26 citations · 26 across the 12 of their papers we have counts for
12 papers
Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of…
Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations
Jinniao Qiu, Jing Zhang
In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recurs…
Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection
Jun Dai, Jing Zhang
We study lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in . The convergence of the scheme is e…
The Obstacle Problem for Quasilinear Stochastic PDEs with Neumann boundary condition
Yuchao Dong, Xue Yang, Jing Zhang
We prove the existence and uniqueness of solution of the obstacle problem for quasilinear stochastic partial differential equations (OSPDEs for short) with Neumann boundary conditi…
The Obstacle Problem for Quasilinear Stochastic PDEs with Degenerate Operator
Xue Yang, Jing Zhang
We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's ite…
The Neumann Boundary Problem for Elliptic Partial Differential Equations with Nonlinear Divergence Terms
Xue Yang, Jing Zhang
We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term w…
The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations
Yuchao Dong, Xue Yang, Jing Zhang
We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic in…
Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach
Xue Yang, Jing Zhang
In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex dom…
A spectral collocation method for nonlocal diffusion equations
Hao Tian, Jing Zhang
Nonlocal diffusion model provides an appropriate description of the diffusion process of solute in the complex medium, which cannot be described properly by classical theory of PDE…
Neumann Boundary Problem for Parabolic Partial Differential Equations with Divergence Terms
Xue Yang, Jing Zhang
We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term whic…
The existence and uniqueness result for Quasilinear Stochastic PDEs with Obstacle under weaker integrability conditions
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with Obstacle (in short OSPDE) under a weaker integrability condition on the coefficient and the barrier…
The obstacle problem for quasilinear stochastic PDEs: Analytical approach
Laurent Denis, Anis Matoussi, Jing Zhang
We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic pot…