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Yi, Fahuai

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Author ID: yi.fahuai Recent zbMATH articles by "Yi, Fahuai"
Published as: Yi, F.; Yi, Fa-huai; Yi, Fahuai
Documents Indexed: 90 Publications since 1987
all top 5

Serials

6 Journal of Mathematical Analysis and Applications
6 Journal of Differential Equations
5 Journal of South China Normal University. Natural Science Edition
4 Mathematical Methods in the Applied Sciences
4 Journal of Partial Differential Equations
3 Applied Mathematics and Computation
3 European Journal of Applied Mathematics
3 Applied Mathematics. Series B (English Edition)
3 Mathematical Control and Related Fields
2 Applicable Analysis
2 SIAM Journal on Control and Optimization
2 Science in China. Series A
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Applied Mathematics. Series A (Chinese Edition)
2 Journal of Inequalities and Applications
2 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 Computers & Mathematics with Applications
1 Acta Mathematica Sinica
1 Archiv der Mathematik
1 Automatica
1 Glasgow Mathematical Journal
1 Journal of Computational and Applied Mathematics
1 Mathematische Annalen
1 Mathematics of Operations Research
1 Meccanica
1 Portugaliae Mathematica
1 Quarterly of Applied Mathematics
1 Soochow Journal of Mathematics
1 Journal of Xi’an Jiaotong University
1 Acta Mathematicae Applicatae Sinica
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Annals of Mathematics. Series A
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Journal of East China Normal University. Natural Science Edition
1 Acta Mathematicae Applicatae Sinica. English Series
1 Asymptotic Analysis
1 Communications in Partial Differential Equations
1 SIAM Journal on Mathematical Analysis
1 Acta Mathematica Sinica. New Series
1 Applied Mathematics
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Journal of Nanjing Normal University. Natural Science Edition
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Communications in Contemporary Mathematics
1 Nonlinear Analysis. Real World Applications
1 Discrete and Continuous Dynamical Systems. Series B
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Archives of Inequalities and Applications
1 Advances in Difference Equations
1 Journal of Industrial and Management Optimization
1 Nonlinear Analysis. Theory, Methods & Applications

