Penghui Wang

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20242026

most cited

L^{p}

-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients

2 citations · 2 across the 5 of their papers we have counts for

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math.PR2026

Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method

Penghui Wang, Yanqing Wang, Xu Zhang

In this paper, we propose a finite transposition method to solve backward stochastic differential equations (BSDEs, for short). Based on the transposition solution theory for BSDEs…

math.PR2024★ 2 cited

$L^{p}$ -solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients

Guangdong Jing, Penghui Wang, Shan Wang

The main purpose of this paper is to obtain the existence and uniqueness of $L^{p}$ -solution to quantum stochastic differential equation driven by Fermion fields with nonlocal condit…

Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method

Lp-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients

$L^{p}$ -solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients