Zhou, Chao

(as bibtex)

Elsewhere: [math people] [google] [google scholar]

Articles (11)

• Zhou, Chao, Popier, Alexandre. Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. The Annals of Applied Probability 2019. 29:1685-1739
• Zhou, Chao, Tan, Xiaolu, Possamaï, Dylan. Stochastic control for a class of nonlinear kernels and applications. The Annals of Probability 2018. 46:551-603
• Zhou, Chao, Tan, Xiaolu, Possamaï, Dylan, Bouchard, Bruno. A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 2018. 54:154-172
• Kazi-Tani, Nabil, Possamaï, Dylan, Zhou, Chao. Quadratic BSDEs with jumps: Related nonlinear expectations. Stochastics and Dynamics 2016. 16:NA-NA
• Zhou, Chao, Possamaï, Dylan, Kazi-Tani, Nabil. Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Electronic Journal of Probability 2015. 2015:-
• Zhou, Chao, Possamaï, Dylan, Matoussi, Anis. ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL. Mathematical Finance 2015. 25:258-287
• Zhou, Chao, Kazi-Tani, Nabil, Possamai, Dylan. Quadratic BSDEs with jumps: a fixed-point approach. Electronic Journal of Probability 2015. 2015:-
• Zhou, Chao, Possamaï, Dylan, Kazi-Tani, Nabil. Second-order BSDEs with jumps: Formulation and uniqueness. The Annals of Applied Probability 2015. 25:2867-2908
• Sabbagh, Wissal, Zhou, Chao, Matoussi, Anis. The obstacle problem for semilinear parabolic partial integro-differential equations. Stochastics and Dynamics 2015. 15:NA-NA
• Zhou, Chao, Possamai, Dylan, Matoussi, Anis. Second order reflected backward stochastic differential equations. The Annals of Applied Probability 2013. 23:2420-2457
• Zhou, Chao, Wang, Mingzhe. Research on a New System with Neglected or Delayed Failure Impact. Communications in Statistics: Theory and Methods 2013. 42:1-10