Properties of switching jump diffusions: Maximum principles and Harnack inequalities X Chen, ZQ Chen, K Tran, G Yin | 24 | 2019 |

Parabolic variational inequality with parameter and gradient constraints X Chen, Y Chen, F Yi Journal of Mathematical Analysis and Applications 385 (2), 928-946, 2012 | 24 | 2012 |

American lookback option with fixed strike price—2-D parabolic variational inequality X Chen, F Yi, L Wang Journal of Differential Equations 251 (11), 3063-3089, 2011 | 17 | 2011 |

A problem of singular stochastic control with optimal stopping in finite horizon X Chen, F Yi SIAM Journal on Control and Optimization 50 (4), 2151-2172, 2012 | 13 | 2012 |

Characterization of stochastic control with optimal stopping in a Sobolev space X Chen, Q Song, F Yi, G Yin Automatica 49 (6), 1654-1662, 2013 | 8 | 2013 |

A fully nonlinear free boundary problem arising from optimal dividend and risk control model C Guan, F Yi, X Chen Mathematical Control and Related Fields 9 (3), 425-452, 2019 | 7 | 2019 |

Free boundary problem of Barenblatt equation in stochastic control XS CHEN, FH YI Discrete andContinuous Dynamical Systems 21 (5), 1421-1434, 2016 | 7 | 2016 |

Optimal stopping investment with non-smooth utility over an infinite time horizon X Chen, X Li, F Yi Journal of industrial and management optimization 15 (1), 81-96, 2019 | 5 | 2019 |

A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon X Chen, C Guan, F Yi SIAM Journal on Control and Optimization 59 (4), 2524-2545, 2021 | 3 | 2021 |

The stochastic solution to a Cauchy problem for degenerate parabolic equations X Chen, YJ Huang, Q Song, C Zhu Journal of Mathematical Analysis and Applications 451 (1), 448-472, 2017 | 3 | 2017 |

Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market X Chen, F Yi Applicable Analysis 93 (3), 583-596, 2014 | 3 | 2014 |

American option of stochastic volatility model with negative Fichera function on degenerate boundary X Chen, Q Song arXiv preprint arXiv:1306.0345, 2013 | 3 | 2013 |

American option model and negative Fichera function on degenerate boundary X Chen, Z Jin, Q Song Modeling, Stochastic Control, Optimization, and Applications, 95-113, 2019 | 2 | 2019 |

On the stochastic solution to a Cauchy problem associated with nonnegative price processes X Chen, YJ Huang, Q Song, C Zhu arXiv preprint arXiv:1309.0046, 2013 | 2 | 2013 |

Optimal consumption under a drawdown constraint over a finite horizon X Chen, X Li, F Yi, X Yu arXiv preprint arXiv:2207.07848, 2022 | 1 | 2022 |

Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon C Guan, X Chen, X Han Mathematical Control and Related Fields, 0-0, 2024 | | 2024 |

Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance X Chen, Q Song, F Yi, G Yin arXiv preprint arXiv:1201.0075, 2011 | | 2011 |