50 citations · 153 across the 53 of their papers we have counts for
55 papers
Mixed state branching evolution for cell division models
Shukai Chen, Lina Ji, Jie Xiong
We prove a scaling limit theorem for two-type Galton-Waston branching processes with interaction. The limit theorem gives rise to a class of mixed state branching processes with in…
A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching
Tao Hao, Jiaqiang Wen, Jie Xiong
This paper is devoted to a global stochastic maximum principle for conditional mean-field forward-backward stochastic differential equations (FBSDEs, for short) with regime switchi…
Stochastic maximum principle for weighted mean-field system
Yanyan Tang, Jie Xiong
We study the optimal control problem for a weighted mean-field system. A new feature of the control problem is that the coefficients depend on the state process as well as its weig…
Solvability of a class of mean-field BSDEs with quadratic growth
Tao Hao, Jiaqiang Wen, Jie Xiong
In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existe…
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
Siyu Lv, Jie Xiong, Xin Zhang
In this paper, we consider a linear quadratic (LQ) leader-follower stochastic differential game for regime switching diffusions with mean-field interactions. One of the salient fea…
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs
Yufeng Shi, Jiaqiang Wen, Jie Xiong
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional Itô (or path-dependent) calculus, the relationsh…