22 citations · 51 across the 18 of their papers we have counts for
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math.PR2012
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…
math.PR2012
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…
math.PR2012
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}…