Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng Large deviation principles of obstacle problems for quasilinear stochastic PDEs. (English) Zbl 1470.60188 Appl. Math. Optim. 83, No. 2, 849-879 (2021). Reviewer: Dejun Luo (Beijing) MSC: 60H15 60F10 60G65 PDFBibTeX XMLCite \textit{A. Matoussi} et al., Appl. Math. Optim. 83, No. 2, 849--879 (2021; Zbl 1470.60188) Full Text: DOI arXiv
Yang, Xue; Zhang, Qi; Zhang, Tusheng Reflected backward stochastic partial differential equations in a convex domain. (English) Zbl 1477.60104 Stochastic Processes Appl. 130, No. 10, 6038-6063 (2020). Reviewer: Jing Cui (Wuhu) MSC: 60H15 60G46 60H10 PDFBibTeX XMLCite \textit{X. Yang} et al., Stochastic Processes Appl. 130, No. 10, 6038--6063 (2020; Zbl 1477.60104) Full Text: DOI
Yang, Saisai; Zhang, Tusheng Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients. (English) Zbl 1425.60061 Potential Anal. 49, No. 2, 225-245 (2018). Reviewer: Xuan Loc Nguyen (Hanoi) MSC: 60H15 60H30 35J25 PDFBibTeX XMLCite \textit{S. Yang} and \textit{T. Zhang}, Potential Anal. 49, No. 2, 225--245 (2018; Zbl 1425.60061) Full Text: DOI
Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. (English) Zbl 1372.60085 Stochastic Processes Appl. 127, No. 9, 2781-2815 (2017). MSC: 60H10 60H15 60G46 35R60 PDFBibTeX XMLCite \textit{A. Matoussi} et al., Stochastic Processes Appl. 127, No. 9, 2781--2815 (2017; Zbl 1372.60085) Full Text: DOI arXiv
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng A stochastic HJB equation for optimal control of forward-backward SDEs. (English) Zbl 1354.60061 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 435-446 (2016). MSC: 60H10 49K45 49L25 91G10 93E20 PDFBibTeX XMLCite \textit{B. Øksendal} et al., in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 435--446 (2016; Zbl 1354.60061) Full Text: DOI arXiv
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng A comparison theorem for backward SPDEs with jumps. (English) Zbl 1336.60123 Chen, Zhen-Qing (ed.) et al., Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju. Hackensack, NJ: World Scientific (ISBN 978-981-4596-52-7/hbk; 978-981-4596-54-1/ebook). Interdisciplinary Mathematical Sciences 17, 479-487 (2015). MSC: 60H15 91B30 91G80 PDFBibTeX XMLCite \textit{B. Øksendal} et al., Interdiscip. Math. Sci. 17, 479--487 (2015; Zbl 1336.60123) Full Text: DOI arXiv
Hu, Ying; Matoussi, Anis; Zhang, Tusheng Wong-Zakai approximations of backward doubly stochastic differential equations. (English) Zbl 1325.60089 Stochastic Processes Appl. 125, No. 12, 4375-4404 (2015). MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastic Processes Appl. 125, No. 12, 4375--4404 (2015; Zbl 1325.60089) Full Text: DOI arXiv
Yang, Xue; Zhang, Tusheng Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients. (English) Zbl 1333.60152 Stochastic Processes Appl. 124, No. 7, 2442-2478 (2014). MSC: 60H30 60H10 35J61 60J60 PDFBibTeX XMLCite \textit{X. Yang} and \textit{T. Zhang}, Stochastic Processes Appl. 124, No. 7, 2442--2478 (2014; Zbl 1333.60152) Full Text: DOI arXiv
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. (English) Zbl 1306.93078 Math. Oper. Res. 39, No. 2, 464-486 (2014). Reviewer: Dirk Blömker (Augsburg) MSC: 93E20 60H15 35R60 60G40 PDFBibTeX XMLCite \textit{B. Øksendal} et al., Math. Oper. Res. 39, No. 2, 464--486 (2014; Zbl 1306.93078) Full Text: DOI Link
Zhang, Tusheng; Ran, Qikang Backward SDEs and Sobolev solutions for semilinear parabolic PDEs with singular coefficients. (English) Zbl 1227.60089 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 3, 517-536 (2011). MSC: 60H30 35K58 35R60 PDFBibTeX XMLCite \textit{T. Zhang} and \textit{Q. Ran}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 3, 517--536 (2011; Zbl 1227.60089) Full Text: DOI
Zhang, Tusheng A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients. (English) Zbl 1242.60072 Ann. Probab. 39, No. 4, 1502-1527 (2011). Reviewer: Xuan Loc Nguyen (Hanoi) MSC: 60H30 35J25 31C25 PDFBibTeX XMLCite \textit{T. Zhang}, Ann. Probab. 39, No. 4, 1502--1527 (2011; Zbl 1242.60072) Full Text: DOI arXiv
Ran, Qikang; Zhang, Tusheng Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE. (English) Zbl 1205.60116 J. Theor. Probab. 23, No. 4, 951-971 (2010). MSC: 60H10 60H30 93E20 35R60 PDFBibTeX XMLCite \textit{Q. Ran} and \textit{T. Zhang}, J. Theor. Probab. 23, No. 4, 951--971 (2010; Zbl 1205.60116) Full Text: DOI
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng Stochastic calculus for fractional Brownian motion and applications. (English) Zbl 1157.60002 Probability and its Applications. London: Springer (ISBN 978-1-85233-996-8/hbk; 978-1-84996-994-9/pbk; 978-1-84628-797-8/ebook). xii, 329 p. (2008). Reviewer: Michael Högele (Berlin) MSC: 60-02 60H05 60H07 60H10 60H30 60H40 60G22 PDFBibTeX XMLCite \textit{F. Biagini} et al., Stochastic calculus for fractional Brownian motion and applications. London: Springer (2008; Zbl 1157.60002) Full Text: DOI