Chen, Shaokuan
- The Maximum Principle for Global Solutions of Stochastic Stackelberg\n Differential Games
2012/10/11 by Alain Bensoussan, Shaokuan Chen, Bensoussan, Alain +3 · 3 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process
2010/07/19 by Shaokuan Chen, Shanjian Tang, Chen, Shaokuan +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories