50 citations · 153 across the 53 of their papers we have counts for
4 papers · 2 filters
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…
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…
Backward doubly stochastic differential equations and SPDEs with quadratic growth
Ying Hu, Jiaqiang Wen, Jie Xiong
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability result…
On the empty balls of a critical super-Brownian motion
Jie Xiong, Shuxiong Zhang
Let be a -dimensional critical super-Brownian motion started from a Poisson random measure whose intensity is the Lebesgue measure. Denote by $R_t:=\sup\{u>0:…