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs 期刊论文 Yufeng Shi;Huaizhong Zhao
13 Empirical likelihood for mean difference between two samples with missing data 期刊论文 Yanhua Wu;Yufeng Shi
14 Mean-field backward doubly stochastic differential equations and its applications 期刊论文 Qingfeng Zhu;Tianxiao Wang;Yufeng Shi
15 Backward doubly stochastic Volterra integral equations and their applications 期刊论文 Yufeng Shi;Jiaqiang Wen;Jie Xiong
16 Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion 期刊论文 Shi Yufeng;Wen Jiaqiang;Xiong Jie
17 General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations 期刊论文 Hao Tao;Zhu Qingfeng
18 平均场倒向重随机微分方程及其应用 期刊论文 朱庆峰;王天啸;石玉峰
19 Forward‐backward doubly stochastic differential equations with random jumps and related games 期刊论文 Qingfeng Zhu;Yufeng Shi;Bin Teng
20 Commodity futures price forecast based on multi-scale combination model 期刊论文 Yijia Liu;Yukun Gao;Yufeng Shi;Yuxue Zhang;Li Li;Qimeng Han
21 Generating and Optimizing Human-Readable Quantitative Program Trading Strategies through a Genetic Programming Framework 会议论文 滕斌;石玉峰;王鑫;孙运传
22 科创板IPO审核问询能否提升资本市场信息效率?——基于股价同步性的文本分析视角 期刊论文 石玉峰;张冰妍;张宗新
23 Economic recovery forecasts under impacts of COVID-19 期刊论文 Bin Teng;Sicong Wang;Yufeng Shi;Yunchuan Sun;Wei Wang;Wentao Hu;Chaojun Shi
24 双重随机系统的理论及相关应用 奖励 石玉峰;朱庆峰
25 Weak Closed-Loop Solvability of Stochastic Linear Quadratic Optimal Control Problems of Markovian Regime Switching System 期刊论文 Jiaqiang Wen;Xun Li;Jie Xiong
26 High-frequency Statistical Arbitrage Strategy Based on Stationarized Order Flow Imbalance 会议论文 王庆学;滕斌;郝琪;石玉峰
27 一种智能车载驾驶员辅助系统及其工作方法 专利 白彧;石玉峰
28 一种基于零信任体系的数据安全访问系统、方法、装置及介质 专利 孙运传;石玉峰
29 Solving high-dimensional forward-backward doubly SDEs and their related SPDEs through deep learning 期刊论文 Bin Teng;Yufeng Shi;Qingfeng Zhu
30 Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs 期刊论文 Wen Jiaqiang;Shi Yufeng
31 双重随机系统和倒向随机积分系统理论及相关应用 奖励 石玉峰;朱庆峰;王天啸;张良泉
32 The Sparse Group Lasso for High-dimensional Integrative Linear Discriminant Analysis with Application to Alzheimer’s Disease Prediction 期刊论文 Hao Chen;Yong He;Jiadong Ji;Yufeng Shi
33 基于真伪跳跃的HAR类波动预测模型研究 期刊论文 武艳华;石玉峰
34 Solvability of anticipated backward stochastic Volterra integral equations 期刊论文 Wen Jiaqiang;Shi Yufeng
35 Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem 期刊论文 Douissi Soukaina;Wen Jiaqiang;Shi Yufeng
36 Simultaneous differential network analysis and classification for matrix-variate data with application to brain connectivity 期刊论文 Hao Chen;Ying Guo;Yong He;Jiadong Ji;Lei Liu;Yufeng Shi;Yikai Wang;Long Yu;Xinsheng Zhang
37 Optimal strategic pandemic control: human mobility and travel restriction 期刊论文 Wentao Hu;Yufeng Shi;Cuixia Chen;Ze Chen
38 Empirical Study on the Factors Influencing the Growth of Small and Medium-Sized Enterprises 会议论文 Lijiao Su;Qingfeng Zhu
39 Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs 期刊论文 Shi Yufeng;Wen Jiaqiang;Xiong Jie
40 一种基于价值链和区块链的信用收付系统及其工作方法 专利 俞少平;石玉峰
41 Detection of jumps in financial time series 期刊论文 Yanhua Wu;Yufeng Shi
42 Three-Party Stochastic Evolutionary Game Analysis of Reward and Punishment Mechanism for Green Credit 期刊论文 Qingfeng Zhu;Kaimin Zheng;Yilin Wei
43 Infinite Horizon Forward-Backward Doubly Stochastic Differential Equations and Related SPDEs 期刊论文 Qing-feng Zhu;Liang-quan Zhang;Yufeng Shi
44 Expected Economic Theory and Its Model Construction 会议论文 石玉峰;俞少平;张鹏瑶
45 Nonzero-sum differential game of backward doubly stochastic systems with delay and applications 期刊论文 Qingfeng Zhu;Yufeng Shi
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