7 citations · 41 across the 28 of their papers we have counts for
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math.OC2009★ 7 cited
Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information
Qingxin Meng
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled…
math.PR2009★ 2 cited
Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations
Kai Du, Qingxin Meng
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness resul…