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Bo Zhang
Bo Zhang
Renmin Unversity of China
Verified email at ruc.edu.cn - Homepage
Title
Cited by
Cited by
Year
应用随机过程
张波, 张景肖
清华大学出版社有限公司, 2004
1532004
Martingale characterization of G-Brownian motion
J Xu, B Zhang
Stochastic Processes and their Applications 119 (1), 232-248, 2009
772009
The analysis of factors affecting global gold price
Y Qian, DA Ralescu, B Zhang
Resources Policy 64, 101478, 2019
442019
A Girsanov type theorem under G-framework
J Xu, H Shang, B Zhang
Stochastic Analysis and Applications 29 (3), 386-406, 2011
402011
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
312010
Martingale property and capacity under G-framework
J Xu, B Zhang
242010
Optimal portfolio of safety-first models
Y Ding, B Zhang
Journal of Statistical Planning and Inference 139 (9), 2952-2962, 2009
202009
Weak exponential stability of stochastic differential equations
AH Tsoi, B Zhang
Stochastic analysis and applications 15 (4), 643-649, 1997
201997
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
162014
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
131997
Lyapunov functions in weak exponential stability and controlled stochastic systems
AH Tsoi, B Zhang
Journal of the Ramanujan Mathematical Society, 85-102, 1996
131996
Risky asset pricing based on safety first fund management
Y Ding §, B Zhang
Quantitative Finance 9 (3), 353-361, 2009
122009
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
122008
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
122007
Optimal dividend payment strategy under stochastic interest force
X Zhao, B Zhang, Z Mao
Quality & Quantity 41, 927-936, 2007
102007
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
72021
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
72011
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
72003
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
62020
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
62009
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