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Shanjian Tang

Identifiers

  • name variant Shanjian Tang 0.60 · backfill

Papers (23)

  1. Reflected Quadratic BSDEs driven by $G$-Brownian Motions math.PR · 2019 · author #2
  2. On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions math.PR · 2019 · author #3
  3. Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach math.PR · 2018 · author #2
  4. Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators math.PR · 2014 · author #2
  5. Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients math.OC · 2014 · author #1
  6. On Backward Doubly Stochastic Differential Evolutionary System math.FA · 2013 · author #2
  7. On the Cauchy problem for backward stochastic partial differential equations in H\"{o}lder spaces math.AP · 2013 · author #1
  8. Forward-Backward Stochastic Differential Systems Associated to Navier-Stokes Equations in the Whole Space math-ph · 2013 · author #3
  9. Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations math.OC · 2012 · author #1
  10. Optimal Stochastic Control with Recursive Cost Functionals of Stochastic Differential Systems Reflected in a Domain math.PR · 2012 · author #2
  11. Dynkin Game of Stochastic Differential Equations with Random Coefficients, and Associated Backward Stochastic Partial Differential Variational Inequality math.OC · 2011 · author #1
  12. $W^{m,p}$-Solution ($p\geq2$) of Linear Degenerate Backward Stochastic Partial Differential Equations in the Whole Space math.PR · 2011 · author #2
  13. 2D Backward Stochastic Navier-Stokes Equations with Nonlinear Forcing math.PR · 2011 · author #2
  14. Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations math.PR · 2011 · author #2
  15. Semi-linear Backward Stochastic Integral Partial Differential Equations driven by a Brownian motion and a Poisson point process math.PR · 2010 · author #2
  16. Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains math.PR · 2010 · author #2
  17. $L^{p}$ Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space math.PR · 2010 · author #3
  18. On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains math.PR · 2009 · author #2
  19. Optimal Switching of One-Dimensional Reflected BSDEs, and Associated Multi-Dimensional BSDEs with Oblique Reflection math.PR · 2008 · author #1
  20. Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations math.PR · 2008 · author #2
  21. Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations math.PR · 2006 · author #2
  22. Dual Representation as Stochastic Differential Games of Backward Stochastic Differential Equations and Dynamic Evaluations math.PR · 2006 · author #1
  23. Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations math.PR · 2006 · author #2

Mentions

  • 1109.5348 #1 · arxiv_oai · confidence 0.70 Shanjian Tang
  • 1408.4579 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1407.5031 #1 · backfill · confidence 0.70 Shanjian Tang
  • 1309.4152 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1304.5687 #1 · backfill · confidence 0.70 Shanjian Tang
  • 1303.5329 #3 · backfill · confidence 0.70 Shanjian Tang
  • 1210.2078 #1 · backfill · confidence 0.70 Shanjian Tang
  • 1202.1412 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1109.5348 #1 · backfill · confidence 0.70 Shanjian Tang
  • 1105.1428 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1104.5567 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1103.1038 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1007.3201 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1006.2185 #2 · backfill · confidence 0.70 Shanjian Tang
  • 1006.1171 #3 · backfill · confidence 0.70 Shanjian Tang
  • 0910.2289 #2 · backfill · confidence 0.70 Shanjian Tang
  • 0810.3176 #1 · backfill · confidence 0.70 Shanjian Tang
  • 0801.3505 #2 · backfill · confidence 0.70 Shanjian Tang

Frequent Coauthors