【期刊论文】FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS, LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL AND NONZERO SUM DIFFERENTIAL GAMES*

吴臻， WU Zhen

【期刊论文】一类国际证券投资组合和消费选择的最优控制问题

吴臻， 魏刚

【期刊论文】Forward-Backward Stochastic Differential Equations with Brownian motion and Poisson process*

吴臻， WU Zhen

【期刊论文】The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate☆

吴臻， Zhen Wu*， Liyan Zhang

【期刊论文】The comparison theorem of FBSDE☆

吴臻， Zhen Wu

【期刊论文】LINEAR QUADRATIC NONZERO-SUM DIFFERENTIAL GAMES WITH RANDOM JUMPS*

吴臻， WU Zhen， YU Zhi-yong

【期刊论文】FULLY COUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND APPLICATIONS TO OPTIMAL CONTROL

吴臻， SHIGE PENG† AND ZHEN WU†

【期刊论文】带有随机跳跃干扰的线性二次随机最优控制问题

吴臻， 王向荣

【期刊论文】FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME 1

吴臻， Wu Zhen

【期刊论文】正倒向随机微分方程与一类线性二次随机最优控制问题

吴臻， 王向荣， ， 高自友

【期刊论文】FULLY COUPLED FBSDE WITH BROWNIAN MOTION AND POISSON PROCESS IN STOPPING TIME DURATION

吴臻， ZHEN WU

【期刊论文】Infinite Horizon Reflected Backward Stochastic Differential Equation and Applications in Mixed Control and Game Problems

吴臻， S.HAMADENE， J-P. LEPELTIER， ZHEN WU*

【期刊论文】The Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System1)

吴臻， SHI Jing-Tao， WU Zhen

【期刊论文】A Model for Market closure and International Portfolio Management within incomplete information

吴臻， Bellalah Mondher Zhen WU

【期刊论文】Corporate International Investment and diversification

吴臻， Bellalah Mondher Zhen WU