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Singular HJB equations with applications to KPZ on the real line 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2022, 页码: 81
作者:  Zhang, Xicheng;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:0/0  |  提交时间:2023/02/07
A FIRST ORDER SEMI-DISCRETE ALGORITHM FOR BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
Discrete and continuous dynamical systems, Series B, 2015, 卷号: 20, 期号: 5, 页码: 1297-1313
作者:  Bao, Feng;  Cao, Yanzhao;  Zhao, Weidong
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/17
THE STOCHASTIC REFLECTION PROBLEM ON AN INFINITE DIMENSIONAL CONVEX SET AND BV FUNCTIONS IN A GELFAND TRIPLE 其他
2012-01-01
Roeckner, Michael; Zhu, Rong-Chan; Zhu, Xiang-Chan
收藏  |  浏览/下载:5/0  |  提交时间:2015/11/16
NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS 期刊论文
INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2011, 卷号: 1, 期号: 4, 页码: 351-367
作者:  Bao, Feng;  Cao, Yanzhao;  Zhao, Weidong
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/23


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