| Publication | Date of Publication | Type |
|---|
Asymptotic behavior for delayed backward stochastic differential equations Communications in Statistics. Simulation and Computation | 2025-11-27 | Paper |
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators Electronic Journal of Mathematical Analysis and Applications EJMAA | 2025-10-21 | Paper |
A new type of reflected backward doubly stochastic differential equations Communications on Stochastic Analysis | 2025-09-25 | Paper |
Backward stochastic differential equations with time-delayed generators and integrable parameters Random Operators and Stochastic Equations | 2025-06-30 | Paper |
Probabilistic representation of the parabolic stochastic variational inequality with Dirichlet–Neumann boundary and variational generalized backward doubly stochastic differential equations Stochastics | 2025-06-27 | Paper |
Backward stochastic Volterra integral equations with time delayed generators Asian Journal of Control | 2025-01-13 | Paper |
Backward stochastic differential equations with non-Lipschitz time delayed generators Asian Journal of Control | 2024-07-10 | Paper |
Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients Journal of Theoretical Probability | 2023-11-21 | Paper |
Forward–backward stochastic differential equations with delay generators Stochastics and Dynamics | 2023-05-02 | Paper |
| Asymptotic behavior for delayed backward stochastic differential equations | 2022-02-15 | Paper |
| General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator | 2021-11-27 | Paper |
| Backward stochastic Volterra integral equations with time delayed generators | 2021-10-04 | Paper |
| Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations | 2021-10-02 | Paper |
| Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators | 2021-10-02 | Paper |
| $L^{p}$-solutions of backward stochastic differential equations with time-delayed generators | 2021-10-02 | Paper |
| Backward stochastic differential equations with time-delayed generators and integrable parameters | 2021-10-02 | Paper |
| Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients | 2021-10-02 | Paper |
| Robust optimal problem for dynamic risk measures governed by BSDEs with jumps and delayed generator | 2021-10-02 | Paper |
Large deviations for stochastic differential equations with general delayed generator Random Operators and Stochastic Equations | 2021-03-31 | Paper |
| On jumps stochastic slowly diffusion equations with fast oscillation coefficients | 2019-09-16 | Paper |
Reflected backward stochastic differential equations with time-delayed generators Random Operators and Stochastic Equations | 2018-04-13 | Paper |
Representation theorems for SPDEs via backward doubly SDEs Electronic Communications in Probability | 2014-09-22 | Paper |
Reflected generalized BSDEs with random time and applications African Diaspora Journal of Mathematics | 2013-11-14 | Paper |
Reflected generalized BSDEs with random time and applications African Diaspora Journal of Mathematics | 2013-11-14 | Paper |
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process African Diaspora Journal of Mathematics | 2013-07-05 | Paper |
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process African Diaspora Journal of Mathematics | 2013-07-05 | Paper |
Reflected backward doubly stochastic differential equations with discontinuous generator Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs Statistics & Probability Letters | 2013-05-13 | Paper |
A numerical scheme for backward doubly stochastic differential equations Bernoulli | 2013-03-07 | Paper |
A numerical scheme for backward doubly stochastic differential equations Bernoulli | 2013-03-07 | Paper |
Reflected generalized backward doubly SDEs driven by Lévy processes and applications Journal of Theoretical Probability | 2013-01-11 | Paper |
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients Acta Mathematica Sinica, English Series | 2013-01-02 | Paper |
\(L^p\)-solutions of backward doubly stochastic differential equations Stochastics and Dynamics | 2012-08-27 | Paper |
\(L^p\)-solution of generalized backward stochastic differential equations with barrier African Diaspora Journal of Mathematics | 2012-06-11 | Paper |
Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition Random Operators and Stochastic Equations | 2011-11-26 | Paper |
| A new type of reflected backward doubly stochastic differential equations | 2011-08-03 | Paper |
| Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients | 2011-05-30 | Paper |
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients (available as arXiv preprint) | 2011-05-30 | Paper |
\(L^p\)-solution of reflected generalized BSDEs with non-Lipschitz coefficients Random Operators and Stochastic Equations | 2011-02-22 | Paper |
A note on homeomorphism for backward doubly SDEs and applications Stochastics and Dynamics | 2011-01-19 | Paper |
| Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition | 2010-11-14 | Paper |
| Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs | 2010-11-14 | Paper |
| Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations | 2010-11-12 | Paper |
| Numerical scheme for backward doubly stochastic differential equations | 2009-07-12 | Paper |
| Homeomorphism of solutions to backward doubly SDEs and applications | 2009-07-12 | Paper |
| Reflected generalized backward doubly SDEs driven by L\'evy processes and Applications | 2009-07-12 | Paper |
| Lp-solution of backward doubly stochastic differential equations | 2009-07-11 | Paper |
| Representation theorems for backward doubly stochastic differential equations | 2007-12-13 | Paper |
| Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift | 2006-04-28 | Paper |
Backward stochastic differential equations with oblique reflection and local Lipschitz drift Journal of Applied Mathematics and Stochastic Analysis | 2004-05-27 | Paper |