Jiongmin Yong

Articles in Scholarly Journals [Incomplete List]

  1. Completeness of security markets and solvability of linear backward stochastic differential equations?
    Journal of Mathematical Analysis and Applications, vol. 319, no. 1, pp. 333–356, 2006
  2. Backward stochastic Volterra integral equations and some related problems
    Stochastic Processes and their Applications, vol. 116, no. 5, pp. 779–795, 2006
  3. Heat equations with memory
    Nonlinear Analysis, vol. 63, no. 5-7, pp. e99–e108, 2005
  4. Completeness of security markets and backward stochastic differential equations with unbounded coefficients
    Nonlinear Analysis, vol. 63, no. 5-7, pp. e2079–e2089, 2005
  5. Option pricing with an illiquid underlying asset market
    Journal of Economic Dynamics and Control, vol. 29, no. 12, pp. 2125–2156, 2005
  6. Linear forward-backward stochastic differential equations with random coefficients
    Probability Theory and Related Fields, vol. 135, no. 1, pp. 53–83, 2005
  7. International Journal of Theoretical and Applied Finance, vol. 8, no. 7, p. 871, 2005
  8. Some estimates on exponentials of solutions to stochastic differential equations
    Journal of Applied Mathematics and Stochastic Analysis, vol. 2004, no. 4, pp. 287–316, 2004
  9. A weak convergence approach to hybrid LQG problems with infinite control weights
    Journal of Applied Mathematics and Stochastic Analysis, vol. 15, no. 1, pp. 1–21, 2002
  10. A Leader-Follower Stochastic Linear Quadratic Differential Game
    SIAM Journal on Control and Optimization, vol. 41, no. 4, p. 1015, 2002
  11. Approximate Solvability of Forward—Backward Stochastic Differential Equations
    Applied Mathematics and Optimization, vol. 45, no. 1, pp. 1–22, 2002
  12. On semi-linear degenerate backward stochastic partial differential equations
    Probability Theory and Related Fields, vol. 123, no. 3, pp. 381–411, 2002
  13. Stochastic Linear Quadratic Optimal Control Problems
    Applied Mathematics and Optimization, vol. 43, no. 1, pp. 21–45, 2001
  14. Mathematical Models and Methods in Applied Sciences, vol. 11, no. 6, p. 933, 2001
  15. International Journal of Theoretical and Applied Finance, vol. 4, no. 3, p. 439, 2001
  16. Chinese Annals of Mathematics, vol. 21, no. 3, p. 323, 2000
  17. Forward–backward stochastic differential equations with nonsmooth coefficients
    Stochastic Processes and their Applications, vol. 87, no. 1, pp. 93–106, 2000
  18. Modeling and analysis of a laminated beam
    Mathematical and Computer Modelling, vol. 30, no. 1-2, pp. 149–167, 1999
  19. On linear, degenerate backward stochastic partial differential equations
    Probability Theory and Related Fields, vol. 113, no. 2, pp. 135–170, 1999
  20. Linear Forward—Backward Stochastic Differential Equations
    Applied Mathematics and Optimization, vol. 39, no. 1, pp. 93–119, 1999
  21. Dynamic programming for multidimensional stochastic control problems
    Acta Mathematica Sinica, English Series, vol. 15, no. 4, pp. 485–506, 1999
  22. Bilinear Optimal Control of the Velocity Term in a Kirchhoff Plate Equation
    Journal of Mathematical Analysis and Applications, vol. 238, no. 2, pp. 451–467, 1999
  23. Chinese Annals of Mathematics, vol. 20, no. 1, p. 65, 1999
  24. Optimal control of a reflection boundary coefficient in an acoustic wave equation
    Applicable Analysis, vol. 68, no. 1, pp. 179–194, 1998
  25. Optimal Control of the Obstacle for an Elliptic Variational Inequality
    Applied Mathematics and Optimization, vol. 38, no. 2, pp. 121–140, 1998
  26. Finding adapted solutions of forward-backward stochastic differential equations: method of continuation
    Probability Theory and Related Fields, vol. 107, no. 4, pp. 537–572, 1997
  27. Adapted solution of a degenerate backward spde, with applications
    Stochastic Processes and their Applications, vol. 70, no. 1, pp. 59–84, 1997
  28. Stochastic Verification Theorems within the Framework of Viscosity Solutions
    SIAM Journal on Control and Optimization, vol. 35, no. 1, p. 243, 1997
  29. Weak and measure-valued solutions to evolutionary PDEs, by J. Málek, J. Necas, M. Rokyta, and M. Ružicka
    Journal of Applied Mathematics and Stochastic Analysis, vol. 10, no. 1, pp. 109–111, 1997
  30. How violent are fast controls?, II
    Mathematics of Control, Signals, and Systems, vol. 9, no. 4, pp. 327–340, 1996
  31. Optimal control for degenerate parabolic equations with logistic growth
