| 学术论文：
[1] Shige Peng, Zhen Wu, Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control, SIAM. J. Control Optim. ,37(3), 825-843, 1999. (SCI, EI)
[2] Zhen Wu, The Comparison Theorem of FBSDE, Statistics & Probability letters, 44, 1-6, 1999. (SCI)
[3] Zhen Wu, Fully Coupled FBSDE with Brownian Motion and Poisson Process in Stopping Time Duration, Journal of the Australian Mathematical Society, 74, 249-266, 2003. (SCI)
[4] Mondher Bellalah, Zhen Wu, A Simple Model of Corporate International Investment under Incomplete Information and Taxes，Annals of Operation Research, DOI 10.1007/s10479-007-0307-9, 2008. (SCI).
[5] Guangchen Wang, Zhen Wu, Kalman-Bucy Filtering Equations of Forward and Backward Stochastic Systems and Applications to Recursive Optimal Control Problems, J. Math. Anal. Appl., 342, 1280-1296, 2008. (SCI)
[6] Zhen Wu, Zhiyong Yu, Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton- Jacobi- Bellman Equation, accepted to be published in SIAM. J. Control Optim. , 2008. (SCI, EI)
[7] Huaibin Tang, Zhen Wu, Stochastic Differential Equations and Stochastic Linear Quadratic Optimal Control Problem with Levy Processes, accepted to be published in Journal of Systems Sciences and Complexity, 2008. (SC, EI)
[8] Said Hamadene, Jean Pierre Lepeltier，Zhen Wu, Infinite Horizon Reflected Backward Stochastic Differential Equation and Applications in Mixed Control and Game Problems, Probability and Mathematics Statistics, 19, 211- 234, 1999.
[9] Mondher Bellalah，Zhen Wu, A Model for Market Closure and International Port... 学术论文：
[1] Shige Peng, Zhen Wu, Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control, SIAM. J. Control Optim. ,37(3), 825-843, 1999. (SCI, EI)
[2] Zhen Wu, The Comparison Theorem of FBSDE, Statistics & Probability letters, 44, 1-6, 1999. (SCI)
[3] Zhen Wu, Fully Coupled FBSDE with Brownian Motion and Poisson Process in Stopping Time Duration, Journal of the Australian Mathematical Society, 74, 249-266, 2003. (SCI)
[4] Mondher Bellalah, Zhen Wu, A Simple Model of Corporate International Investment under Incomplete Information and Taxes，Annals of Operation Research, DOI 10.1007/s10479-007-0307-9, 2008. (SCI).
[5] Guangchen Wang, Zhen Wu, Kalman-Bucy Filtering Equations of Forward and Backward Stochastic Systems and Applications to Recursive Optimal Control Problems, J. Math. Anal. Appl., 342, 1280-1296, 2008. (SCI)
[6] Zhen Wu, Zhiyong Yu, Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton- Jacobi- Bellman Equation, accepted to be published in SIAM. J. Control Optim. , 2008. (SCI, EI)
[7] Huaibin Tang, Zhen Wu, Stochastic Differential Equations and Stochastic Linear Quadratic Optimal Control Problem with Levy Processes, accepted to be published in Journal of Systems Sciences and Complexity, 2008. (SC, EI)
[8] Said Hamadene, Jean Pierre Lepeltier，Zhen Wu, Infinite Horizon Reflected Backward Stochastic Differential Equation and Applications in Mixed Control and Game Problems, Probability and Mathematics Statistics, 19, 211- 234, 1999.
[9] Mondher Bellalah，Zhen Wu, A Model for Market Closure and International Portfolio Management within Incomplete Information, International Journal of Theoretical and Applied Finance. 5(5), 479-495, 2002.
