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[194]M.X. Shen, C. Fei, W. Fei, X.R. Mao. Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Systems \& Control Letters, 2020,137:104645 (SCI, EI,一类)
[193] C.H. Mei, C. Fei, W.Y. Fei, X.R. Mao. Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control. IET Control Theor. Appl., 2020, 14 (2): 313-323 (SCI, EI,一类)
[192] 费晨,费为银. 分布不确定下随机微分方程参数最小二乘估计. 数学物理学报,2019,39A(6): 1499-1513
(C. Fei, W.Y. Fei. Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty. Acta Mathematica Scientia A, 2019,39A(6): 1499-1513)
[191] W.Y. Fei, L.J. Hu, X.R. Mao, D.F. Xia. Advances in the truncated Euler-Maruyama method
for stochastic differential delay equations. Communications on Pure \& Applied Analysis (CPAA),2020, 19(4): 2081-2100 (SCI,一类)
[190] 费为银,张繁红,杨晓光. 通胀对高管的股权激励和工作努力策略的影响. 中国管理科学,10.16381/j.cnki.issn1003-207x.2018.0741
(W.Y. Fei, F.H. Zhang, X.G.Yang. The impact of inflation on executive's equity incentive and work effort. Chinese Journal of Management Science, 10.16381/j.cnki.issn1003-207x.2018.0741)
[189] 朱庆强,张二姚,费为银. 支付连续红利的欧式脆弱期权定价. 安徽工程大学学报,2019, 34(5): 68-76
(Q.Q. Zhu, E.Y. Zhang, W.Y. Fei. European vulnerable options pricing with continuous dividend payments. Journal of Anhui Polytechnic University, 2019, 34(5): 68-76)
[188] 费晨, 余鹏, 费为银, 杨晓光, 闫理坦. Knight不确定下考虑逆向选择的最优动态契约设计. 系统工程理论与实践,已接受. (EI, 一类)
(C. Fei, P. Yu, W.Y. Fei, X. G. Yang, L.T. Yan. Dynamics of contract design with Knightian uncertainty with adverse selection. Systems Engineering-Theory and Practice, accepted)
[187] C. Fei, W.Y. Fei, X. R. Mao, D.F. Xia, L.T. Yang. Stabilisation of highlynonlinear hybrid systems by feedback control based on discrete-time state observations. IEEE Trans. Automat. Control, DOI:10.1109/TAC.2019.2933604(SCI,EI, 一类)
[186] S.N. Deng, C. Fei, W.Y. Fei, X.R. Mao. Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation.Physica A 2019, 533: 122057 (SCI,EI, 一类)
[185] F.H. Zhang, W.Y. Fei, M.X. Shen, K. Jiang. A study on optimal consumption and portfolio with labor income under inflation. Systems Science and Control Engineering, 2019, 7(3): 112-121 (EI, 一类)
[184] D.F. Xia, W.J. Yuan, W.Y. Fei. Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case. Systems Science and Control Engineering, 2019, 7(3): 13-19 (EI, 一类)
[183] 费为银, 张繁红, 李允贺. 随机汇率下对冲基金最优投资策略研究. 管理与决策, 2019, (1): 65-75
(W.Y. Fei, F.H. Zhang, Y.H. Li. Optimal investment strategies of hedge funds under random exchange rates. Management and Decision, 2019, (1): 65-75)
[182] W.Y. Fei, L.J. Hu, X.R. Mao, M.X. Shen. Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems.International Journal of Robust and Nonlinear Control, 2019, 29: 1201-1215(SCI,EI,一类)
