26 citations · 29 across the 6 of their papers we have counts for
4 papers · 1 filter
On the Quasi-linear Reflected Backward Stochastic Partial Differential Equations
Jinniao Qiu, Wenning Wei
This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial di…
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
Shanjian Tang, Wenning Wei
This paper is concerned with solution in Hölder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabol…
Maximum Principle for Optimal Control of Neutral Stochastic Functional Differential Systems
Wenning Wei
In this paper, the optimal control problem of neutral stochastic functional differential equation (NSFDE) is discussed. A class of so-called neutral backward stochastic functional…
Neutral Backward Stochastic Functional Differential Equations and Their Application
Wenning Wei
In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the ex…