Nonlinear Feynman-Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise. - Jian Song; Xiaoming Song; Qi Zhang 032 (SIAM J. Math. Anal., 2019)

Infinite Horizon Backward Stochastic Difference Equations and Related Stochastic Recursive Control Problems. - Yuanyuan Ji; Qi Zhang 032 (SIAM J. Control. Optim., 2024)

Backward Stochastic Control System with Entropy Regularization. - Ziyue Chen; Qi Zhang 032 (SIAM J. Control. Optim., 2025)