Qi Zhang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Model updating method for jacket platform considering different component degradation based on deep learning	2024-04-23	Paper
Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets	2024-04-05	Paper
Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations	2022-06-13	Paper
Robust consumption portfolio optimization with stochastic differential utility	2022-01-07	Paper
The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations	2021-05-11	Paper
Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon	2021-04-23	Paper
Reflected backward stochastic partial differential equations in a convex domain	2020-09-03	Paper
Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise	2019-04-18	Paper
Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator	2018-08-02	Paper
Nonlinear Feynman-Kac formulae for SPDEs with space-time noise	2017-12-01	Paper
A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition	2016-04-11	Paper
Backward doubly stochastic differential equations with polynomial growth coefficients	2016-03-09	Paper
BSDEs with polynomial growth generators in a defaultable market	2015-01-26	Paper
Probabilistic approach for semi-linear stochastic fractal equations	2014-10-06	Paper
SPDEs with polynomial growth coefficients and the Malliavin calculus method	2014-04-10	Paper
An iterative algorithm for the stability analysis of dynamic interval systems	2014-03-03	Paper
Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations	2013-04-22	Paper
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space	2013-03-20	Paper
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients	2012-06-26	Paper
Optimal variational principle for backward stochastic control systems associated with Lévy processes	2012-05-31	Paper
Stationary stochastic viscosity solutions of SPDEs	2011-10-25	Paper
A General Construction to Stationary Weak Solutions of Parabolic SPDEs	2010-03-21	Paper
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients	2010-03-17	Paper
Stationary solutions of SPDEs and infinite horizon BDSDEs	2007-11-27	Paper

Research outcomes over time

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