5 citations · 6 across the 3 of their papers we have counts for
3 papers
math.PR2021★ 1 cited
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations
Yong Ren, Auguste Aman, Qing Zhou
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a…
math.PR2014★ 5 cited
On optimal mean-field type control problems of stochastic systems with jump processes under partial information
Yaozhong Hu, David Nualart, Qing Zhou
This paper considers the problem of partially observed optimal control for forward stochastic systems which are driven by Brownian motions and an independent Poisson random measure…
math.PR2010
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations
Yong Ren, Qing Zhou, Auguste Aman
In this paper, a class of generalized backward doubly stochastic differential equations whose coefficient contains the subdifferential operators of two convex functions (also calle…