2 papers
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.PR2023
Forward-backward stochastic differential equations on tensor fields and application to Navier-Stokes equations on Riemannian manifolds
Xin Chen, Ana Bela Cruzeiro, Wenjie Ye +1
In this paper we introduce a class of forward-backward stochastic differential equations on tensor fields of Riemannian manifolds, which are related to semi-linear parabolic partia…