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math.PR2025
Existence of optimal controls for stochastic partial differential equations with fully local monotone coefficients
Gaofeng Zong
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stoc…
math.PR2021★ 2 cited
On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations
Xinpeng Li, Gaofeng Zong
In this paper, we firstly establish the weak laws of large numbers on the canonical space $(\br^\bn,\cb(\br^\bn))$ by traditional truncation method and Chebyshev's inequality as in…
math.PR2017
BSDEs and SDEs with time-advanced and -delayed coefficients
Shiqiu Zheng, Gaofeng Zong
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the pa…