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math.PR2026
The Backward Stochastic Partial Differential Integral Equations: Solvability and Comparison Principle
Qingxin Meng, Qi Zhang
The paper is concerned with the well-posedness of backward stochastic partial differential equations with jumps, also called backward stochastic partial differential integral equat…
math.OC2026
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
Dunxiang Liang, Qingxin Meng
This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We…