Qi S. Zhang

activity

20012023

most citedStationary Solutions of SPDEs and Infinite Horizon BDSDEs

74 citations · 267 across the 68 of their papers we have counts for

collaborators

Showing 2011 · math.PRShow all

3 papers · 2 filters

math.PR2011

SPDEs with Polynomial Growth Coefficients and Malliavin Calculus Method

Qi Zhang, Huaizhong Zhao

In this paper we study the existence and uniqueness of the $L_{ρ}^{2 p} (R^{d}; R^{1}) \times L_{ρ}^{2} (R^{d}; R^{d})$ valued solution of backward doubly stochasti…

math.PR2011★ 1 cited

Semi-linear Degenerate Backward Stochastic Partial Differential Equations and Associated Forward Backward Stochastic Differential Equations

Kai Du, Qi Zhang

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technica…

math.PR2011★ 7 cited

$W^{m, p}$ -Solution ( $p \geq 2$ ) of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space

Kai Du, Shanjian Tang, Qi Zhang

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev spa…

SPDEs with Polynomial Growth Coefficients and Malliavin Calculus Method

Semi-linear Degenerate Backward Stochastic Partial Differential Equations and Associated Forward Backward Stochastic Differential Equations

Wm,p-Solution (p≥2) of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space

$W^{m, p}$ -Solution ( $p \geq 2$ ) of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space