Meng Wang

collaborators

2 papers

math.PR2026

Stochastic partial differential equations associated with Feller processes

Jian Song, Meng Wang, Wangjun Yuan

For the stochastic partial differential equation $\frac{\partial u}{\partial t} = L u + u W ˙$ where $W ˙$ is Gaussian noise colored in time and $L$ is the infi…

math.OC2025

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 $Q$ -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive opti…