The following pages link to Qi Zhang (Q255490):
Displaying 23 items.
- Backward doubly stochastic differential equations with polynomial growth coefficients (Q255492) (← links)
- (Q424325) (redirect page) (← links)
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- (Q488679) (redirect page) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Probabilistic approach for semi-linear stochastic fractal equations (Q744228) (← links)
- \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space (Q1943479) (← links)
- Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (Q1947596) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
- An iterative algorithm for the stability analysis of dynamic interval systems (Q2437212) (← links)
- SPDEs with polynomial growth coefficients and the Malliavin calculus method (Q2444639) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs (Q2461236) (← links)
- Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs (Q3094464) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Model updating method for jacket platform considering different component degradation based on deep learning (Q6490161) (← links)
