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Tang, Shanjian

  1. Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators
    2014/08/20 by Hu, Ying, Tang, Shanjian · 5 citations
    #35R60 #60H15 #93E20 #FOS: Mathematics #Probability (math.PR)
  2. Quadratic G-BSDEs with convex generators and unbounded terminal conditions
    2021/01/27 by Hu, Ying, Tang, Shanjian, Wang, Falei · 7 citations
    #60H10 #FOS: Mathematics #Probability (math.PR)
  3. Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
    2020/07/09 by Fan, Shengjun, Hu, Ying, Tang, Shanjian · 5 citations
    #60H10 #FOS: Mathematics #Probability (math.PR)
  4. Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients
    2014/07/18 by Tang, Shanjian · 3 citations
    #49K45 #49N10 #60H10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  5. Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility
    2017/07/01 by Hu, Ying, Liang, Gechun, Tang, Shanjian · 3 citations
    #60H10 #60H30 #91G10 #91G80 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
  6. Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
    2007/06/29 by Hu, Ying, Tang, Shanjian · 2 citations
    #FOS: Mathematics #Probability (math.PR)
  7. Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
    2022/11/10 by Hao, Tao, Hu, Ying, Tang, Shanjian +1 · 5 citations
    #60H10 #60H30 #FOS: Mathematics #Probability (math.PR)
  8. On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
    2019/05/29 by Shengjun Fan, Ying Hu, Fan, Shengjun +3 · 4 citations
    Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Stability and Controllability of Differential Equations
  9. Reflected Quadratic BSDEs driven by G-Brownian Motions
    2019/06/03 by Dong Cao, Cao, Dong, Shanjian Tang +1 · 2 citations
    Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Financial Risk and Volatility Modeling
  10. Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations
    2008/01/23 by Freddy Delbaen, Delbaen, Freddy, Shanjian Tang +1 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #60G44 #60G46 #60H10 #60H20 #60H99 #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stochastic processes and financial applications
  11. Strong Solution of Backward Stochastic Partial Differential Equations in C2 Domains
    2010/06/11 by Du, Kai, Tang, Shanjian · 1 citation
    #35R60 #60H15 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
  12. Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations
    2011/03/05 by Qiu, Jinniao, Tang, Shanjian · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  13. Mean-field type Quadratic BSDEs
    2017/08/28 by Hibon, Hélène, Hu, Ying, Tang, Shanjian · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  14. Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
    2023/07/21 by Fan, Shengjun, Hu, Ying, Tang, Shanjian · 2 citations
    #60H10 #FOS: Mathematics #Probability (math.PR)
  15. Mean Field Games with Common Noises and Conditional Distribution Dependent FBSDEs
    2021/05/25 by Huang, Ziyu, Tang, Shanjian · 1 citation
    #49J99 #49N70 #60H10 #60H30 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  16. Multi-dimensional Mean-field Type Backward Stochastic Differential Equations with Diagonally Quadratic Generators
    2023/03/29 by Shanjian Tang, Tang, Shanjian, Guang Yang +1 · 1 citation
    Economics, Econometrics and Finance · Engineering · Mathematics · #60H10 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
  17. Discrete-time Approximation of Stochastic Optimal Control with Partial Observation
    2023/02/07 by Li, Yunzhang, Tan, Xiaolu, Tang, Shanjian · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  18. On Mean Field Monotonicity Conditions from Control Theoretical Perspective
    2024/12/06 by Bensoussan, Alain, Huang, Ziyu, Tang, Shanjian +1 · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  19. Mean Field Games with Major and Minor Agents: the Limiting Problem and Nash Equilibrium
    2022/10/23 by Huang, Ziyu, Tang, Shanjian · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)