Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon
Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations
General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of Stochastic Partial Differential Equations
Large Deviation for Reflected Backward Stochastic Differential Equations
Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications
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