activity
20072014
most citedBackward doubly stochastic differential equations with weak assumptions on the coefficients

10 citations · 13 across the 4 of their papers we have counts for

collaborators

11 papers

math.NT2014★ 1 cited

Isogeny orbits in a family of abelian varieties

Qian Lin, Ming-Xi Wang

We prove that if a curve of a non-isotrivial family of abelian varieties over a curve contains infinitely many isogeny orbits of a finitely generated subgroup of a simple abelian v…

math.PR2011

Optimal control of coupled forward-backward stochastic system with jumps and related Hamilton-Jacobi-Bellman equations

Qian Lin

In this paper we investigate a kind of optimal control problem of coupled forward-backward stochastic system with jumps whose cost functional is defined through a coupled forward-b…

math.PR2011

Nash equilibrium payoffs for stochastic differential games with reflection

Qian Lin

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem…

math.RT2011

Highest weight modules at the critical level and noncommutative Springer resolution

Roman Bezrukavnikov, Qian Lin

In arXiv:1001.2562 a certain non-commutative algebra was defined starting from a semi-simple algebraic group, so that the derived category of -modules is equivalent to the d…

math.PR2011

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

Qian Lin

In this paper, we study Nash equilibrium payoffs for nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence…

math.PR2010

Properties of solutions of stochastic differential equations driven by the G-Brownian motion

Qian Lin

In this paper, we study the differentiability of solutions of stochastic differential equations driven by the -Brownian motion with respect to the initial data and the parameter…