4 papers
Extinction and extinguishment properties for a nonlinear predator-prey branching model
Lina Ji, Jie Xiong, Wen Xu +1
We study extinction and extinguishment in a two-type continuous-state nonlinear branching model driven by Brownian branching noise and spectrally positive stable jumps. The populat…
Strong uniqueness and large deviation principle for mutually catalytic super Markov chains
Jie Xiong, Wen Xu
In this paper, we study the strong uniqueness problem for the mutually catalytic super-Markov chain, which is a two-dimensional degenerate stochastic differential equation with Höl…
Near optimal controls for partially observed stochastic linear quadratic problems
Jingrui Sun, Jiaqiang Wen, Jie Xiong +1
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main featu…
Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients
Jie Xiong, Wen Xu, Ying Yang
In this paper, we study the linear-quadratic control problem for mean-field backward stochastic differential equations (MF-BSDE) with random coefficients. We first derive a prelimi…