Situ Rong

发表

On solutions of backward stochastic differential equations with jumps and applications

Situ Rong, 1997 .

NON-CONVEX STOCHASTIC OPTIMAL CONTROL AND MAXIMUM PRINCIPLE

Situ Rong, 1983 .

On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations

Situ Rong, Wang Yueping, 2000 .

On Solutions of Backward Stochastic Differential Equations with Jumps and Stochastic Control

Situ Rong, 2002 .

Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory

Situ Rong, W. Chan, 1992 .

Strong Solutions and Pathwise Control for Multidimensional Non-Linear Stochastic System with Jumps 1

Situ Rong, 1987 .

Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space

Situ Rong, Xu Huan-Yao, 2001 .

Strong solutions and optimal control for stochastic differential equations in duals of nuclear spaces

Situ Rong, 1991 .