[181]S.N. Deng, C. Fei, W,Y, Fei, X.R. Mao. Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler–Maruyama method. Applied Mathematics Letters, 2019, 96: 138-146. (SCI,EI,一类)
[180] 费为银,杨珊珊,梁勇. Knight不确定下单边有限承诺连续时间契约问题. 中国科技大学学报,已接受 (二类)
(W.Y. Fei, S.S Yang, Y. Liang. One-sided continuous-time contracting problems with limited commitment based under Knightian Uncertainty. Journal of University of Science and Technology of China, accepted)
[179] 余鹏, 张繁红, 费为银, 恽珍. 考虑通胀指数债券的最优投资-闲暇与自愿退休选择. 安徽工程大学学报, 2019,34(1): 65-72
(P. Yu, F.H. Zhang, W.Y. Fei, Z. Yun. Optimal consumption, portfolio, leisure and retirement selection problem with inflation-linked index bond. Journal of Anhui Polytechnic University, 2019,34(1): 65-72)
[178] 费晨, 余鹏, 费为银, 闫理坦. 道德风险下带有Knight不确定的最优动态契约设计. 管理科学学报,2019,22(6): 86-96.(二类)
(C. Fei, P. Yu, W.Y. Fei, L.T. Yan. Dynamics of contract design with the moral hazard under Knightian uncertainty. Journal of Management Sciences in China, 2019,22(6): 86-96)
[177] 费晨, 杜宏俊, 费为银, 闫理坦. 通胀风险下的企业家投资-消费和对冲问题研究. 系统工程学报,2019,34(3): 383-394(二类)
(C. Fei, H.J. Du, W.Y. Fei, L.T. Yan. Research on entrepreneur's investment-consumption and hedging under inflation risk. Journal of Systems Engineering, 2019,34(3): 383-394)
[176] 费为银,陈雅豪,费晨. 通胀下带有生存消费约束的最优消费、投资与自愿退休选择问题研究. 系统工程学报,已接受 (二类)
(W.Y. Fei, Y.H. Chen, C, Fei. An optimal consumption, investment and voluntary retirement choice problem with subsistence consumption constraints under inflation. Journal of Systems Engineering, accepted)
[175] 夏登峰, 苑伟杰, 费为银. 变利率下基于SV模型的最优再保险-投资研究. 运筹与管理,已接受 (二类)
( D.F. Xia, W.J. Yuan, W.Y.Fei. Optimal reinsurance and investment based on SV model under variable interest rate. Operations Research and Management Sciences, accepted.)
[174] S.N. Deng, W.Y. Fei, W. Liu, X.R. Mao. The truncated EM method for stochastic differential equations with Poisson jumps. Journal of Computational and Applied Mathematics, 2019, 355: 232-257 (SCI,EI, 一类)
[173] C. Fei, W.Y. Fei, Y.Y. Rui, L.T. Yan. International investment with exchange rate risk. Asia-Pacific Journal of Accounting \& Economics, DOI: 10.1080/16081625.2019.1569539(SSCI,一类)
[172] C. Fei, W.Y. Fei, L.T. Yan. Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by G-Brownian motion. Appl. Math. J. Chinese Univ. 2019, 34(2): 184-204 (SCI,一类)
[171] C. Fei, W.Y. Fei, X.R. Mao, M.X. Shen, L.T. Yan. Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equation. Journal of Applied Analysis and Computation, 2019, 9(3): 1053-1070 (SCI,一类)
[170] M.X. Shen, C. Fei, W.Y. Fei, X.R. Mao. Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays. Sciences China-Information Sciences, 2019, 62: 202205 (SCI,EI, 一类)
[169] S.N. Deng, W.Y. Fei, Y. Liang, X.R. Mao. Convergence of the split-step theta-method for stochastic age-dependent population equations with Markovian switching and variable delay. Applied Numerical Mathematics, 2019, 139: 15-37 (SCI,EI, 一类)
