83 citations · 230 across the 51 of their papers we have counts for
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math.PR2010★ 7 cited
Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process
Shaokuan Chen, Shanjian Tang
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson poi…
math.PR2010
Strong Solution of Backward Stochastic Partial Differential Equations in Domains
Kai Du, Shanjian Tang
This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness…
math.PR2010★ 1 cited
Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space
Kai Du, Jinniao Qiu, Shanjian Tang
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An -theory is given for the Cauchy prob…