| Year |
Citation |
Score |
| 2019 |
Han Y, Song Q, Wang G. Exit Problems as the Generalized Solutions of Dirichlet Problems Siam Journal On Control and Optimization. 57: 2392-2414. DOI: 10.1137/18M119656X |
0.33 |
|
| 2018 |
Bayraktar E, Song Q. Solvability of the nonlinear dirichlet problem with integro-differential operators Siam Journal On Control and Optimization. 56: 292-315. DOI: 10.1137/17M1130241 |
0.346 |
|
| 2018 |
Huang C, Zhang Z, Song Q. Spectral Methods for Substantial Fractional Differential Equations Journal of Scientific Computing. 74: 1554-1574. DOI: 10.1007/S10915-017-0506-8 |
0.357 |
|
| 2017 |
Huang YT, Song Q, Zheng H. Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk Siam Journal On Financial Mathematics. 8: 1-27. DOI: 10.1137/15M1052329 |
0.353 |
|
| 2017 |
Bao J, Song Q, Yin G, Yuan C. Ergodicity and strong limit results for two-time-scale functional stochastic differential equations Stochastic Analysis and Applications. 35: 1030-1046. DOI: 10.1080/07362994.2017.1349613 |
0.485 |
|
| 2017 |
Chen X, Huang Y, Song Q, Zhu C. The Stochastic Solution to a Cauchy Problem for Degenerate Parabolic Equations Journal of Mathematical Analysis and Applications. 451: 448-472. DOI: 10.1016/J.Jmaa.2017.02.021 |
0.37 |
|
| 2016 |
Song Q, Zhu C. On singular control problems with state constraints and regime-switching: A viscosity solution approach Automatica. 70: 66-73. DOI: 10.1016/J.Automatica.2016.03.017 |
0.373 |
|
| 2015 |
Song Q, Yang P. Approximating functionals of local martingales under lack of uniqueness of the Black-Scholes PDE solution Quantitative Finance. 15: 901-908. DOI: 10.1080/14697688.2013.838634 |
0.344 |
|
| 2014 |
Jiang K, Song Q, Wang L, Xie T, Wu X, Wang P, Yin G, Ye W, Wang T. Antitussive, expectorant and anti-inflammatory activities of different extracts from Exocarpium Citri grandis. Journal of Ethnopharmacology. 156: 97-101. PMID 25178947 DOI: 10.1016/j.jep.2014.08.030 |
0.313 |
|
| 2014 |
Mao X, Song Q, Yang D. A note on exponential almost sure stability of stochastic differential equation Bulletin of the Korean Mathematical Society. 51: 221-227. DOI: 10.4134/Bkms.2014.51.1.221 |
0.339 |
|
| 2013 |
Higham DJ, Mao X, Roj M, Song Q, Yin G. Mean exit times and the multilevel Monte Carlo method Siam/Asa Journal On Uncertainty Quantification. 1: 2-18. DOI: 10.1137/120883803 |
0.482 |
|
| 2013 |
Song Q, Zhang Q. An Optimal Pairs-Trading Rule Automatica. 49: 3007-3014. DOI: 10.1016/J.Automatica.2013.07.012 |
0.367 |
|
| 2013 |
Chen X, Song Q, Yi F, Yin G. Characterization of stochastic control with optimal stopping in a Sobolev space Automatica. 49: 1654-1662. DOI: 10.1016/J.Automatica.2013.02.040 |
0.514 |
|
| 2013 |
Leung T, Song Q, Yang J. Outperformance Portfolio Optimization Via the Equivalence of Pure and Randomized Hypothesis Testing Finance and Stochastics. 17: 839-870. DOI: 10.1007/S00780-013-0213-8 |
0.342 |
|
| 2013 |
Ma J, Song Q, Xu J, Zhang J. Optimal Portfolio Selection Under Concave Price Impact Applied Mathematics and Optimization. 67: 353-390. DOI: 10.1007/S00245-013-9191-7 |
0.316 |
|
| 2012 |
Bayraktar E, Huang YJ, Song Q. Outperforming the market portfolio with a given probability Annals of Applied Probability. 22: 1465-1494. DOI: 10.1214/11-Aap799 |
0.332 |
|
| 2012 |
Song Q, Yin GG, Zhu C. Optimal switching with constraints and utility maximization of an indivisible market Siam Journal On Control and Optimization. 50: 629-651. DOI: 10.1137/10080823X |
0.366 |
|
| 2012 |
Li X, Shen J, Song Q. Saddle points of discrete Markov zero-sum game with stopping Automatica. 48: 1898-1903. DOI: 10.1016/J.Automatica.2012.06.012 |
0.335 |
|
| 2011 |
Song Q, Stockbridge RH, Zhu C. On optimal harvesting problems in random environments Siam Journal On Control and Optimization. 49: 859-889. DOI: 10.1137/100797333 |
0.385 |
|
| 2011 |
Bayraktar E, Song Q, Yang J. On the continuity of stochastic exit time control problems Stochastic Analysis and Applications. 29: 48-60. DOI: 10.1080/07362994.2011.532020 |
0.319 |
|
| 2010 |
Song Q, Yin GG. Convergence rates of Markov chain approximation methods for controlled diffusions with stopping Journal of Systems Science and Complexity. 23: 600-621. DOI: 10.1007/S11424-010-0148-5 |
0.37 |
|
| 2008 |
Song Q, Yin GG, Zhang Z. Numerical solutions for stochastic differential games with regime switching Ieee Transactions On Automatic Control. 53: 509-521. DOI: 10.1109/Tac.2007.915169 |
0.364 |
|
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