7 citations · 8 across the 3 of their papers we have counts for
6 papers · 1 filter
-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…
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…
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…
Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process
Shaokuan Chen, Shanjian Tang
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson poi…
Strong Solution of Backward Stochastic Partial Differential Equations in Domains
Kai Du, Shanjian Tang
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness…
Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space
Kai Du, Jinniao Qiu, Shanjian Tang
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An -theory is given for the Cauchy prob…