Stationary solutions of SPDEs and infinite horizon BDSDEs Q Zhang, H Zhao Journal of Functional Analysis 252 (1), 171-219, 2007 | 80 | 2007 |
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients Q Zhang, H Zhao Journal of Differential Equations 248 (5), 953-991, 2010 | 50 | 2010 |
Wm, p-solution (p⩾ 2) of linear degenerate backward stochastic partial differential equations in the whole space K Du, S Tang, Q Zhang Journal of Differential Equations 254 (7), 2877-2904, 2013 | 44 | 2013 |
Optimal variational principle for backward stochastic control systems associated with Lévy processes MN Tang, Q Zhang Science China Mathematics 55 (4), 745-761, 2012 | 29 | 2012 |
Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations K Du, Q Zhang Stochastic Processes and their Applications 123 (5), 1616-1637, 2013 | 21 | 2013 |
A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition U Horst, J Qiu, Q Zhang SIAM Journal on Control and Optimization 54 (2), 946-963, 2016 | 17 | 2016 |
SPDEs with polynomial growth coefficients and the Malliavin calculus method Q Zhang, H Zhao Stochastic Processes and their Applications 123 (6), 2228-2271, 2013 | 17 | 2013 |
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients Q Zhang, H Zhao Journal of Theoretical Probability 25 (2), 396-423, 2012 | 16 | 2012 |
Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon J Pu, Q Zhang Applied Mathematics & Optimization 83 (2), 1005-1023, 2021 | 11 | 2021 |
Robust consumption portfolio optimization with stochastic differential utility J Pu, Q Zhang Automatica 133, 109835, 2021 | 10 | 2021 |
Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise J Song, X Song, Q Zhang SIAM Journal on Mathematical Analysis 51 (2), 955-990, 2019 | 7 | 2019 |
BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH POLYNOMIAL GROWTH COEFFICIENTS Q Zhang, H Zhao DYNAMICAL SYSTEMS 35 (11), 5285-5315, 2015 | 7 | 2015 |
An iterative algorithm for the stability analysis of dynamic interval systems H Leng, Q Zhang Applied Numerical Mathematics 69, 73-77, 2013 | 7 | 2013 |
Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator J Pu, Q Zhang ESAIM: Control, Optimisation and Calculus of Variations 24 (1), 355-376, 2018 | 5 | 2018 |
Probabilistic approach for semi-linear stochastic fractal equations Y Xie, Q Zhang, X Zhang Stochastic Processes and their Applications 124 (12), 3948-3964, 2014 | 4 | 2014 |
Reflected backward stochastic partial differential equations in a convex domain X Yang, Q Zhang, T Zhang Stochastic Processes and their Applications 130 (10), 6038-6063, 2020 | 3 | 2020 |
Stationary stochastic viscosity solutions of SPDEs Q Zhang Stochastics and Dynamics 11 (04), 691-713, 2011 | 3 | 2011 |
The Link between Stochastic Differential Equations with Non-Markovian Coefficients and Backward Stochastic Partial Differential Equations. L Lin, F Xu, Q Zhang Acta Mathematica Sinica 37 (3), 2021 | 2 | 2021 |
BSDEs with polynomial growth generators in a defaultable market D Guo, H Leng, Q Zhang Journal of Mathematical Analysis and Applications 404 (2), 459-469, 2013 | 2 | 2013 |
Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets J Pu, Q Zhang Systems & Control Letters 183, 105680, 2024 | 1 | 2024 |