2 citations · 2 across the 4 of their papers we have counts for
4 papers
Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
Guangdong Jing
We investigate the linear quadratic stochastic optimal control problems in infinite dimension without Markovian restriction for coefficients. The necessary and sufficient condition…
-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients
Guangdong Jing, Penghui Wang, Shan Wang
The main purpose of this paper is to obtain the existence and uniqueness of -solution to quantum stochastic differential equation driven by Fermion fields with nonlocal condit…
A note on "Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions"
Guangdong Jing, Penghui Wang
The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng \cite{peng} in 2000. For one-dimensional case, denoting by $\{λ_n\}_{n=1}^{\in…
Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application
Guangdong Jing, Penghui Wang
In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant c…