5 papers
Scaling limit for the pinning model in correlated Gaussian environment beyond the -regime
Jian Song, Meng Wang, Ran Wei
In this paper, we study the scaling limit of the pinning model in correlated Gaussian environment. The tail probability of the underlying renewal process of the model has a polynom…
Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
Guomin Liu, Jian Song, Meng Wang
For a class of path-dependent stochastic evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive opti…
On a class of stochastic fractional heat equations
Jian Song, Meng Wang, Wangjun Yuan
For the fractional heat equation where the covariance function of the Gaussian noise is d…
Stochastic partial differential equations associated with Feller processes
Jian Song, Meng Wang, Wangjun Yuan
For the stochastic partial differential equation where is Gaussian noise colored in time and is the infi…
Maximum principle for recursive optimal control problem of stochastic delay evolution equations
Guomin Liu, Jian Song, Meng Wang
For a class of stochastic delay evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal contr…