22 citations · 51 across the 18 of their papers we have counts for
6 papers · 1 filter
The Viability Property for Path-dependent SDE under Open Constraints
Liangquan Zhang
In this note, we study the viability of a bounded open domain in for a process driven by a path-dependent stochastic differential equation with Lipschitz data. W…
Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations
Ana Bela Cruzeiro, André de Oliveira Gomes, Liangquan Zhang
In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter . We study the asymptotic behavior of its sol…
Selection in the Zero-Noise Limit for High-Dimensional Diffusions with Measurable Drift
Liangquan Zhang, Chang Li
This paper investigates the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE) \begin{equation*} \mathrm{d}…
Large Deviation for Reflected Backward Stochastic Differential Equations
Liangquan Zhang
In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.
Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations
Liangquan Zhang, Yufeng Shi
By the methods of probability and duality technique, we give some comparison theorems for the solutions of infinite horizon forward-backwad stochastic differential equations.
Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon
Liangquan Zhang, Yufeng Shi
Under quasi-monotone assumptions for coefficients, we show one kind of comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic differential equations on infini…