- On the C1 regularity of solutions to divergence form elliptic systems with Dini-continuous coefficients
2016/05/02 by Yanyan Li, Li, YanYan · 1 citation
Computer Science · Mathematics · #35J #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Numerical methods in inverse problems
- G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE
2013/05/21 by Peng, Shige, Song, Yongsheng · 2 citations
#35J #35K #60E #60H #62C #62D #FOS: Mathematics #Probability (math.PR)
- Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
2011/06/06 by Shigē Péng, Peng, Shige · 9 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #35J #35K #60E #60H #62C #62D #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications