57 citations · 184 across the 31 of their papers we have counts for
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On Backward Doubly Stochastic Differential Evolutionary System
Jinniao Qiu, Shanjian Tang
In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operato…
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
Paulwin Graewe, Ulrich Horst, Jinniao Qiu
We establish existence, uniqueness and regularity of solution results for a class of backward stochastic partial differential equations with singular terminal condition. The equati…
On the Quasi-linear Reflected Backward Stochastic Partial Differential Equations
Jinniao Qiu, Wenning Wei
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial di…
Forward-Backward Stochastic Differential Systems Associated to Navier-Stokes Equations in the Whole Space
Freddy Delbaen, Jinniao Qiu, Shanjian Tang
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to…