[10] Zhen Wu, Linyan Zhang, The Corporate Optimal Portfolio and Consumption Choice Problem in the Real Project with Borrowing Rate Higher than Deposit Rate, Applied Mathematics and Computation, 175, 1596-1608, 2006. (SCI, EI)
[11] Shaolin Ji, Zhen Wu, The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk, Acta Mathematica Sinica, English Series, 23(12), 2189-2204,2007. (SCI)
[12] Zhen Wu, Zhiyong Yu, Linear Quadratic Nonzero-Sum Differential Games with Random Jumps, Applied Mathematics and Mechanics, 26 (8): 1034-1039, 2005. (SCI, EI)
[13] Guangchen Wang, Zhen Wu, Stochastic Maximum Principle for a Kind of Risk-Sensitive Optimal Control Problem and Application to Portfolio Choice, Acta Automatica Sinica, 33(10), 1043-1047, 2007. (EI)
[14] Zhen Wu, Zhiyong Yu, One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs, Proceedings of the 26th Chinese Control Conference，399-402, IEEE Catalog Number: 07EX1694, July，2007. (EI)
[15] Zhen Wu, Guangchen Wang, A Black-Scholes Formula for Option Pricing with Dividends and Optimal Investment Problems under Partial Information, J. Sys. Sci.& Math. Scis, 27(5), 676-683, 2007. (Chinese Version )
[16] Huaibin Tang, Zhen Wu, Weihai Zhang，Indefinite Stochastic Linear Quadratic Control in Infinite Time Horizon, Proceedings of the 26th Chinese Control Conference，502-506, IEEE Catalog Number: 07EX1694, July，2007. (EI)
[17] Jingtao Shi, Zhen Wu, The Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System, Acta Automatica Sinica, 32(2), 161-169, 2006. (EI)
[18] Zhen Wu, Forward-Backward Stochastic Differential Equations, Linear Quadratic Stochastic Optimal Control and Nonzero Sum Differential Games, Journal of Systems Sciences and Complexity, 18( 2), 179-192, 2005.
[19] Jun-e Feng, Zhen Wu, Jiabing Sun, Finite-time Control of Linear Singular Systems with Parametric Uncertainties and Disturbances, Acta Automatica Sinica, 31(4), 634-637, 2005.（EI）
[20] Zhen Wu, Forward-Backward Stochastic Differential Equations with Stopping Time, Acta Mathematica Scientia, 24 B(1), 91-99, 2004. (SCI)
[21] Zhen Wu, Zhiyong Yu, Fully Coupled Forward-Backward Stochastic Differential Equations and Related Partial Differential Equations System, Chinese Annals of Mathematics, 25A(4), 457-468, 2004. (Chinese Version )
[22] Zhen Wu, Gang Wei, One Kind of Optimal International Security Investment Portfolio and Consumption Choice Problem, Acta Automatic Sinica, 29(5), 673-680, 2003. (EI)
[23] Zhen Wu, Xiangrong Wang, FBSDE with Poisson Process and Its Application to Linear Quadratic Stochastic Optimal Control Problem with Random Jumps, Acta Automatic Sinica , 29(6), 821-826, 2003. (EI)
[24] Xiangrong Wang, Ziyou Gao, Zhen Wu, FBSDE and Linear Quadratic Stochastic Optimal Control, Acta Automatic Sinica, 29(1), 32-37, 2003. (EI)
[25] Mondher Bellalah，Zhen Wu, Corporate International Investment and diversification, Finance India, 16(3), September, 977-989, 2002.
[26] Zhen Wu, Forward-Backward Stochastic Differential Equations with Brownian Motion and Poisson Process, Acta Mathematicae Applicatae Sinica, 15(4), 433-443, 1999.
[27] Zhen Wu, Adapted Solution of Generalized Forward-Backward Stochastic Differential Equations and Its Dependence on Parameters, Chinese Annals of Mathematics 19A, 55-62, 1998. (Chinese Version )
[28] Zhen Wu, Maximum Principle for Optimal Control Problem of Fully Coupled Forward-Backward Stochastic Systems, Systems Sci. Math. Sci. 11(3), 249-259, 1998. |