50 citations · 153 across the 53 of their papers we have counts for
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math.ST2021
Statistical Estimation and Nonlinear Filtering in Environmental Pollution
Qizhu Liang, Jie Xiong, Xingqiu Zhao
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown…
math.OC2021★ 1 cited
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
Jingrui Sun, Zhen Wu, Jie Xiong
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to b…
math.PR2021★ 2 cited
Well-posedness of martingale problem for SBM with interacting branching
Lina Ji, Jie Xiong, Xu Yang
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using th…