2 citations · 2 across the 4 of their papers we have counts for
4 papers
Scaling limit of a long-range random walk in time-correlated random environment
Guanglin Rang, Jian Song, Meng Wang
This paper concerns a long-range random walk in random environment in dimension , where the environmental disorder is independent in space but has long-range correlations in t…
On mean-field control problems for backward doubly stochastic systems
Jian Song, Meng Wang
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the j…
Stochastic maximum principle for systems driven by local martingales with spatial parameters
Jian Song, Meng Wang
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming…
Integral representation of renormalized self-intersection local times
Yaozhong Hu, David Nualart, Jian Song
In this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the % -dimensional fractional Brown…