Showing 1–10 of 10 results
/ Date/ Name
May 12, 2010Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)Mar 17, 2011Nonlinear Fractional Backward Doubly Stochastic Differential Equations with Hurst Parameter in (1/2,1)May 5, 2016Forward-backward SDEs with distributional coefficientsMay 5, 2016Peng's Maximum Principle for a Stochastic Control Problem Driven by a Fractional and a Standard Brownian MotionOct 7, 2011Regularity Properties of Viscosity Solutions of Integro-Partial Differential Equations of Hamilton-Jacobi-Bellman TypeMay 31, 2016Mean-field SDE driven by a fractional Brownian motion and related stochastic control problemAug 29, 2023The AIMS Site SurveyFeb 17, 2023Complex strengthening mechanisms in nanocrystalline Ni-Mo alloys revealed by a machine-learning interatomic potentialMar 12, 2024Direct observation of strong t-e orbital hybridization and the effects of f orbitalsJul 16, 2021Solar observation with the Fourier transform spectrometer I : Preliminary results of the visible and near-infrared solar spectrum