| Publication | Date of Publication | Type |
|---|
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)
Stochastics and Dynamics | 2025-01-17 | Paper |
Backward doubly stochastic differential equations and SPDEs with quadratic growth
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs
Stochastics | 2023-07-13 | Paper |
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
SIAM Journal on Control and Optimization | 2023-05-04 | Paper |
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
SIAM Journal on Control and Optimization | 2023-03-29 | Paper |
| A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching | 2022-12-03 | Paper |
| Fractional backward stochastic differential equations with delayed generator | 2022-11-30 | Paper |
Solvability of a class of mean-field BSDEs with quadratic growth
Statistics & Probability Letters | 2022-09-30 | Paper |
| Large Deviation Principle for Backward Stochastic Differential Equations with a stochastic Lipschitz condition on $z$ | 2022-09-20 | Paper |
General indefinite backward stochastic linear-quadratic optimal control problems
ESAIM: Control, Optimisation and Calculus of Variations | 2022-06-08 | Paper |
| Backward doubly stochastic differential equations and SPDEs with quadratic growth | 2022-05-11 | Paper |
| Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator | 2022-05-06 | Paper |
Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Mean-field backward stochastic differential equations driven by fractional Brownian motion
Acta Mathematica Sinica, English Series | 2021-08-10 | Paper |
Anticipated backward stochastic differential equations with quadratic growth
Journal of Differential Equations | 2020-11-03 | Paper |
Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Backward doubly stochastic Volterra integral equations and their applications
Journal of Differential Equations | 2020-06-16 | Paper |
Solvability of anticipated backward stochastic Volterra integral equations
Statistics & Probability Letters | 2020-01-20 | Paper |
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Applied Mathematics and Computation | 2019-11-28 | Paper |
| Backward doubly stochastic Volterra integral equations and applications to optimal control problems | 2019-06-25 | Paper |
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Maximum principle for a stochastic delayed system involving terminal state constraints
Journal of Inequalities and Applications | 2017-05-12 | Paper |
Anticipative backward stochastic differential equations driven by fractional Brownian motion
Statistics & Probability Letters | 2017-01-16 | Paper |
| Functional It\^o formula for fractional Brownian motion | 2016-06-04 | Paper |
| Anticipating backward stochastic Volterra integral equations | 2015-03-22 | Paper |
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
(available as arXiv preprint) | N/A | Paper |
Maximum principle for a Markovian regime switching system with partial information under model uncertainty
(available as arXiv preprint) | N/A | Paper |
A local maximum principle for robust optimal control problems of quadratic BSDEs
(available as arXiv preprint) | N/A | Paper |
