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Author ID: wu.rangquan Recent zbMATH articles by "Wu, Rangquan"
Published as: Wu, Rangquan; Wu, Rang-Quan
Documents Indexed: 21 Publications since 1983, including 1 Book
Co-Authors: 8 Co-Authors with 17 Joint Publications
275 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 53 times in 38 Documents Cited by Year
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales. Zbl 0934.60053
Ding, Xiaodong; Wu, Rangquan
13
1998
Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035
Fei, Weiyin; Wu, Rangquan; Shao, Shihuang
8
2003
Existence and uniqueness of the solutions of stochastic differential equations. Zbl 0535.60054
Wu, Rang-Quan; Mao, Xuerong
7
1983
Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041
Fei, Weiyin; Wu, Rangquan
7
2004
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021
Fei, Weiyin; Wu, Rangquan
5
2002
Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042
Fei, Weiyin; Wu, Rangquan
4
2003
Analysis of dynamical systems whose inputs are fuzzy stochastic processes. Zbl 1008.93052
Hu, Liangjian; Wu, Rangquan; Shao, Shihuang
3
2002
Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025
Fei, Weiyin; Wu, Rangquan
3
2000
Determination of the asymptotic crack tip fields for a crack perpendicular to an interface between elastic-plastic materials. Zbl 0783.73048
Chao, Y.-J.; Sutton, M. A.; Wu, R.
2
1993
Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu
1
2001
Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041
Fei, Weiyin; Wu, Rangquan
7
2004
Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035
Fei, Weiyin; Wu, Rangquan; Shao, Shihuang
8
2003
Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042
Fei, Weiyin; Wu, Rangquan
4
2003
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021
Fei, Weiyin; Wu, Rangquan
5
2002
Analysis of dynamical systems whose inputs are fuzzy stochastic processes. Zbl 1008.93052
Hu, Liangjian; Wu, Rangquan; Shao, Shihuang
3
2002
Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu
1
2001
Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025
Fei, Weiyin; Wu, Rangquan
3
2000
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales. Zbl 0934.60053
Ding, Xiaodong; Wu, Rangquan
13
1998
Determination of the asymptotic crack tip fields for a crack perpendicular to an interface between elastic-plastic materials. Zbl 0783.73048
Chao, Y.-J.; Sutton, M. A.; Wu, R.
2
1993
Existence and uniqueness of the solutions of stochastic differential equations. Zbl 0535.60054
Wu, Rang-Quan; Mao, Xuerong
7
1983

Citations by Year