[168] C. Fei, M.X. Shen, W.Y. Fei, X.R. Mao, L.T. Yan. Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Nonlinear Analysis: Hybrid Systems, 2019, 31: 180-199 (SCI,EI, 一类)
[167] 陈雅豪,梅春辉,费为银. 通胀不确定下的最优消费、投资和自愿退休选择. 安徽工程大学学报, 2018, 33(2): 86-94
(Y.H. Chen, C.H. Mei, W.Y. Fei. An optimal consumption, investment and voluntary retirement choice under inflation uncertainty. Journal of Anhui Polytechnic University, 2018, 33(2): 86-94)
[166] M.X. Shen , W.Y. Fei, X.R. Mao, S.N. Deng. Exponential stability of highly nonlinear neutral pantograph stochastic differential equations. Asian Journal of Control, 2020, 22(1): 436-448.1903 (SCI,EI,一类)
[165] 张二姚, 费为银, 张繁红, 陈倩. 变利率和跳风险下的欧式脆弱期权定价. 东华大学学报,2019, 45(5): 803-810
(E.R. Zhang, W.Y. Fei, F.H. Zhang, Q. Chen. European vulnerable option pricing under variable interest rate and jump risk. Journal of Donghua University (Natural Science), 2019, 45(5): 803-810)
[164] W.Y. Fei, L.J. Hu, X.R., Mao, M.X. Shen. Structured robust stability and boundedness of nonlinear hybrid delay systems. SIAM J. Control Optim., 2018, 56(4): 2662-2689 (SCI,EI, 一类)
[163] M.X. Shen, W.Y. Fei, X.R. Mao, Y. Liang. Stability of highly nonlinear neutral stochastic differential delay equations. Systems\& Control Letters, 2018, 115: 1-8 (SCI, EI, 一类)
[162] 黄健,费为银,余鹏. 通胀风险对最优工作选择、消费/闲暇和投资的影响. 安徽工程大学学报,2017, 32(5): 73-79
(J. Huang, W.Y. Fei, P. Yu. Effect of inflation risk on the optimal consumption / leisure and investment with work choice. Journal of Anhui Polytechnic University, 2017, 32(5): 73-79)
[161] 恽珍, 费为银, 梁勇. 基于通胀的最优投资消费、闲暇和自愿退休问题. 东华大学学报,2018, 44(5): 829-838
(Z. Yun, W.Y. Fei, Y. Liang. Optimal investment, consumption, leisure and voluntary retirement problem under inflation. Journal of Donghua University (Natural Science), 2018, 44(5): 829-838) [160] 潘海峰,费为银,沈滢. 人民币汇率与股指联动及货币政策关联性分析. 统计与决策,2016,(22): 156-160
[159] 罗旭, 费为银, 夏登峰. 损失厌恶投资者最优消费和投资组合选择理论的研究进展. 南京信息工程大学学报, 2017, 9(4): 437-444
(X. Luo, W.Y. Fei, D.F. Xia. Research advance on the theory of optimal consumption and portfolio for loss aversion. Journal of Nanjing University of Information Science and Technology, accepted) [158] 朱其明, 费为银, 费晨. 私募股权投资的估值问题研究进展. 南京信息工程大学学报, 2017, 9(3): 298-306
(Q.M. Zhu, W.Y. Fei, C. Fei. Research advance on the valuation issue of private equity investment. Journal of Nanjing University of Information Science and Technology, 2017, 9(3): 298-306)
[157] 杜宏俊, 费为银, 沈明轩. 不确定市场环境下的企业家投资、消费和对冲研究进展. 安徽工程大学学报,2016, 31(5): 68-74
(H.J.Du, W.Y. Fei, M.X. Shen. Research advance on entrepreneurs investments、consumption and hedging under uncertain market environment. Journal of Anhui Polytechnic University, 2016, 31(5): 68-74.)
