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math.OC2017
Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven By Lévy Processes
Fu Zhang, Qingxin Meng, Maoning Tang
In this paper, we consider a partial information two-person zero-sum stochastic differential game problem where the system is governed by a backward stochastic differential equatio…
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…