Wenjie Ye

activity

20202022

most citedA study of backward stochastic differential equation on a Riemannian manifold

2 citations · 2 across the 2 of their papers we have counts for

collaborators

3 papers

math.PR2022

Stochastic Differential Equations with Local Growth Singular Drifts

Wenjie Ye

In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups…

math.PR2021

A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric

Xin Chen, Wenjie Ye

In this paper we will give a probabilistic representation for the heat flow of harmonic map with time-dependent Riemannian metric via a forward-backward stochastic differential equ…

math.PR2020★ 2 cited

A study of backward stochastic differential equation on a Riemannian manifold

Xin Chen, Wenjie Ye

Suppose $N$ is a compact Riemannian manifold, in this paper we will introduce the definition of $N$ -valued BSDE and $L^{2} (T^{m}; N)$ -valued BSDE for which the solution are not…