    Nonlinear Analysis, vol. 25, no. 7, pp. 681–698, 1995
  32. SIAM Journal on Control and Optimization, vol. 33, no. 6, Article ID 0333092, 1995
  33. Effective permeability of the boundary of a domain
    Communications in Partial Differential Equations, vol. 20, no. 1, pp. 59–102, 1995
  34. SIAM Journal on Mathematical Analysis, vol. 26, no. 6, Article ID 0526082, 1995
  35. A linear quadratic optimal control problem with disturbances?An algebraic Riccati equation and differential games approach
    Applied Mathematics & Optimization, vol. 30, no. 3, pp. 267–305, 1994
  36. Zero-sum differential games involving impulse controls
    Applied Mathematics & Optimization, vol. 29, no. 3, pp. 243–261, 1994
  37. Solving forward-backward stochastic differential equations explicitly ? a four step scheme
    Probability Theory and Related Fields, vol. 98, no. 3, pp. 339–359, 1994
  38. SIAM Journal on Control and Optimization, vol. 31, no. 3, Article ID 0331025, 1993
  39. Direct adaptive control of a class of MIMO nonlinear systems
    International Journal of Control, vol. 56, no. 5, pp. 1103–1120, 1992
  40. Erratum
    Journal of Mathematical Analysis and Applications, vol. 168, no. 1, pp. 286–287, 1992
  41. On a quasilinear wave equation with memory
    Nonlinear Analysis, vol. 16, no. 1, pp. 61–78, 1991
  42. Feedback stabilization and optimal control for the Cahn-Hilliard equation1
    Nonlinear Analysis, vol. 17, no. 5, pp. 431–444, 1991
  43. A differential game with multi-level of hierarchy*1
    Journal of Mathematical Analysis and Applications, vol. 161, no. 2, pp. 522–544, 1991
  44. Feedback stabilization for the phase field equations
    Applicable Analysis, vol. 42, no. 1, pp. 59–68, 1991
  45. SIAM Journal on Control and Optimization, vol. 29, no. 4, Article ID 0329049, 1991
  46. SIAM Journal on Control and Optimization, vol. 28, no. 5, Article ID 0328066, 1990
  47. Unified adaptive control of non-minimum-phase systems Part 2. Target tracking and dynamic compensation
    International Journal of Control, vol. 52, no. 2, pp. 423–440, 1990
  48. Differential games with switching strategies
    Journal of Mathematical Analysis and Applications, vol. 145, no. 2, pp. 455–469, 1990
  49. Optimal switching for partial differential equations I*1
    Journal of Mathematical Analysis and Applications, vol. 138, no. 2, pp. 418–438, 1989
  50. Systems governed by ordinary differential equations with continuous, switching and impulse controls
    Applied Mathematics & Optimization, vol. 20, no. 1, pp. 223–235, 1989
  51. Unified adaptive control of non-minimum-phase systems Part 1. Weighted control effort and pole placement for stochastic systems
    International Journal of Control, vol. 50, no. 3, pp. 917–935, 1989
  52. Stabilization of discrete-time linear systems with a time delay in the feedback loop
    International Journal of Control, vol. 48, no. 4, pp. 1475–1485, 1988
  53. SIAM Journal on Control and Optimization, vol. 26, no. 1, Article ID 0326001, 1988
  54. SIAM Journal on Control and Optimization, vol. 26, no. 1, Article ID 0326002, 1988
  55. SIAM Journal on Control and Optimization, vol. 26, no. 2, Article ID 0326029, 1988
  56. A sufficient condition for the evadability of differential evasion games
    Journal of Optimization Theory and Applications, vol. 57, no. 3, pp. 501–509, 1988
  57. Evasion with weak superiority*1
    Journal of Mathematical Analysis and Applications, vol. 134, no. 1, pp. 116–124, 1988
  58. Stabilization of nonlinear large-scale uncertain dynamical systems
    Journal of Mathematical Analysis and Applications, vol. 136, no. 1, pp. 157–177, 1988
  59. Feedback stabilization of nonlinear uncertain dynamic systems*1
    Journal of Mathematical Analysis and Applications, vol. 129, no. 1, pp. 153–165, 1988
  60. On the evadable sets of differential evasion games
    Journal of Mathematical Analysis and Applications, vol. 133, no. 1, pp. 249–271, 1988
  61. A control problem for clamped extensible beams
    Applicable Analysis, vol. 28, no. 3, pp. 163–180, 1988
  62. Bang-bang optimal control for the dam problem
    Applied Mathematics & Optimization, vol. 15, no. 1, pp. 65–85, 1987
  63. Optimal switching for systems governed by nonlinear evolution equations
    Numerical Functional Analysis and Optimization, vol. 9, no. 9, pp. 995–1030, 1987
  64. On the Isaacs equation of differential games of fixed duration
    Journal of Optimization Theory and Applications, vol. 50, no. 2, pp. 359–364, 1986