| Publication | Date of Publication | Type |
|---|
On mean field monotonicity conditions from a control theoretical perspective
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2025-11-25 | Paper |
Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators
Electronic Journal of Probability | 2025-11-24 | Paper |
Degenerate mean field type control with linear and unbounded diffusion, and their associated equations
SIAM Journal on Mathematical Analysis | 2025-11-01 | Paper |
Multidimensional backward stochastic differential equations with rough drifts
Transactions of the American Mathematical Society | 2024-12-17 | Paper |
Stochastic maximum principle for square-integrable optimal control of linear stochastic systems
Chinese Annals of Mathematics. Series B | 2024-11-04 | Paper |
Classical solution of path-dependent mean-field semilinear PDEs
Electronic Journal of Probability | 2024-08-30 | Paper |
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values
Systems & Control Letters | 2024-07-24 | Paper |
Markovian quadratic BSDEs with an unbounded sub-quadratic growth
Chinese Annals of Mathematics. Series B | 2024-06-28 | Paper |
The obstacle problem for stochastic porous media equations
Stochastic Processes and their Applications | 2024-01-09 | Paper |
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities
SIAM Journal on Control and Optimization | 2023-11-29 | Paper |
| Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations | 2023-11-15 | Paper |
| Mild Solution of Semilinear SPDEs with Young Drifts | 2023-09-13 | Paper |
| A user's guide to 1D nonlinear backward stochastic differential equations with applications and open problems | 2023-09-12 | Paper |
Mean-field type quadratic BSDEs
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
| Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values | 2023-07-20 | Paper |
\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators
Systems & Control Letters | 2023-07-13 | Paper |
Convergence of gradient algorithms for nonconvex \(C^{1+ \alpha}\) cost functions
Chinese Annals of Mathematics. Series B | 2023-07-07 | Paper |
Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
Journal of Mathematical Analysis and Applications | 2023-07-06 | Paper |
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
Journal of Differential Equations | 2023-06-23 | Paper |
| Multi-dimensional Mean-field Type Backward Stochastic Differential Equations with Diagonally Quadratic Generators | 2023-03-29 | Paper |
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
Stochastic Processes and their Applications | 2023-02-23 | Paper |
State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs
Transactions of the American Mathematical Society | 2023-02-20 | Paper |
Optimal control of SDEs with expected path constraints and related constrained FBSDEs
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
Applied Mathematics and Optimization | 2022-11-11 | Paper |
| Mean Field Games with Major and Minor Agents and Conditional Distribution Dependent FBSDEs | 2022-10-23 | Paper |
Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions
Stochastic Processes and their Applications | 2022-10-07 | Paper |
Mean field games with common noises and conditional distribution dependent FBSDEs
Chinese Annals of Mathematics. Series B | 2022-10-04 | Paper |
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
Stochastic LQ control and associated Riccati equation of PDEs driven by state- and control-dependent white noise
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
State-Density Flows of Non-Degenerate Density-Dependent Mean Field SDEs and Associated PDEs
(available as arXiv preprint) | 2021-11-03 | Paper |
| Well-posedness of path-dependent semilinear parabolic master equations | 2021-09-11 | Paper |
Gradient convergence of deep learning-based numerical methods for BSDEs
Chinese Annals of Mathematics. Series B | 2021-08-04 | Paper |
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
(available as arXiv preprint) | 2021-07-27 | Paper |
| Fully Coupled Nonlocal Quasilinear Forward-Backward Parabolic Equations Arising from Mean Field Games | 2021-05-27 | Paper |
| Mean-field game with degenerate state-and distribution-dependent noises | 2021-04-26 | Paper |
Reflected quadratic BSDEs driven by \(G\)-Brownian motions
Chinese Annals of Mathematics. Series B | 2021-03-01 | Paper |
Systems of ergodic BSDEs arising in regime switching forward performance processes
SIAM Journal on Control and Optimization | 2020-10-30 | Paper |
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2020-08-03 | Paper |
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach
Science China. Mathematics | 2019-11-27 | Paper |
Nonlinear backward stochastic evolutionary equations driven by a space-time white noise
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Representation of dynamic time-consistent convex risk measures with jumps
Risk and Decision Analysis | 2019-03-12 | Paper |
| Stochastic Riccati differential equation driven by a Brownian motion | 2019-02-22 | Paper |
Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
Electronic Communications in Probability | 2018-10-24 | Paper |
Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
Electronic Communications in Probability | 2018-10-24 | Paper |
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values
Electronic Communications in Probability | 2018-05-11 | Paper |
| Exponential utility maximization and indifference valuation with unbounded payoffs | 2017-07-01 | Paper |
| Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values | 2017-04-18 | 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 |
