Wenning Wei

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations Acta Mathematica Scientia. Series B. (English Edition)	2022-07-01	Paper
Optimal Liquidation in Target Zone Models and Neumann Problem of Backward SPDEs with Singular Terminal Condition	2019-11-05	Paper
Representation of dynamic time-consistent convex risk measures with jumps Risk and Decision Analysis	2019-03-12	Paper
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces The Annals of Probability	2016-04-21	Paper
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces The Annals of Probability	2016-04-21	Paper
On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces Discrete and Continuous Dynamical Systems	2016-03-09	Paper
Maximum principle for optimal control of neutral stochastic functional differential systems Science China. Mathematics	2015-11-09	Paper
On the quasi-linear reflected backward stochastic partial differential equations Journal of Functional Analysis	2014-10-13	Paper
Neutral Backward Stochastic Functional Differential Equations and Their Application	2013-01-14	Paper

Research outcomes over time

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