Publications by Year

Citations contained in zbMATH

48 Publications have been cited 282 times in 192 Documents Cited by Year
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem. Zbl 1227.35182
Dai, Min; Yi, Fahuai
39
2009
Existence, uniqueness, and regularity of classical solutions of the Mullins-Sekerka problem. Zbl 0884.35177
Chen, Xinfu; Hong, Jiaxing; Yi, Fahuai
26
1996
Finite horizon optimal investment and consumption with transaction costs. Zbl 1189.35166
Dai, Min; Jiang, Lishang; Li, Peifan; Yi, Fahuai
20
2009
Local classical solution of Muskat free boundary problem. Zbl 0847.35152
Yi, Fahuai
18
1996
A parabolic variational inequality arising from the valuation of fixed rate mortgages. Zbl 1133.91026
Jiang, Lishang; Bian, Baojun; Yi, Fahuai
17
2005
Global classical solution of Muskat free boundary problem. Zbl 1038.35083
Yi, Fahuai
14
2003
On a parabolic system with time derivative in the boundary conditions and related free boundary problems. Zbl 0940.35211
Rodrigues, J. F.; Solonnikov, V. A.; Yi, F.
13
1999
A variational inequality arising from American installment call options pricing. Zbl 1163.49009
Yang, Zhou; Yi, Fahuai
11
2009
A variational inequality arising from European installment call options pricing. Zbl 1168.35453
Yi, Fahuai; Yang, Zhou; Wang, Xiaohua
10
2008
On a two-phase continuous casting Stefan problem with nonlinear flux. Zbl 0723.35086
Rodrigues, José Francisco; Yi, Fahuai
10
1990
Muskat problem with surface tension. Zbl 0884.35176
Hong, Jiaxing; Tao, Youshan; Yi, Fahuai
8
1997
One-dimensional combustion free boundary problem. Zbl 1086.35152
Yi, Fahuai
7
2004
A free boundary problem arising from pricing convertible bond. Zbl 1187.35295
Yang, Zhou; Yi, Fahuai
6
2010
Global classical solution of quasi-stationary Stefan free boundary problem. Zbl 1075.35120
Yi, Fahuai
6
2005
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
5
2017
An optimal consumption-investment model with constraint on consumption. Zbl 1414.91355
Xu, Zuo Quan; Yi, Fahuai
5
2016
American lookback option with fixed strike price-2-D parabolic variational inequality. Zbl 1230.91174
Chen, Xiaoshan; Yi, Fahuai; Wang, Lihe
5
2011
A free boundary problem arising from a stochastic optimal control model under controllable risk. Zbl 1331.35400
Guan, Chonghu; Yi, Fahuai
4
2016
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
4
2014
Valuation of European installment put option: variational inequality approach. Zbl 1180.35586
Yang, Zhou; Yi, Fahuai
4
2009
A variational inequality arising from European option pricing with transaction costs. Zbl 1158.35381
Yi, Fahuai; Yang, Zhou
4
2008
A parabolic variational inequality arising from the valuation of strike reset options. Zbl 1110.35040
Yang, Zhou; Yi, Fahuai; Dai, Min
4
2006
Classical solution of quasi-stationary Stefan problem. Zbl 0854.35131
Yi, Fahuai
4
1996
Regularity of the free boundary of a continuous casting problem. Zbl 0796.35179
Chen, Xinfu; Yi, Fahuai
4
1993
Parabolic variational inequality with parameter and gradient constraints. Zbl 1228.49011
Chen, Xiaoshan; Chen, Yingshan; Yi, Fahuai
3
2012
Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem. Zbl 0883.35137
Yi, Fahuai; Tao, Youshan; Liu, Zuhan
3
1997
Investment and consumption problem in finite time with consumption constraint. Zbl 1382.35347
Jian, Xiongfei; Yi, Fahuai; Zhang, Jianbo
2
2017
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate. Zbl 1302.35462
Guan, Chonghu; Yi, Fahuai
2
2014
A problem of singular stochastic control with optimal stopping in finite horizon. Zbl 1405.60054
Chen, Xiaoshan; Yi, Fahuai
2
2012
Free boundary problem concerning pricing convertible bond. Zbl 1217.91226
Yi, Fahuai; Yang, Zhou
2
2011
American put option with regime-switching volatility (finite time horizon) – variational inequality approach. Zbl 1147.91035
Yi, Fahuai
2
2008
An one-dimensional two-phase free boundary problem in an angular domain. Zbl 1133.35444
Yi, Fahuai; Han, Xiaoru
2
2007
A fully nonlinear free boundary problem arising from optimal dividend and risk control model. Zbl 1427.93276
Guan, Chonghu; Yi, Fahuai; Chen, Xiaoshan
1
2019
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. Zbl 1447.35397
Guan, Chonghu; Yi, Fahuai; Chen, Jing
1
2019
A consumption-investment problem with constraints on minimum and maximum consumption rates. Zbl 1395.91416
Ma, Qinghua; Yi, Fahuai; Guan, Chonghu
1
2018
Non-trivial \(m\)-quasi-Einstein metrics on quadratic Lie groups. Zbl 1338.53069
Chen, Zhiqi; Liang, Ke; Yi, Fahuai
1
2016
Dynkin game of convertible bonds and their optimal strategy. Zbl 1305.91060
Yan, Huiwen; Yi, Fahuai; Yang, Zhou; Liang, Gechun
1
2015
Debt-equity swap with finite time horizon – variational inequality approach. Zbl 1319.49013
Han, Xiaoru; Yi, Fahuai; Zhang, Jianbo
1
2014
The free boundary problem of American butterfly option. Zbl 1280.35159
Guan, Chonghu; Yi, Fahuai
1
2014
A variational inequality from pricing convertible bond. Zbl 1213.91175
Yan, Huiwen; Yi, Fahuai
1
2011
A free boundary problem arising from the valuation of the Russian option. Zbl 1199.91231
Yi, Fahuai; Yu, Tao
1
2008
Local classical solution of a free boundary problem for a coupled system. Zbl 1089.35095
Wang, Xiaohua; Yi, Fahuai; Yang, Zhou
1
2005
Global classical solution of free boundary problem for a coupled system. Zbl 1055.35151
Wang, Xiaohua; Yi, Fahuai
1
2003
Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition. Zbl 1034.35162
Yi, Fahuai; Liu, Yuqing
1
2002
Global existence and uniqueness for a hyperbolic system with free boundary. Zbl 1010.35119
Yang, Tong; Yi, Fahuai
1
2001
Asymptotic behaviour of the solutions of the supercooled Stefan problem. Zbl 0876.35135
Yi, Fahuai
1
1997
Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary. Zbl 0859.35065
Tao, Youshan; Yi, Fahuai
1
1996
An evolutionary continuous casting problem of two phases and its periodic behaviour. Zbl 0707.35162
