2 citations · 2 across the 5 of their papers we have counts for
5 papers
A Kneser-type theorem for backward doubly stochastic differential equations
Yufeng Shi, Qingfeng Zhu
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maxima…
A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
Qingfeng Zhu, Yufeng Shi
In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may b…
Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Stochastic Partial Differential-Integral Equations
Qingfeng Zhu, Yufeng Shi
In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpre…
The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs
Qingfeng Zhu, Yufeng Shi
In this paper, we prove that, if the coefficient f = f(t; y; z) of backward doubly stochastic differential equations (BDSDEs for short) is assumed to be continuous and linear growt…
Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations
Qingfeng Zhu, Yufeng Shi
In this paper, we study backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitz coefficients on random…