应用随机过程 张波, 张景肖 清华大学出版社有限公司, 2004 | 153 | 2004 |
Martingale characterization of G-Brownian motion J Xu, B Zhang Stochastic Processes and their Applications 119 (1), 232-248, 2009 | 77 | 2009 |
The analysis of factors affecting global gold price Y Qian, DA Ralescu, B Zhang Resources Policy 64, 101478, 2019 | 44 | 2019 |
A Girsanov type theorem under G-framework J Xu, H Shang, B Zhang Stochastic Analysis and Applications 29 (3), 386-406, 2011 | 40 | 2011 |
Extension and Application of Itô's Formula Under G-Framework B Zhang, J Xu, D Kannan Stochastic analysis and applications 28 (2), 322-349, 2010 | 31 | 2010 |
Martingale property and capacity under G-framework J Xu, B Zhang | 24 | 2010 |
Optimal portfolio of safety-first models Y Ding, B Zhang Journal of Statistical Planning and Inference 139 (9), 2952-2962, 2009 | 20 | 2009 |
Weak exponential stability of stochastic differential equations AH Tsoi, B Zhang Stochastic analysis and applications 15 (4), 643-649, 1997 | 20 | 1997 |
Non‐Parametric Estimation of High‐Frequency Spot Volatility for Brownian Semimartingale with Jumps C Yu, Y Fang, Z Li, B Zhang, X Zhao Journal of Time Series Analysis 35 (6), 572-591, 2014 | 16 | 2014 |
Practical stability of Ito type Nonlinear stochastic differential systems and related control problems AH Tsoi, B Zhang Dynamic Systems and Applications 6, 107-124, 1997 | 13 | 1997 |
Lyapunov functions in weak exponential stability and controlled stochastic systems AH Tsoi, B Zhang Journal of the Ramanujan Mathematical Society, 85-102, 1996 | 13 | 1996 |
Risky asset pricing based on safety first fund management Y Ding §, B Zhang Quantitative Finance 9 (3), 353-361, 2009 | 12 | 2009 |
Practical stability and instability of regime-switching diffusions GG Yin, B Zhang, C Zhu Journal of Control Theory and Applications 6 (2), 105-114, 2008 | 12 | 2008 |
Optimal dynamic control for the defined benefit pension plans with stochastic benefit outgo J Xu, D Kannan, B Zhang Stochastic analysis and applications 25 (1), 201-236, 2007 | 12 | 2007 |
Optimal dividend payment strategy under stochastic interest force X Zhao, B Zhang, Z Mao Quality & Quantity 41, 927-936, 2007 | 10 | 2007 |
Automatic, dynamic, and nearly optimal learning rate specification via local quadratic approximation Y Zhu, D Huang, Y Gao, R Wu, Y Chen, B Zhang, H Wang Neural Networks 141, 11-29, 2021 | 7 | 2021 |
Dynamics of intraday serial correlation in China's stock market T Bi, B Zhang, R Xu Communications in Statistics-Simulation and Computation 40 (10), 1637-1650, 2011 | 7 | 2011 |
风险理论中破产模型的若干结果 魏秋萍, 张波 经济数学 20 (4), 5-9, 2003 | 7 | 2003 |
Link prediction combining network structure and topic distribution in large-scale directed network Y Zhu, D Huang, W Xu, B Zhang Journal of Organizational Computing and Electronic Commerce 30 (2), 169-185, 2020 | 6 | 2020 |
基于高频数据的沪指波动长记忆性驱动因素分析 张波, 钟玉洁, 田金方 统计与信息论坛 24 (6), 21-26, 2009 | 6 | 2009 |