Yi, Fahuai
1
1989
A fully nonlinear free boundary problem arising from optimal dividend and risk control model. Zbl 1427.93276
Guan, Chonghu; Yi, Fahuai; Chen, Xiaoshan
1
2019
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. Zbl 1447.35397
Guan, Chonghu; Yi, Fahuai; Chen, Jing
1
2019
A consumption-investment problem with constraints on minimum and maximum consumption rates. Zbl 1395.91416
Ma, Qinghua; Yi, Fahuai; Guan, Chonghu
1
2018
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
5
2017
Investment and consumption problem in finite time with consumption constraint. Zbl 1382.35347
Jian, Xiongfei; Yi, Fahuai; Zhang, Jianbo
2
2017
An optimal consumption-investment model with constraint on consumption. Zbl 1414.91355
Xu, Zuo Quan; Yi, Fahuai
5
2016
A free boundary problem arising from a stochastic optimal control model under controllable risk. Zbl 1331.35400
Guan, Chonghu; Yi, Fahuai
4
2016
Non-trivial \(m\)-quasi-Einstein metrics on quadratic Lie groups. Zbl 1338.53069
Chen, Zhiqi; Liang, Ke; Yi, Fahuai
1
2016
Dynkin game of convertible bonds and their optimal strategy. Zbl 1305.91060
Yan, Huiwen; Yi, Fahuai; Yang, Zhou; Liang, Gechun
1
2015
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
4
2014
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate. Zbl 1302.35462
Guan, Chonghu; Yi, Fahuai
2
2014
Debt-equity swap with finite time horizon – variational inequality approach. Zbl 1319.49013
Han, Xiaoru; Yi, Fahuai; Zhang, Jianbo
1
2014
The free boundary problem of American butterfly option. Zbl 1280.35159
Guan, Chonghu; Yi, Fahuai
1
2014
Parabolic variational inequality with parameter and gradient constraints. Zbl 1228.49011
Chen, Xiaoshan; Chen, Yingshan; Yi, Fahuai
3
2012
A problem of singular stochastic control with optimal stopping in finite horizon. Zbl 1405.60054
Chen, Xiaoshan; Yi, Fahuai
2
2012
American lookback option with fixed strike price-2-D parabolic variational inequality. Zbl 1230.91174
Chen, Xiaoshan; Yi, Fahuai; Wang, Lihe
5
2011
Free boundary problem concerning pricing convertible bond. Zbl 1217.91226
Yi, Fahuai; Yang, Zhou
2
2011
A variational inequality from pricing convertible bond. Zbl 1213.91175
Yan, Huiwen; Yi, Fahuai
1
2011
A free boundary problem arising from pricing convertible bond. Zbl 1187.35295
Yang, Zhou; Yi, Fahuai
6
2010
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem. Zbl 1227.35182
Dai, Min; Yi, Fahuai
39
2009
Finite horizon optimal investment and consumption with transaction costs. Zbl 1189.35166
Dai, Min; Jiang, Lishang; Li, Peifan; Yi, Fahuai
20
2009
A variational inequality arising from American installment call options pricing. Zbl 1163.49009
Yang, Zhou; Yi, Fahuai
11
2009
Valuation of European installment put option: variational inequality approach. Zbl 1180.35586
Yang, Zhou; Yi, Fahuai
4
2009
A variational inequality arising from European installment call options pricing. Zbl 1168.35453
Yi, Fahuai; Yang, Zhou; Wang, Xiaohua
10
2008
A variational inequality arising from European option pricing with transaction costs. Zbl 1158.35381
Yi, Fahuai; Yang, Zhou
4
2008
American put option with regime-switching volatility (finite time horizon) – variational inequality approach. Zbl 1147.91035
Yi, Fahuai
2
2008
A free boundary problem arising from the valuation of the Russian option. Zbl 1199.91231
Yi, Fahuai; Yu, Tao
1
2008
An one-dimensional two-phase free boundary problem in an angular domain. Zbl 1133.35444
Yi, Fahuai; Han, Xiaoru
2
2007
A parabolic variational inequality arising from the valuation of strike reset options. Zbl 1110.35040
Yang, Zhou; Yi, Fahuai; Dai, Min
4
2006
A parabolic variational inequality arising from the valuation of fixed rate mortgages. Zbl 1133.91026
Jiang, Lishang; Bian, Baojun; Yi, Fahuai
17
2005
Global classical solution of quasi-stationary Stefan free boundary problem. Zbl 1075.35120
Yi, Fahuai
6
2005
Local classical solution of a free boundary problem for a coupled system. Zbl 1089.35095
Wang, Xiaohua; Yi, Fahuai; Yang, Zhou
1
2005
One-dimensional combustion free boundary problem. Zbl 1086.35152
Yi, Fahuai
7
2004
Global classical solution of Muskat free boundary problem. Zbl 1038.35083
Yi, Fahuai
14
2003
Global classical solution of free boundary problem for a coupled system. Zbl 1055.35151
Wang, Xiaohua; Yi, Fahuai
1
2003
Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition. Zbl 1034.35162
Yi, Fahuai; Liu, Yuqing
1
2002
Global existence and uniqueness for a hyperbolic system with free boundary. Zbl 1010.35119
Yang, Tong; Yi, Fahuai
1
2001
On a parabolic system with time derivative in the boundary conditions and related free boundary problems. Zbl 0940.35211
Rodrigues, J. F.; Solonnikov, V. A.; Yi, F.
13
1999
Muskat problem with surface tension. Zbl 0884.35176
Hong, Jiaxing; Tao, Youshan; Yi, Fahuai
8
1997
Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem. Zbl 0883.35137
Yi, Fahuai; Tao, Youshan; Liu, Zuhan
3
1997
Asymptotic behaviour of the solutions of the supercooled Stefan problem. Zbl 0876.35135
Yi, Fahuai
1
1997
Existence, uniqueness, and regularity of classical solutions of the Mullins-Sekerka problem. Zbl 0884.35177
Chen, Xinfu; Hong, Jiaxing; Yi, Fahuai
26
1996
Local classical solution of Muskat free boundary problem. Zbl 0847.35152
Yi, Fahuai
18
1996
Classical solution of quasi-stationary Stefan problem. Zbl 0854.35131
Yi, Fahuai
4
1996
Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary. Zbl 0859.35065
Tao, Youshan; Yi, Fahuai
1
1996
Regularity of the free boundary of a continuous casting problem. Zbl 0796.35179
Chen, Xinfu; Yi, Fahuai
4
1993
On a two-phase continuous casting Stefan problem with nonlinear flux. Zbl 0723.35086
Rodrigues, José Francisco; Yi, Fahuai
10
1990
An evolutionary continuous casting problem of two phases and its periodic behaviour. Zbl 0707.35162
Yi, Fahuai
1
1989
all top 5

