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Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2019, 卷号: 24
作者:  Balan, Raluca M.;  Quer-Sardanyons, Lluis;  Song, Jian
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2018, 卷号: 321, 页码: 577-592
作者:  Wu, Zhen;  Zhuang, Yi
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
Partially observed time-inconsistent stochastic linear-quadratic control with random jumps 期刊论文
OPTIMAL CONTROL APPLICATIONS & METHODS, 2018, 卷号: 39, 期号: 1, 页码: 230-247
作者:  Wu, Zhen;  Zhuang, Yi
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11
Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2017
作者:  Zhuang, Yi
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/16
Leader-follower stochastic differential game with asymmetric information and applications 期刊论文
AUTOMATICA, 2016, 卷号: 63, 页码: 60-73
作者:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/16
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 11, 页码: 2904-2916
作者:  Wang, Guangchen;  Wu, Zhen;  Xiong, Jie
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17
TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION 期刊论文
Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 651-678
作者:  Wang, Haiyang;  Wu, Zhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17
Optimal control problem of backward stochastic differential delay equation under partial information 期刊论文
SYSTEMS & CONTROL LETTERS, 2015, 卷号: 82, 页码: 71-78
作者:  Wu, Shuang;  Wang, Guangchen
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17
Optimal Control of Backward Doubly Stochastic Systems With Partial Information 期刊论文
IEEE Transactions on Automatic Control, 2015, 卷号: 60, 期号: 1, 页码: 173-178
作者:  Zhu, Qingfeng;  Shi, Yufeng
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2014, 卷号: 124, 期号: 12, 页码: 3921-3947
作者:  Wu, Zhen;  Yu, Zhiyong
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17

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