7 citations · 8 across the 3 of their papers we have counts for
3 papers
math.PR2011★ 7 cited
-Solution () of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space
Kai Du, Shanjian Tang, Qi Zhang
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev spa…
math.PR2011
2D Backward Stochastic Navier-Stokes Equations with Nonlinear Forcing
Jinniao Qiu, Shanjian Tang, Yuncheng You
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Br…
math.PR2011★ 1 cited
Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations
Jinniao Qiu, Shanjian Tang
In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove t…