Cited by 259 Authors

27 Yi, Fahuai
12 Yang, Zhou
7 Dai, Min
7 Lin, Zhigui
6 Chen, Xinfu
6 Guan, Chonghu
5 Escher, Joachim
5 Friedman, Avner
5 Gancedo, Francisco
5 Matioc, Bogdan-Vasile
5 Vasylyeva, Nataliya V.
5 Xu, Zuoquan
4 Chang, Hao
4 Cordoba, Diego
4 Han, Xiaoru
4 Liang, Gechun
4 Sass, Jörn
4 Simonett, Gieri
3 Bazaliy, Borys V.
3 Belak, Christoph
3 Castro, Ángel
3 Chen, Xiaoshan
3 Chen, Yingshan
3 Deng, Guohe
3 Fefferman, Charles Louis
3 Jeon, Junkee
3 Jiang, Lishang
3 Karakhanyan, Aram L.
3 Kim, Kwang Ik
3 Krasnoshchok, Mykola Valeriĭovych
3 Ling, Zhi
3 Matioc, Anca-Voichita
3 Muhle-Karbe, Johannes
3 Prüß, Jan Wilhelm
3 Yan, Huiwen
2 Alikakos, Nicholas D.
2 Amar, Micol
2 Andreucci, Daniele
2 Bichuch, Maxim
2 Bisegna, Paolo
2 Bonnet, Alexis
2 Chang, Kai
2 Ciurlia, Pierangelo
2 Degtyarev, Sergeĭ Petrovich
2 Fusco, Giorgio
2 Gerhold, Stefan
2 Gianni, Roberto
2 Guasoni, Paolo
2 Hadzic, Mahir
2 Li, Xun
2 López-Fernández, María
2 Ma, Jingtang
2 Menkens, Olaf
2 Nguyen, Huy Quang
2 Qian, Xiaosong
2 Rodrigues, José Francisco
2 Schachermayer, Walter
2 Shi, Yimin
2 Sun, Yudong
2 Tan, Qijian
2 Tao, Youshan
2 Vázquez Cendón, Carlos
2 Wang, Lihe
2 Wu, Sen
2 Xie, Xuming
2 Xing, Jie
2 Zaltzman, Boris
2 Zhang, Qing
2 Zhou, Peng
1 Alber, Hans-Dieter
1 Amaro de Matos, João
1 Ambrose, David M.
1 Andreu, Fuensanta
1 Andrusyak, Ruslan V.
1 Arregui, Iñigo A.
1 Bailly, Jacques-Herbert
1 Bao, Jie
1 Bao, Qunfang
1 Barkhudaryan, Rafayel H.
1 Bates, Peter W.
1 Bergner, Matthias
1 Bhim, Louis
1 Bian, Baojun
1 Bizhanova, Galina I.
1 Bronsard, Lia
1 Burdeina, N. O.
1 Butt, Nabeel
1 Carlen, Eric Anders
1 Carvalho, Maria Conceição
1 Chadam, John M.
1 Chen, Jing
1 Chen, Zhiming
1 Chen, Zhiqi
1 Cheng, Chengcheng
1 Choi, Sun-Yong
1 Chugreeva, Olga
1 Constantin, Peter
1 Cui, Shangbin
1 de Frutos, Javier
1 Deckelnick, Klaus
...and 159 more Authors
all top 5

