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Li Chen · Study

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Li Chen

8 works· latest 2024· 5 institutionscluster: provisionalORCID 0000-0003-3479-2977

h-index8

i108

Citations516

Works here8

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Most cited in this library

Maximum principle for the stochastic optimal control problem with delay and application2010 · 225 citations
QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES2004 · 108 citations
Delayed Stochastic Linear‐Quadratic Control Problem and Related Applications2012 · 43 citations
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays2014 · 40 citations
Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation2014 · 27 citations

Works

8 shown

Digitalization of banks and inclusive finance: New insights from cultural industry's financing constraints

Financial Review·2024·4 authors·Open access

23citations

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays

IEEE Transactions on Automatic Control·2014·2 authors

40citations

Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation

Journal of Optimization Theory and Applications·2014·2 authors

27citations

Dynamic programming principle for stochastic recursive optimal control problem with delayed systems

ESAIM Control Optimisation and Calculus of Variations·2012·2 authors·Open access

24citations

Delayed Stochastic Linear‐Quadratic Control Problem and Related Applications

Journal of Applied Mathematics·2012·3 authors·Open access

43citations

A type of general forward-backward stochastic differential equations and applications

Chinese Annals of Mathematics Series B·2011·2 authors

26citations

Maximum principle for the stochastic optimal control problem with delay and application

Automatica·2010·2 authors

225citations

QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES

Mathematical Finance·2004·3 authors·Open access

108citations