Kai Du

Available identifiers

zbMath Open du.kaiWikidataQ102400134 ScholiaQ102400134MaRDI QIDQ434365

List of research outcomes

Publication	Date of Publication	Type
Sequential propagation of chaos for mean-field BSDE systems	2024-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q6181945	2024-01-23	Paper
Estimation based on hybrid censored data from the power Lindley distribution	2023-09-18	Paper
Heuristic Tree-Partition-Based Parallel Method for Biophysically Detailed Neuron Simulation	2023-07-25	Paper
Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction	2023-06-02	Paper
A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls	2023-05-28	Paper
Sequential propagation of chaos	2023-01-24	Paper
Entropy solutions to the Dirichlet problem for nonlinear diffusion equations with conservative noise	2022-11-27	Paper
A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization	2022-07-26	Paper
Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives	2022-06-24	Paper
Social optima in mean field linear-quadratic-Gaussian models with control input constraint	2022-04-11	Paper
Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise	2022-02-28	Paper
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis	2021-12-08	Paper
Schauder-type estimates for higher-order parabolic SPDEs	2021-04-27	Paper
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds	2021-03-18	Paper
Krylov-Safonov estimates for a degenerate diffusion process	2020-06-09	Paper
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs	2020-05-13	Paper
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application	2020-02-20	Paper
\(W^{2, p}\)-solutions of parabolic SPDEs in general domains	2020-01-24	Paper
Investor expectations, earnings management, and asset prices	2019-11-21	Paper
Optimal gradient estimates of heat kernels of stable-like operators	2019-07-17	Paper
Linear quadratic mean-field-game of backward stochastic differential systems	2019-07-03	Paper
The role of protection zone on species spreading governed by a reaction-diffusion model with strong Allee effect	2019-03-22	Paper
On the Cauchy problem for stochastic parabolic equations in Hölder spaces	2019-01-10	Paper
A Schauder estimate for stochastic PDEs	2018-02-07	Paper
Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking	2017-11-23	Paper
On open problems based on fuzzy filters of pseudo BCK-algebras	2017-05-18	Paper
A Common Model for the Approximate Analysis of Tandem Queueing Systems With Blocking	2017-05-03	Paper
Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations	2016-01-05	Paper
Backward stochastic partial differential equations with quadratic growth	2014-07-17	Paper
A Maximum Principle for Optimal Control of Stochastic Evolution Equations	2014-04-11	Paper
On solvability of an indefinite Riccati equation	2013-12-27	Paper
A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability	2013-10-17	Paper
Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations	2013-04-22	Paper
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space	2013-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q4902055	2013-01-24	Paper
Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains	2013-01-14	Paper
Stochastic maximum principle for infinite dimensional control systems	2012-08-02	Paper
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space	2012-07-10	Paper
A Maximum Principle for Optimal Control of Stochastic Evolution Equations	2012-06-24	Paper
A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)	2010-09-15	Paper
Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations	2009-11-02	Paper
On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains	2009-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q3513033	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3413173	2007-01-04	Paper

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