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20112022
most citedNumerical Methods and Analysis via Random Field Based Malliavin Calculus for Backward Stochastic PDEs

10 citations · 19 across the 12 of their papers we have counts for

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math.PR2015

Unified Systems of FB-SPDEs/FB-SDEs with Jumps/Skew Reflections and Stochastic Differential Games

Wanyang Dai

We study four systems and their interactions. First, we formulate a unified system of coupled forward-backward stochastic partial differential equations (FB-SPDEs) with Levy jumps,…