The following pages link to Jinniao Qiu (Q434366):
Displaying 25 items.
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
- Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
- A functional limit theorem for limit order books with state dependent price dynamics (Q1688017) (← links)
- The microscopic derivation and well-posedness of the stochastic Keller-Segel equation (Q2022654) (← links)
- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions (Q2301476) (← links)
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
- Hörmander-type theorem for Itô processes and related backward SPDEs (Q2405208) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization (Q5081153) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- On the mean‐field limit for the consensus‐based optimization (Q6087632) (← links)
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)
- On the global convergence of particle swarm optimization methods (Q6166343) (← links)
- Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space (Q6515060) (← links)
