2 papers
math.PR2025
A quadratic BSDE approach to normalization for the finite volume 2D sine-Gordon model in the finite ultraviolet regime
Shanjian Tang, Rundong Xu
This paper is devoted to a new construction of the two-dimensional sine-Gordon model on bounded domains by a novel normalization technique in the finite ultraviolet regime. Our met…
math.OC2020
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
Mingshang Hu, Shaolin Ji, Rundong Xu
We study a stochastic optimal control problem for forward-backward control systems with quadratic generators. In order to establish the first and second-order variational and adjoi…