2 papers
math.AP2025
Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation
Hexiang Wan, Jie Xiong
This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by…
math.PR2024
Quantitative diffusion approximation for the Neutral -Alleles Wright-Fisher Model with Mutations
Peng Chen, Jie Xiong, Lihu Xu +1
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral -alleles using a diffusion process, deriving an error rate ba…