[156] 周志, 费为银, 梁勇. 考虑相关性风险的跨期投资组合选择问题研究进展. 安徽工程大学学报, 2017, 32(1): 38-43, 62
(Z. Zhou, W.Y. Fei, Y. Liong. Research advance on intertemporal portfolio choice problems of correlation risk. Journal of Anhui Polytechnic University, 2017, 32(1): 38-43, 62)
[155] 李钰,费为银,吕会影. 在部分信息下带通胀的最优交易策略. 工程数学学报,2018, 35(2): 155-167(二类)
(Y. Li, W.Y. Fei, H.Y. Lv. Optimal trading strategy with inflation underpartial information. Chinese Journal of Engineering Mathematics, 2018, 35(2): 155-167)
[154] 王斌, 王文平, 费为银. 基于链路动态变化的产业网络预测模型研究. 系统工程学报,2018, 33(6): 721-731(二类)
(B. Wang, W.P. Wang, W.Y. Fei. Study of the prediction model of industrial network based on thedynamical links. Journal of Systems Engineering, 2018, 33(6): 721-731)
[153] D.F. Xia, L.T. Yan, W.Y. Fei. Mixed fractional heat equation driven byfractional Brownian sheet and L\'evy process. Mathematical Problems in Engineering, Volume 2017, Article ID 8059796, 9 pages (SCI, EI,一类)
[152] W.Y. Fei, L.J. Hu, X.R. Mao, M.X. Shen. Delay dependent stability of highly nonlinear hybrid stochastic systems. Automatica, 2017, 82: 165-170 (SCI, EI, 一类)
[151] D.F. Xia, W.Y. Fei. Study on the model of insurer's solvency ratio under L\‘evy process. Journal ofApplied and Computational Mathematics, 2016, 5(1): 1-3
[150] 费为银,王晓弟,夏登峰. CIR利率模型下带有随机劳动收入的最优消费投资策略研究. 东华大学学报,2016, 42(2): 306-312 (二类)
(W.Y. Fei, X.D. Wang, D.F. Xia. Research of optimal consumption and portfolio with stochastic labor income under CIR interest rate. Journal of Donghua University (Natural Science), 2016, 42(2): 306-312)
[149] 费为银,夏登峰,唐仕冰. Knight不确定与随机汇率下外商投资决策. 管理科学学报,2016, 19(6): 125-135(二类)
(W.Y. Fei, D.F. Xia, S.B. Tang. On study of a foreign investor's investment with random exchange rate under Knightian uncertainty. Journal of Management Sciences in China, 2016, 19(6): 125-135)
[148] 姜奎,费为银, 杜宏俊. 基于通胀和劳动收入的最优消费投资问题. 安徽工程大学学报, 2016, 31(1): 65-70
(K. Jiang, W.Y. Fei, H.J. Du. Study on optimal consumption-portfolio problem based on labor income and inflation. Journal of Anhui Polytechnic University, 2016, 31(1): 65-70)
[147] 费为银, 卢琴云, 胡慧敏, 夏登峰. 突发事件冲击下带通胀的动态资产配置问题研究. 工程数学学报,2016, 33(3): 234-242(二类)
(W.Y. Fei, Q.Y. Lu, H.M. Hu, D.F. Xia. Dynamic asset allocation with event risk under inflation. Chinese Journal of Engineering Mathematics, 2016, 33(3): 234-242)
[146] 梁勇, 费为银, 姚远浩, 芮亚运. 通胀和奈特不确定下的养老金最优投资研究. 工程数学学报, 2015, 32(3): 337-347(二类)
(Y. Liang, W.Y. Fei, Y.H. Yao, Y.Y. Rui. Study of optimal portfolio for defined contribution pension with inflation and Knightian uncertainty. Chinese Journal of Engineering Mathematics, 2015, 32(3): 337-347)
[145] D.F. Xia, W.Y. Fei, H.J. Liu. Estimating the shareholder's terminal payoff in insurer's solvency ratio model under fractional market. J. Donghua University (English Edition), 2016, 29(1): 117-120
