A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
(2007)
Journal Article
Feng, C., & Zhao, H. (2007). A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals. Electronic Journal of Probability, 12, https://doi.org/10.1214/ejp.v12-468
Professor Huaizhong Zhao's Outputs (3)
Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times (2007)
Book Chapter
Elworthy, D., Truman, A., & Zhao, H. (2007). Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times. In C. Donati-Martin, M. Émery, A. Rouault, & C. Stricker (Eds.), Séminaire de Probabilités XL. Springer Verlag
Stationary solutions of SPDEs and infinite horizon BDSDEs (2007)
Journal Article
Zhang, Q., & Zhao, H. (2007). Stationary solutions of SPDEs and infinite horizon BDSDEs. Journal of Functional Analysis, 252(1), 171-219. https://doi.org/10.1016/j.jfa.2007.06.019