3 papers
math.OC2023
Stochastic maximum principle for hybrid optimal control problems under partial observation
Siyu Lv, Jie Xiong, Wen Xu
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics c…
math.PR2023
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
Lina Ji, Jie Xiong, Xu Yang
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using th…
math.PR2022
On the empty balls of a critical or subcritical branching random walk
Jie Xiong, Shuxiong Zhang
Let be a critical or subcritical -dimensional branching random walk started from a Poisson random measure whose intensity measure is the Lebesugue measure o…