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Kai Du
Kai Du
Shanghai Center for Mathematical Science, Fudan University
Verified email at fudan.edu.cn - Homepage
Title
Cited by
Cited by
Year
A maximum principle for optimal control of stochastic evolution equations
K Du, Q Meng
SIAM Journal on Control and Optimization 51 (6), 4343-4362, 2013
582013
Strong solution of backward stochastic partial differential equations in C2 domains
K Du, S Tang
Probability Theory and Related Fields 154 (1), 255-285, 2012
532012
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
412013
L p theory for super-parabolic backward stochastic partial differential equations in the whole space
K Du, J Qiu, S Tang
Applied Mathematics & Optimization 65 (2), 175-219, 2012
402012
A revisit to w2n-theory of super-parabolic backward stochastic partial differential equations in rd
K Du, Q Meng
Stochastic Processes and their Applications 120 (10), 1996-2015, 2010
362010
The role of protection zone on species spreading governed by a reaction–diffusion model with strong Allee effect
K Du, R Peng, N Sun
Journal of Differential Equations 266 (11), 7327-7356, 2019
292019
Solvability conditions for indefinite linear quadratic optimal stochastic control problems and associated stochastic Riccati equations
K Du
SIAM Journal on Control and Optimization 53 (6), 3673-3689, 2015
212015
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
212013
Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives
W Chen, K Du, X Qiu
Physica A: Statistical Mechanics and its Applications 491, 37-44, 2018
152018
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
K Du, J Liu
Transactions of the American Mathematical Society 371 (4), 2643-2664, 2019
142019
A Q-learning algorithm for discrete-time linear-quadratic control with random parameters of unknown distribution: convergence and stabilization
K Du, Q Meng, F Zhang
SIAM Journal on Control and Optimization 60 (4), 1991-2015, 2022
132022
A Schauder estimate for stochastic PDEs
K Du, J Liu
Comptes Rendus Mathematique 354 (4), 371-375, 2016
132016
Empirical approximation to invariant measures for McKean–Vlasov processes: Mean-field interaction vs self-interaction
K Du, Y Jiang, J Li
Bernoulli 29 (3), 2492-2518, 2023
102023
W2, p-solutions of parabolic SPDEs in general domains
K Du
Stochastic Processes and their Applications 130 (1), 1-19, 2020
102020
A note on asymptotic exponential arbitrage with exponentially decaying failure probability
K Du, AD Neufeld
Journal of Applied Probability 50 (3), 801-809, 2013
72013
Optimal gradient estimates of heat kernels of stable-like operators
K Du, X Zhang
arXiv preprint arXiv:1808.06349, 2018
62018
Backward stochastic partial differential equations with quadratic growth
K Du, S Chen
Journal of Mathematical Analysis and Applications 419 (1), 447-468, 2014
52014
Schauder-type estimates for higher-order parabolic SPDEs
Y Wang, K Du
Journal of Evolution Equations 20, 1453-1483, 2020
42020
Krylov–Safonov estimates for a degenerate diffusion process
F Zhang, K Du
Stochastic Processes and their Applications 130 (8), 5100-5123, 2020
42020
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
K Du, J Liu, F Zhang
32020
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