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On the Negative Limit of Viscosity Solutions for Discounted Hamilton-Jacobi Equations 期刊论文
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS, 2022, 页码: 19
作者:  Wang, Ya-Nan;  Yan, Jun;  Zhang, Jianlu
收藏  |  浏览/下载:59/0  |  提交时间:2023/02/07
Discounted Hamilton-Jacobi equation  Viscosity solution  Conjugated weak KAM solutions  Aubry Mather sets  Mane's genericity  
Singular HJB equations with applications to KPZ on the real line 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
作者:  Zhang, Xicheng;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:35/0  |  提交时间:2023/02/07
Singular SPDEs  HJB equations  KPZ equations  Paracontrolled distributions  Global well-posedness  Zvonkin's transformation  
Convergence of Viscosity Solutions of Generalized Contact Hamilton-Jacobi Equations 期刊论文
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2021, 页码: 18
作者:  Wang, Ya-Nan;  Yan, Jun;  Zhang, Jianlu
收藏  |  浏览/下载:113/0  |  提交时间:2021/10/26
Global behaviors of weak KAM solutions for exact symplectic twist maps 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 7, 页码: 5730-5753
作者:  Zhang, Jianlu
收藏  |  浏览/下载:151/0  |  提交时间:2020/09/23
Exact syplectic twist map  Aubry Mather theory  Hamilton Jacobi equation  Generalized characteristics  Weak KAM solution  Transition chain  
Vanishing contact structure problem and convergence of the viscosity solutions 期刊论文
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 2019, 卷号: 44, 期号: 9, 页码: 801-836
作者:  Chen, Qinbo;  Cheng, Wei;  Ishii, Hitoshi;  Zhao, Kai
收藏  |  浏览/下载:157/0  |  提交时间:2020/01/10
Hamilton-Jacobi equation  convergence  vanishing discount  vanishing contact structure  Weak KAM theory  Aubry-Mather theory  
L-2-contraction of large planar shock waves for multi-dimensional scalar viscous conservation laws 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 5, 页码: 2737-2791
作者:  Kang, Moon-Jin;  Vasseur, Alexis F.;  Wang, Yi
收藏  |  浏览/下载:216/0  |  提交时间:2020/01/10
Dynamic and asymptotic behavior of singularities of certain weak KAM solutions on the torus 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 4, 页码: 2448-2470
作者:  Cannarsa, Piermarco;  Chen, Qinbo;  Cheng, Wei
收藏  |  浏览/下载:137/0  |  提交时间:2020/01/10
Hamilton-Jacobi equation  Weak KAM theory  Generalized characteristic  Singularities  
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18
作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations