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 | 58 | 2013 |
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 | 53 | 2012 |
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 | 41 | 2013 |
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 | 40 | 2012 |
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 | 36 | 2010 |
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 | 29 | 2019 |
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 | 21 | 2015 |
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 |
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 | 15 | 2018 |
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 | 14 | 2019 |
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 | 13 | 2022 |
A Schauder estimate for stochastic PDEs K Du, J Liu Comptes Rendus Mathematique 354 (4), 371-375, 2016 | 13 | 2016 |
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 | 10 | 2023 |
W2, p-solutions of parabolic SPDEs in general domains K Du Stochastic Processes and their Applications 130 (1), 1-19, 2020 | 10 | 2020 |
A note on asymptotic exponential arbitrage with exponentially decaying failure probability K Du, AD Neufeld Journal of Applied Probability 50 (3), 801-809, 2013 | 7 | 2013 |
Optimal gradient estimates of heat kernels of stable-like operators K Du, X Zhang arXiv preprint arXiv:1808.06349, 2018 | 6 | 2018 |
Backward stochastic partial differential equations with quadratic growth K Du, S Chen Journal of Mathematical Analysis and Applications 419 (1), 447-468, 2014 | 5 | 2014 |
Schauder-type estimates for higher-order parabolic SPDEs Y Wang, K Du Journal of Evolution Equations 20, 1453-1483, 2020 | 4 | 2020 |
Krylov–Safonov estimates for a degenerate diffusion process F Zhang, K Du Stochastic Processes and their Applications 130 (8), 5100-5123, 2020 | 4 | 2020 |
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs K Du, J Liu, F Zhang | 3 | 2020 |