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
A Dynkin game under Knightian uncertainty
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
Stochastic Processes and their Applications | 2016-03-03 | Paper |
Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
ESAIM: Control, Optimisation and Calculus of Variations | 2015-10-02 | Paper |
Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space
Stochastic Processes and their Applications | 2015-06-11 | Paper |
Dynamic programming for general linear quadratic optimal stochastic control with random coefficients
SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
| Real options: a framework of optimal switching | 2014-11-10 | Paper |
| On Backward Doubly Stochastic Differential Evolutionary System | 2013-09-16 | Paper |
Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
SIAM Journal on Control and Optimization | 2013-05-16 | Paper |
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
Journal of Differential Equations | 2013-03-20 | Paper |
Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-14 | Paper |
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
Applied Mathematics and Optimization | 2012-07-10 | Paper |
Maximum principle for quasi-linear backward stochastic partial differential equations
Journal of Functional Analysis | 2012-03-22 | Paper |
Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection
SIAM Journal on Control and Optimization | 2012-03-13 | Paper |
2D backward stochastic Navier-Stokes equations with nonlinear forcing
Stochastic Processes and their Applications | 2012-01-04 | Paper |
A second-order maximum principle for singular optimal stochastic controls
Discrete and Continuous Dynamical Systems. Series B | 2011-01-17 | Paper |
Null controllability for forward and backward stochastic parabolic equations
SIAM Journal on Control and Optimization | 2010-08-16 | Paper |
| scientific article; zbMATH DE number 5734667 (Why is no real title available?) | 2010-07-09 | Paper |
| Nonconvexity phenomenon on Itô's integrals and on stochastic attainable sets | 2010-07-09 | Paper |
Multi-dimensional BSDE with oblique reflection and optimal switching
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-04-12 | Paper |
Harmonic analysis of stochastic equations and backward stochastic differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-01-15 | Paper |
| On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains | 2009-10-13 | Paper |
Switching Games of Stochastic Differential Systems
SIAM Journal on Control and Optimization | 2008-06-16 | Paper |
| Controllability and optimal control of linear impulsive control systems | 2008-06-03 | Paper |
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
Stochastic Processes and their Applications | 2007-08-20 | Paper |
Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-06-30 | Paper |
| Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations | 2006-02-15 | Paper |
Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)
Chinese Annals of Mathematics. Series B | 2005-11-08 | Paper |
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Carleman inequality for backward stochastic parabolic equations with general coefficients
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-22 | Paper |
| scientific article; zbMATH DE number 1867101 (Why is no real title available?) | 2004-02-01 | Paper |
Multidimensional Backward Stochastic Riccati Equations and Applications
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Minimization of Risk and Linear Quadratic Optimal Control Theory
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
| scientific article; zbMATH DE number 1642346 (Why is no real title available?) | 2002-06-23 | Paper |
Optimal control of point processes with noisy observations: the maximum principle
Applied Mathematics and Optimization | 2002-06-10 | Paper |
| scientific article; zbMATH DE number 1827980 (Why is no real title available?) | 2002-01-01 | Paper |
Brockett's Problem of Classification of Finite-Dimensional Estimation Algebras for Nonlinear Filtering Systems
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Forward-backward stochastic differential equations and quasilinear parabolic PDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-08-30 | Paper |
Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
SIAM Journal on Control and Optimization | 1999-08-29 | Paper |
The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
SIAM Journal on Control and Optimization | 1998-09-21 | Paper |
| scientific article; zbMATH DE number 858187 (Why is no real title available?) | 1996-05-07 | Paper |
General necessary conditions for partially observed optimal stochastic controls
Journal of Applied Probability | 1996-04-14 | Paper |
| scientific article; zbMATH DE number 515821 (Why is no real title available?) | 1995-04-05 | Paper |
Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
Stochastics and Stochastic Reports | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 4157347 (Why is no real title available?) | 1989-01-01 | Paper |
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
(available as arXiv preprint) | N/A | Paper |
Multidimensional Backward Stochastic Differential Equations with Rough Drifts
(available as arXiv preprint) | N/A | Paper |
Mild Solution of Semilinear Rough Stochastic Evolution Equations
(available as arXiv preprint) | N/A | Paper |
Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
(available as arXiv preprint) | N/A | Paper |
Dual Representation of Unbounded Dynamic Concave Utilities
(available as arXiv preprint) | N/A | Paper |
