22 citations · 33 across the 6 of their papers we have counts for
6 papers
Peng's Maximum Principle for a Stochastic Control Problem Driven by a Fractional and a Standard Brownian Motion
Rainer Buckdahn, Shuai Jing
We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation…
Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem
Rainer Buckdahn, Shuai Jing
We study a class of mean-field stochastic differential equations driven by a fractional Brownian motion with Hurst parameter and a related stochastic control problem.…
Modified Weibull distribution for Biomedical signals denoising
A. M. Adam, R. M. Farouk, B. S . El-Desouky
A wide range of signs are acquired from the human body called Biomedical signs or biosignals, they can be at the cell level, organ level, or sub-atomic level. Electroencephalogrami…
Regularity Properties of Viscosity Solutions of Integro-Partial Differential Equations of Hamilton-Jacobi-Bellman Type
Shuai Jing
We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic…
Nonlinear Fractional Backward Doubly Stochastic Differential Equations with Hurst Parameter in (1/2,1)
Shuai Jing
We first state a special type of Itô formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish t…
Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)
Shuai Jing, Jorge León
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion w…