| Publication | Date of Publication | Type |
|---|
A partially observed nonzero-sum differential game of mean-field backward doubly stochastic systems
Applied Mathematics and Optimization | 2026-01-21 | Paper |
A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs
Computers & Mathematics with Applications | 2024-08-09 | Paper |
Forward-backward doubly stochastic differential equations with random jumps and related games
Asian Journal of Control | 2024-07-09 | Paper |
Maximum principles for backward doubly stochastic systems with jumps and applications
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations
Stochastics and Dynamics | 2021-12-17 | Paper |
Three-party stochastic evolutionary game analysis of reward and punishment mechanism for green credit
Discrete Dynamics in Nature and Society | 2021-08-12 | Paper |
Mean-field backward doubly stochastic differential equation and its applications
(available as arXiv preprint) | 2021-07-01 | Paper |
Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
Frontiers of Mathematics in China | 2021-06-24 | Paper |
Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
Acta Mathematicae Applicatae Sinica. English Series | 2021-05-11 | Paper |
Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Partially observed nonzero-sum differential game of BSDEs with delay and applications
Mathematical Problems in Engineering | 2020-07-13 | Paper |
Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Nonzero sum differential game of mean-field BSDEs with jumps under partial information
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Optimal Control of Backward Doubly Stochastic Systems With Partial Information
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
A class of backward doubly stochastic differential equations with discontinuous coefficients
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
Partially observed optimal controls of forward-backward doubly stochastic systems
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2013-08-13 | Paper |
Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
Science China. Mathematics | 2013-01-28 | Paper |
| Malliavin derivative and comonotonic theorems for BSDEs | 2011-09-29 | Paper |
| scientific article; zbMATH DE number 5951737 (Why is no real title available?) | 2011-09-29 | Paper |
A Kneser-type theorem for backward doubly stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2011-01-17 | Paper |
| scientific article; zbMATH DE number 5732947 (Why is no real title available?) | 2010-07-08 | Paper |
| The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs | 2010-05-14 | Paper |
| Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations | 2010-05-14 | Paper |
| A comparison theorem for backward doubly stochastic differential equations with jumps | 2010-02-12 | Paper |
Solutions to general forward-backward doubly stochastic differential equations
Applied Mathematics and Mechanics. (English Edition) | 2009-07-01 | Paper |
| scientific article; zbMATH DE number 5525710 (Why is no real title available?) | 2009-03-06 | Paper |
