83 citations · 230 across the 51 of their papers we have counts for
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Dynkin Game of Stochastic Differential Equations with Random Coefficients, and Associated Backward Stochastic Partial Differential Variational Inequality
Shanjian Tang, Zhou Yang
A Dynkin game is considered for stochastic differential equations with random coefficients. We first apply Qiu and Tang's maximum principle for backward stochastic partial differen…
-Solution () of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space
Kai Du, Shanjian Tang, Qi Zhang
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev spa…
2D Backward Stochastic Navier-Stokes Equations with Nonlinear Forcing
Jinniao Qiu, Shanjian Tang, Yuncheng You
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Br…
Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations
Jinniao Qiu, Shanjian Tang
In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove t…