60 citations · 263 across the 86 of their papers we have counts for
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A Note on the Malliavin Differentiability of One-Dimensional Reflected Stochastic Differential Equations with Discontinuous Drift
Torstein Nilssen, Tusheng Zhang
We consider a one-dimensional Stochastic Differential Equation with reflection where we allow the drift to be merely bounded and measurable. It is already known that such equations…
Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu, Anis Matoussi, Tusheng Zhang
In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
Backward Doubly SDEs and Semilinear Stochastic PDEs in a convex domain
Matoussi Anis, Sabbagh Wissal, Tusheng Zhang
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stoc…
Elliptic stochastic partial differential equations with two reflecting walls
Wen Yue, Tusheng Zhang
In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of…
The dynamics of the stochastic shadow Gierer-Meinhardt System
M. Winter, L. Xu, J. Zhai +1
We consider the dynamics of the stochastic shadow Gierer-Meinhardt system with one-dimensional standard Brownian motion. We establish the global existence and uniqueness of solutio…
A comparison theorem for backward SPDEs with jumps
Bernt Øksendal, Agnès Sulem, Tusheng Zhang
In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures…