Mean-Variance Hedging and Forward-Backward Stochastic Differential Filtering Equations

by Guangchen Wang, Zhen Wu
Published 2011-01-01

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

by Pengyan Huang, Guangchen Wang, Huanjun Zhang
Published 2019-06-01

H∞ Estimation for a Class of Lipschitz Nonlinear Discrete-Time Systems with Time Delay

by Huihong Zhao, Chenghui Zhang, Guangchen Wang, Guojing Xing
Published 2011-01-01

Stochastic Systems 2013

by Weihai Zhang, Xuejun Xie, Suiyang Khoo, Guangchen Wang, Wuquan Li
Published 2013-01-01

Stochastic Systems 2014

by Weihai Zhang, Xuejun Xie, Suiyang Khoo, Guangchen Wang, Wuquan Li, Ming Gao
Published 2015-01-01