[144] 芮亚运,费为银,夏登峰. 通胀风险下的跨期资产配置问题研究进展. 安徽工程大学学报, 2015, 30(5): 78-85
(Y.Y. Ru,W.Y. Fei, D.F. Xia. Research advance on intertemporal asset allocation strategies under Inflationary Risk. Journal of Anhui Polytechnic University, 2015, 30(5): 78-85)
[143] 梁勇, 费为银, 姜奎. 带有劳动收入的最优消费和投资问题研究进展. 南京信息工程大学学报, 2016,8(1): 83-90
(Y. Liang, W.Y. Fei, K. Jiang. Research advance on optimal consumption and portfolio problem with labor income. Journal of Nanjing University of Information Science and Technology (Natural Science Edition), 2016,8(1): 83-90)
[142] D.F. Xia, W.Y. Fei, H.J. Liu. Estimating the shareholder's terminal payoff based on insure's solvency ratio in mixed fractional Brownian market. Applied Mathematics- A Journal of Chinese Universities, Series B, 2015, 30(3): 317-325 (SCI收录, 一类)
[141] 方和远,费为银,芮亚运. 通胀条件下对冲基金最优投资策略. 安徽工程大学学报, 2015, 30(2): 89-94
(H. Y. Fang, W. Y. Fei, Y. Rui. The optimal investment strategies of hedge funds under inflation. Journal of Anhui Polytechnic University, 2015, 30(2): 89-94)
[140] 吴停停, 费为银, 梁勇. 奈特不确定下带高水印激励费的对冲基金最优投资问题研究. 安徽工程大学学报, 2015, 30(2): 84-87
(T. T. Wu, W. Y. Fei, Y. Liang. On study of optimal portfolio of hedge fund with high water-mark incentive fees under Knightian uncertainty. Journal of Anhui Polytechnic University, 2015, 30(2): 84-87)
[139] 李娟, 费为银. Knight不确定下基差风险模型的最优对冲策略. 长江大学学报,2015,2015, 12(13): 6-11
(J. Li, W. Y. Fei. The optimal hedging strategy of the basis risk model under Knightian uncertainty. Journal of Yangtze University, 2015, 12(13): 6-11)
[138] H. J. Liu, W. Y. Fei. The LaSalle-type theorem for uncertain delay differential equations. 数学理论与应用, 2014, 34(4): 75-88
[137] 梁勇, 费为银,方和远,刘鹏. 跳扩散环境下红利支付对不确定厌恶投资者最优投资组合选择的影响. 东华大学学报,2015, 41(3): 273-276 (二类)
(Y. Liang, W. Y. Fei, H. Y. Fang, P. Liu. Impacts of the dividend on the optimal portfolio choice of an investor with the ambiguity aversion under jump-diffusion. Journal of Donghua University (Natural Science), 2015, 41(3): 273-276)
[136] C. Fei, W.Y. Fei. Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Acta Mathematica Scientia, 2015, 35B(2): 439-458 (SCI)
[135] 耿志祥, 费为银. 金融资产风险度量及其在风险投资中的应用—基于稳定分布的新视角. 管理科学学报,2016,19(1): 87-101 (二类)
(Z.X. Geng, W.Y. Fei. Risk measures of financial assets and its application in risk investment—From the new perspective of stable distribution. Journal of Management Sciences in China, 2016,19(1): 87-101)
[134] 费为银,费晨,夏登峰,杨武. 模型不确定下带通胀的最优消费和投资组合问题研究. 管理工程学报,2017, 31(2): 177-184 (二类)
(W.Y. Fei, C. Fei, D.F. Xia, W. Yang. Optimal consumption and portfolio under inflation and model uncertainty. Journal of Industrial Engineering and Engineering Management, 2017, 31(2): 177-184)
[133] 费为银, 李允贺, 夏登峰. 通胀下带激励的对冲基金最优投资. 系统工程理论与实践,2015, 35(11): 2740-2748(EI,一类)
