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20102016
most citedMean-field SDE driven by a fractional Brownian motion and related stochastic control problem

22 citations · 33 across the 6 of their papers we have counts for

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math.PR2011

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…

math.PR2011

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…