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20122020
most citedThe obstacle problem for quasilinear stochastic PDEs: Analytical approach

26 citations · 26 across the 12 of their papers we have counts for

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math.PR2020

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…

math.PR2020

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…