convergence of solutions of discrete reflected backward sde's and simulations
jean memin; shi-ge peng; ming-yu xu institute of mathematics; shandong university; jinan 250100; china irmar; universite de rennesl; carapus de beaulieu; rennes; 35042; prance department of financial mathematics and control science; school of mathematical science; fudan university; shanghai; 200433; china
a notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems
shu-jun liu; ji-feng zhang; zhong-ping jiang department of mathematics; southeast university; nanjing 210096; china key laboratory of systems and control; institute of systems science; academy of mathematics and systems science; chinese academy of sciences; beijing 100080; china department of electrical and computer engineering; polytechnic university; 5 metrotech center; brooklyn; n.y. 11201; usa
optimal control problem governed by semilinear parabolic equation and its algorithm
chun-fa li; xue yang; en-min feng school of management; tianjin university of technology; tianjin 300191; china school of management; tianjin university; tianjin 300072; china department of applied mathematics; dalian university of technology; dalian 116024; china
time-periodic solution to a nonlinear parabolic type equation of higher order
yan-ping wang; you-lin zhang department of physics and mathematics; zhengzhou institute of aeronautical industry management; zhengzhou 450015; china institute of appnea physics and computatiional matnematics; p.o.box 8009; beijing 100088; china