50 citations · 153 across the 53 of their papers we have counts for
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math.PR2020
Mutually interacting superprocesses with migration
Lina Ji, Huili Liu, Jie Xiong
A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniquenes…
math.OC2020
A stochastic maximum principle for partially observed stochastic control systems with delay
Shuaiqi Zhang, Xun Li, Jie Xiong
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle f…
math.PR2020★ 1 cited
SPDEs with non-Lipschitz coefficients and nonhomogeous boundary conditions
Jie Xiong, Xu Yang
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with no…