| Maximum principle for backward doubly stochastic control systems with applications Y Han, S Peng, Z Wu SIAM Journal on Control and Optimization 48 (7), 4224-4241, 2010 | 80 | 2010 |
| Invariant tori in Hamiltonian systems with high order proper degeneracy Y Han, Y Li, Y Yi Annales Henri Poincaré 10 (8), 1419-1436, 2010 | 63 | 2010 |
| Degenerate lower-dimensional tori in Hamiltonian systems Y Han, Y Li, Y Yi Journal of Differential Equations 227 (2), 670-691, 2006 | 60 | 2006 |
| Periodic solutions of Fokker–Planck equations F Chen, Y Han, Y Li, X Yang Journal of Differential Equations 263 (1), 285-298, 2017 | 46 | 2017 |
| Maximum principle for general controlled systems driven by fractional Brownian motions Y Han, Y Hu, J Song Applied Mathematics & Optimization 67 (2), 279-322, 2013 | 33 | 2013 |
| Stochastic maximum principle for delayed backward doubly stochastic control systems J Xu, YC Han J. Nonlinear Sci. Appl 10, 215-226, 2017 | 14 | 2017 |
| Persistence of lower-dimensional hyperbolic invariant tori for generalized Hamiltonian systems B Liu, W Zhu, Y Han Journal of mathematical analysis and applications 322 (1), 251-275, 2006 | 12 | 2006 |
| A closed-form pricing formula for variance swaps under MRG–Vasicek model Y Han, L Zhao Computational and Applied Mathematics 38, 1-17, 2019 | 10 | 2019 |
| Periodic solutions of stochastic functional differential equations with jumps via viability X Zhou, X Jiang, Y Li, Y Han Journal of Dynamics and Differential Equations 34 (3), 2429-2463, 2022 | 8 | 2022 |
| Least squares estimators for reflected Ornstein–Uhlenbeck processes H Yuecaia, Z Dingwen Communications in Statistics-Theory and Methods 53 (21), 7746-7759, 2024 | 7 | 2024 |
| Option pricing under the fractional stochastic volatility model Y Han, Z Li, C Liu The ANZIAM Journal 63 (2), 123-142, 2021 | 7 | 2021 |
| Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions Y Han, Y Sun Optimal Control Applications and Methods 40 (5), 900-913, 2019 | 6 | 2019 |
| Nadaraya-Watson estimators for reflected stochastic processes Y Han, D Zhang Acta Mathematica Scientia 44 (1), 143-160, 2024 | 5 | 2024 |
| Maximum principle of discrete stochastic control system driven by both fractional noise and white noise Y Han, Z Li Discrete Dynamics in Nature and Society 2020 (1), 1959050, 2020 | 5 | 2020 |
| Pricing perpetual timer option under the stochastic volatility model of Hull–White J Zhang, X Lu, Y Han The ANZIAM Journal 58 (3-4), 406-416, 2017 | 5 | 2017 |
| Arnold’s theorem on properly degenerate systems with the Rüssmann nondegeneracy H Yuecai, L Yong Science in China Series A: Mathematics 48 (12), 1656-1669, 2005 | 5 | 2005 |
| Non-existence criteria for Laurent polynomial first integrals S Shi, Y Han Electronic Journal of Qualitative Theory of Differential Equations 2003 (6 …, 2003 | 4 | 2003 |
| A deep learning method for pricing high-dimensional American-style options via state-space partition Y Han, X Zheng Computational and Applied Mathematics 43 (3), 152, 2024 | 3 | 2024 |
| Calibrating fractional Vasicek model Y Han, N Li Communications in Statistics-Theory and Methods 52 (13), 4429-4443, 2023 | 3 | 2023 |
| A new deep neural network algorithm for multiple stopping with applications in options pricing Y Han, N Li Communications in Nonlinear Science and Numerical Simulation 117, 106881, 2023 | 3 | 2023 |