Shanjian Tang (School of Mathematical Sciences)

Identifiers

• name variant Shanjian Tang (School of Mathematical Sciences) 0.60 · backfill

Papers (7)

1. Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise math.OC · 2018 · author #2
2. Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values math.PR · 2018 · author #3
3. Mean-field type Quadratic BSDEs math.PR · 2017 · author #3
4. Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs math.OC · 2017 · author #2
5. Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values math.PR · 2017 · author #2
6. Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations math.PR · 2008 · author #2
7. Multi-dimensional BSDE with Oblique Reflection and Optimal Switching math.PR · 2007 · author #2

Mentions

• 0806.2058 #2 · backfill · confidence 0.70 Shanjian Tang (School of Mathematical Sciences)
• 0706.4365 #2 · backfill · confidence 0.70 Shanjian Tang (School of Mathematical Sciences)

Frequent Coauthors

• Ying Hu (IRMAR) 7 shared papers
• H\'el\`ene Hibon (IRMAR) 1 shared papers
• Rainer Buckdahn (LM) 1 shared papers