most citedSemi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process

7 citations · 7 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2012

Backward stochastic partial differential equations with quadratic growth

Kai Du, Shaokuan Chen

This paper is concerned with the existence and uniqueness of weak solutions to the Cauchy-Dirichlet problem of backward stochastic partial differential equations (BSPDEs) with nonh…

math.PR2010★ 7 cited

Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process

Shaokuan Chen, Shanjian Tang

In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson poi…