activity
20122020
most citedPath-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations

4 citations · 8 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2017★ 3 cited

Stochastic continuity of random fields governed by a system of stochastic PDEs

Kai Du, Jiakun Liu, Fu Zhang

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in c…