(W.Y. Fei, Y.H. Li, D.F. Xia. Optimal investment strategies of hedge funds with incentive fees under inflationary environment. Systems Engineering-Theory and Practice, 2015, 35(11): 2740-2748)
[132] 费为银, 朱涛涛, 费晨. 奈特不确定下带高水印的对冲基金最优投资组合. 工程数学学报,2015, 32(6): 823-834 (二类)
( W.Y. Fei, T.T. Zhu, C. Fei. Optimal portfolio of hedge fund with high water mark under Knightian uncertainty. Chinese Journalof Engineering Mathematics, 2015, 32(6): 823-834)
[131] 李娟, 费为银, 陈喜梅. 基于基差风险模型带红利支付的最优交易策略. 安徽工程大学学报, 2014, 29(2): 86-89
(J. Li, W.Y. Fei, X.M. Chen. The optimal strategy of the basis risk model with dividend payment. Journal of Anhui Polytechnic University, 2014, 29(2): 86-89)
[130] 刘宏建, 费为银, 朱永王, 郑安曼. Knight不确定下考虑保险和退休的最优消费-投资和遗产问题研究. 运筹学学报,2014, 18(3): 88-98 (二类)
(H.J. Liu, W.Y. Fei, Y.W. Zhu, A.M. Zheng. Optimal consumption-portfolio and bequest with insurance and retirement under Knightian uncertainty. Operations Research Transactions, 2014, 18(3): 88-98)
[129] 费为银,吕会影,余敏秀. 通胀服从均值回复过程的最优消费和投资决策. 系统工程学报, 2014, 29(6): 791-798, 868 (二类)
(W.Y. Fei, H.Y. Lv, M.X. Yu. Study of optimal consumption and portfolio under inflation with mean-reverting process. Journal of Systems Engineering, 2014, 29(6): 791-798, 868)
[128] 余敏秀,费为银,夏登峰. Markov切换具有Knight不确定下最优消费和投资组合研究. 应用概率统计,2014, 30(4): 353-371 (二类)
(M.X. Yu, W.Y. Fei, D.F. Xia. Optimal consumption and portfolio with ambiguity to Markovian switching. Chinese Journal of Applied Probability and Statistics, 2014, 30(4): 353-371)
[127] 潘磊,费为银. 奈特不确定下考虑红利和机制转换的最优消费投资研究. 应用数学与计算数学,2014, 28(2): 237-247
(L. Pan, W.Y. Fei. Optimal consumption and portfolio with dividends and regime-switching under Knightian uncertainty. Commun. Appl. Math. Comput., 2014, 28(2): 237-247)
[126] H.J. Liu, H. Ke, W.Y. Fei. Almost sure stability for uncertain differential equation. Fuzzy Optimization and Decision Making, 2014, 13: 463-473 (SCI, EI,一类)
[125] 费为银,何丹丹,张伟. 跳扩散环境下考虑汇率变动服从均值回复的外商直接投资决策问题研究. 系统工程理论与实践,2015, 35(2): 283-290 (EI收录,一类)
(W.Y. Fei, D.D He, W. Zhang. On Study of a foreign investor's investment with fluctuations
of exchange rate under jump-diffusion environment. Systems Engineering-Theory and Practice, 2015, 35(2): 283-290)
[124] 费为银,高贵云,夏登峰. 奈特不确定下考虑汇率变动的跨国直接投资和税收政策问题研究. 系统工程学报,2015, 30(6): 746-754, 864 (二类)
(W.Y. Fei, G.Y. Gao, D.F. Xia. On study of foreign direct investment and tax policy with fluctuations of exchange rate under ambiguity. Journal of Journal of Systems Engineering, 2015, 30(6): 746-754, 864)
[123] 费为银,夏登峰,刘鹏. 模型不确定和极端事件冲击下带通胀的最优投资组合选择问题研究. 应用概率统计,2014, 30(3): 322-336 (二类)
(W.Y. Fei, D.F. Xia, P. Liu. An investor's optimal portfolio with rare events and model uncertainty under inflation. Chinese Journal of Applied Probability and Statistics, 2014, 30(3): 322-336)
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