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Xiaolu Tan

Identifiers

  • name variant Xiaolu Tan 0.60 · backfill

Papers (20)

  1. Particle Methods with Deep Learning for Stochastic Control under Partial Observation math.OC · 2026 · author #2
  2. Optimal incentive scheme for ESG disclosure econ.GN · 2026 · author #3
  3. Comparison of viscosity solutions for a class of non-linear PDEs on the space of finite nonnegative measures math.PR · 2026 · author #4
  4. Numerical approximation of BSDEs using local polynomial drivers and branching processes math.NA · 2016 · author #2
  5. Robust pricing--hedging duality for American options in discrete time financial markets math.OC · 2016 · author #4
  6. Branching diffusion representation of semilinear PDEs and Monte Carlo approximation math.PR · 2016 · author #3
  7. Stochastic control for a class of nonlinear kernels and applications math.PR · 2015 · author #2
  8. Tightness and duality of martingale transport on the Skorokhod space math.PR · 2015 · author #2
  9. Optimal Skorokhod embedding under finitely-many marginal constraints math.PR · 2015 · author #2
  10. On the monotonicity principle of optimal Skorokhod embedding problem math.PR · 2015 · author #2
  11. A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systems math.PR · 2015 · author #3
  12. Unbiased simulation of stochastic differential equations math.PR · 2015 · author #2
  13. On the convergence of monotone schemes for path-dependent PDE math.PR · 2015 · author #2
  14. Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks math.PR · 2015 · author #2
  15. A pseudo-Markov property for controlled diffusion processes math.PR · 2015 · author #3
  16. Discrete-time probabilistic approximation of path-dependent stochastic control problems math.PR · 2014 · author #1
  17. Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework math.OC · 2013 · author #2
  18. Weak approximation of second-order BSDEs math.PR · 2013 · author #2
  19. Optimal transportation under controlled stochastic dynamics math.PR · 2013 · author #1
  20. A numerical algorithm for a class of BSDEs via branching process math.NA · 2013 · author #2

Mentions

  • 2606.09055 #2 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1510.08439 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1612.06790 #2 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1603.01727 #3 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1504.06107 #2 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1310.1173 #2 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1507.01125 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1506.04063 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1506.03413 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1302.4624 #2 · arxiv_oai · confidence 0.70 Xiaolu Tan
  • 1505.00597 #3 · backfill · confidence 0.70 Xiaolu Tan
  • 1504.06107 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1504.01872 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1503.00500 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1501.03939 #3 · backfill · confidence 0.70 Xiaolu Tan
  • 1407.0499 #1 · backfill · confidence 0.70 Xiaolu Tan
  • 1310.3363 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1310.1173 #2 · backfill · confidence 0.70 Xiaolu Tan
  • 1310.0939 #1 · backfill · confidence 0.70 Xiaolu Tan
  • 1302.4624 #2 · backfill · confidence 0.70 Xiaolu Tan

Frequent Coauthors