Yaozhong Hu

7.1k total citations · 1 hit paper
157 papers, 3.9k citations indexed

About

Yaozhong Hu is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Yaozhong Hu has authored 157 papers receiving a total of 3.9k indexed citations (citations by other indexed papers that have themselves been cited), including 122 papers in Finance, 58 papers in Mathematical Physics and 23 papers in Economics and Econometrics. Recurrent topics in Yaozhong Hu's work include Stochastic processes and financial applications (121 papers), Financial Risk and Volatility Modeling (58 papers) and Stochastic processes and statistical mechanics (47 papers). Yaozhong Hu is often cited by papers focused on Stochastic processes and financial applications (121 papers), Financial Risk and Volatility Modeling (58 papers) and Stochastic processes and statistical mechanics (47 papers). Yaozhong Hu collaborates with scholars based in United States, Canada and China. Yaozhong Hu's co-authors include Bernt Øksendal, David Nualart, Tusheng Zhang, Francesca Biagini, B. Pasik-Duncan, Tyrone E. Duncan, David Nualart, Salah-Eldin A. Mohammed, Hongwei Long and Jian Song and has published in prestigious journals such as Automatica, Diabetologia and Biosensors and Bioelectronics.

In The Last Decade

Yaozhong Hu

146 papers receiving 3.6k citations

Hit Papers

Stochastic Calculus for Fractional Brownian Motion and Ap... 2008 2026 2014 2020 2008 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Stochastic Calculus for Fractional Brownian Motion and Applications
    2008 657 citations Yaozhong Hu, Bernt Øksendal et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Yaozhong Hu United States 30 3.0k 964 908 640 545 157 3.9k
David Nualart United States 26 2.9k 1.0× 548 0.6× 1.4k 1.5× 302 0.5× 657 1.2× 120 3.6k
François Delarue France 27 1.8k 0.6× 601 0.6× 484 0.5× 447 0.7× 424 0.8× 60 2.4k
David Nualart Spain 30 3.9k 1.3× 920 1.0× 1.7k 1.8× 482 0.8× 998 1.8× 128 4.8k
Tusheng Zhang United Kingdom 26 2.2k 0.7× 390 0.4× 824 0.9× 451 0.7× 798 1.5× 128 3.1k
Nikolai Leonenko United Kingdom 26 1.1k 0.4× 424 0.4× 542 0.6× 648 1.0× 490 0.9× 199 2.7k
R. Liptser Israel 19 1.8k 0.6× 551 0.6× 596 0.7× 317 0.5× 330 0.6× 81 3.5k
David Applebaum United Kingdom 15 1.3k 0.4× 285 0.3× 721 0.8× 410 0.6× 817 1.5× 64 2.9k
Marc Yor France 24 2.7k 0.9× 858 0.9× 1.2k 1.3× 101 0.2× 401 0.7× 103 3.8k
Gopinath Kallianpur United States 10 1.9k 0.6× 322 0.3× 1.2k 1.4× 263 0.4× 734 1.3× 21 3.4k
Jan Seidler Czechia 14 1.3k 0.4× 415 0.4× 386 0.4× 143 0.2× 270 0.5× 29 2.0k

Countries citing papers authored by Yaozhong Hu

Since Specialization
Citations

This map shows the geographic impact of Yaozhong Hu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yaozhong Hu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yaozhong Hu more than expected).

Fields of papers citing papers by Yaozhong Hu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yaozhong Hu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yaozhong Hu. The network helps show where Yaozhong Hu may publish in the future.

Co-authorship network of co-authors of Yaozhong Hu

This figure shows the co-authorship network connecting the top 25 collaborators of Yaozhong Hu. A scholar is included among the top collaborators of Yaozhong Hu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yaozhong Hu. Yaozhong Hu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Hu, Yaozhong, et al.. (2025). Carleman estimates for degenerate parabolic equations with single interior degeneracy point and applications. Mathematical Control and Related Fields. 17(0). 1–44.
2.
Hu, Yaozhong, et al.. (2024). The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion. SIAM Journal on Control and Optimization. 62(1). 509–538.
3.
4.
Hu, Yaozhong, et al.. (2024). Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations. Applied Mathematics Letters. 156. 109143–109143. 1 indexed citations
5.
Hu, Yaozhong, et al.. (2024). Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. Journal of Computational and Applied Mathematics. 447. 115902–115902. 1 indexed citations
6.
Hu, Yaozhong, et al.. (2024). Sparse least squares via fractional function group fractional function penalty for the identification of nonlinear dynamical systems. Chaos Solitons & Fractals. 182. 114733–114733. 3 indexed citations
7.
Hu, Yaozhong, et al.. (2023). Ergodic estimators of double exponential Ornstein–Uhlenbeck processes. Journal of Computational and Applied Mathematics. 434. 115329–115329. 5 indexed citations
8.
Cai, Meng, Siqing Gan, & Yaozhong Hu. (2023). Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise. Applied Numerical Mathematics. 188. 1–20. 3 indexed citations
9.
Wang, Yejuan, et al.. (2023). Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. Stochastic Analysis and Applications. 42(1). 64–97. 1 indexed citations
10.
Hu, Yaozhong, et al.. (2023). Nonlinear McKean-Vlasov Diffusions under the Weak Hörmander Condition with Quantile-Dependent Coefficients. Potential Analysis. 60(3). 1093–1119.
11.
Hu, Yaozhong, et al.. (2022). Mean-field backward stochastic differential equations and applications. Systems & Control Letters. 162. 105196–105196. 11 indexed citations
12.
Hu, Yaozhong, et al.. (2022). Parameter estimation for threshold Ornstein–Uhlenbeck processes from discrete observations. Journal of Computational and Applied Mathematics. 411. 114264–114264. 5 indexed citations
13.
Hu, Yaozhong, et al.. (2020). Jump Models with Delay—Option Pricing and Logarithmic Euler–Maruyama Scheme. Mathematics. 8(11). 1932–1932. 5 indexed citations
14.
Hu, Yaozhong, David Nualart, & Xiaoming Song. (2019). An implicit numerical scheme for a class of backward doubly stochastic differential equations. Stochastic Processes and their Applications. 130(6). 3295–3324. 2 indexed citations
15.
Chen, Le, Yaozhong Hu, & David Nualart. (2019). Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd. Stochastic Processes and their Applications. 129(12). 5073–5112. 24 indexed citations
16.
Hu, Yaozhong & Bernt Øksendal. (2018). Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications. 129(2). 626–633. 16 indexed citations
17.
Chen, Le, et al.. (2017). Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. Probability Theory and Related Fields. 171(1-2). 431–457. 14 indexed citations
18.
Hu, Yaozhong, et al.. (2015). Density convergence in the Breuer–Major theorem for Gaussian stationary sequences. Bernoulli. 21(4). 7 indexed citations
19.
Hu, Yaozhong, Jingyu Huang, David Nualart, & Xiaobin Sun. (2015). Smoothness of the joint density for spatially homogeneous SPDEs. Journal of the Mathematical Society of Japan. 67(4). 4 indexed citations
20.
Hu, Yaozhong & David Nualart. (2008). Stochastic heat equation driven by fractional noise and local time. Probability Theory and Related Fields. 143(1-2). 285–328. 97 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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