Cited in 91 Serials

13 Journal of Mathematical Analysis and Applications
11 Journal of Differential Equations
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
6 Journal of Computational and Applied Mathematics
6 Nonlinear Analysis. Real World Applications
5 Archive for Rational Mechanics and Analysis
5 SIAM Journal on Control and Optimization
5 SIAM Journal on Financial Mathematics
4 Applicable Analysis
4 Mathematical Methods in the Applied Sciences
4 Journal of Economic Dynamics & Control
4 Journal of Mathematical Sciences (New York)
4 Nonlinear Analysis. Theory, Methods & Applications
3 Applied Mathematics and Computation
3 Applied Mathematics. Series B (English Edition)
3 NoDEA. Nonlinear Differential Equations and Applications
3 Finance and Stochastics
3 Journal of Inequalities and Applications
3 Journal of Mathematical Fluid Mechanics
3 Journal of Systems Science and Complexity
3 Boundary Value Problems
3 Mathematical Control and Related Fields
2 Computers & Mathematics with Applications
2 Mathematics of Operations Research
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Science in China. Series A
2 Applied Mathematical Modelling
2 European Journal of Operational Research
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Discrete and Continuous Dynamical Systems
2 Mathematical Problems in Engineering
2 Abstract and Applied Analysis
2 International Journal of Theoretical and Applied Finance
2 Discrete and Continuous Dynamical Systems. Series B
2 Science China. Mathematics
2 S\(\vec{\text{e}}\)MA Journal
2 Fractional Differential Calculus
2 Evolution Equations and Control Theory
1 Computer Methods in Applied Mechanics and Engineering
1 Mathematics of Computation
1 Chaos, Solitons and Fractals
1 Journal of Geometry and Physics
1 Advances in Mathematics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
1 Applied Mathematics and Optimization
1 Illinois Journal of Mathematics
1 Indiana University Mathematics Journal
1 Journal of Economic Theory
1 Journal of Functional Analysis
1 Mathematische Annalen
1 Transactions of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Acta Applicandae Mathematicae
1 Optimization
1 Asymptotic Analysis
1 European Journal of Applied Mathematics
1 The Journal of Geometric Analysis
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Partial Differential Equations
1 International Journal of Computer Mathematics
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Proceedings of the National Academy of Sciences of the United States of America
1 Journal of Nonlinear Science
1 Continuum Mechanics and Thermodynamics
1 Calculus of Variations and Partial Differential Equations
1 Complexity
1 Mathematical Finance
1 Mathematical Methods of Operations Research
1 Matematicheskie Trudy
1 Discrete Dynamics in Nature and Society
1 Annals of Mathematics. Second Series
1 Interfaces and Free Boundaries
1 Journal of the European Mathematical Society (JEMS)
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Communications in Contemporary Mathematics
1 The ANZIAM Journal
1 Quantitative Finance
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 North American Actuarial Journal
1 Asia-Pacific Financial Markets
1 Advances in Difference Equations
1 Stochastics
1 Complex Variables and Elliptic Equations
1 Mathematics and Financial Economics
1 International Journal of Biomathematics
1 SIAM/ASA Journal on Uncertainty Quantification
1 Electronic Research Archive

Citations by Year