| Backward doubly stochastic Volterra integral equations and their applications Y Shi, J Wen, J Xiong Journal of differential equations 269 (9), 6492-6528, 2020 | 25 | 2020 |
| Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem S Douissi, J Wen, Y Shi Applied Mathematics and Computation 355, 282-298, 2019 | 20 | 2019 |
| Anticipative backward stochastic differential equations driven by fractional Brownian motion J Wen, Y Shi Statistics & Probability Letters 122, 118-127, 2017 | 17 | 2017 |
| Anticipated backward stochastic differential equations with quadratic growth Y Hu, X Li, J Wen Journal of Differential Equations 270, 1298-1331, 2021 | 15 | 2021 |
| Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system J Wen, X Li, J Xiong Applied Mathematics & Optimization 84 (1), 535-565, 2021 | 14 | 2021 |
| Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs J Wen, Y Shi Journal of Mathematical Analysis and Applications 476 (1), 86-100, 2019 | 11 | 2019 |
| Zero-sum Stackelberg stochastic linear-quadratic differential games J Sun, H Wang, J Wen SIAM Journal on Control and Optimization 61 (1), 252-284, 2023 | 9 | 2023 |
| Stochastic linear-quadratic optimal control problems with random coefficients and Markovian regime switching system J Wen, X Li, J Xiong, X Zhang SIAM Journal on Control and Optimization 61 (2), 949-979, 2023 | 7 | 2023 |
| Solvability of anticipated backward stochastic Volterra integral equations J Wen, Y Shi Statistics & Probability Letters 156, 108599, 2020 | 7 | 2020 |
| Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth T Hao, Y Hu, S Tang, J Wen arXiv preprint arXiv:2211.05676, 2022 | 5 | 2022 |
| Mean-field backward stochastic differential equations driven by fractional Brownian motion YF Shi, JQ Wen, J Xiong Acta Mathematica Sinica, English Series 37 (7), 1156-1170, 2021 | 5 | 2021 |
| Solvability of a class of mean-field BSDEs with quadratic growth T Hao, J Wen, J Xiong Statistics & Probability Letters 191, 109652, 2022 | 4 | 2022 |
| Backward doubly stochastic Volterra integral equations and applications to optimal control problems Y Shi, J Wen, J Xiong arXiv preprint arXiv:1906.10582, 2019 | 4 | 2019 |
| Maximum principle for a stochastic delayed system involving terminal state constraints J Wen, Y Shi Journal of Inequalities and Applications 2017, 1-16, 2017 | 4 | 2017 |
| General indefinite backward stochastic linear-quadratic optimal control problems J Sun, J Wen, J Xiong ESAIM: Control, Optimisation and Calculus of Variations 28, 35, 2022 | 3 | 2022 |
| Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations J Wen, Y Shi Computers & Mathematics with Applications 79 (5), 1435-1446, 2020 | 3 | 2020 |
| A Type of Time-Symmetric Stochastic System and Related Games Q Zhu, Y Shi, J Wen, H Zhang Symmetry 13 (1), 118, 2021 | 2 | 2021 |
| A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching T Hao, J Wen, J Xiong arXiv preprint arXiv:2212.01559, 2022 | 1 | 2022 |
| Backward doubly stochastic differential equations and SPDEs with quadratic growth Y Hu, J Wen, J Xiong arXiv preprint arXiv:2205.05289, 2022 | 1 | 2022 |
| Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator J Wen, Z Wu, Q Zhang arXiv preprint arXiv:2205.03052, 2022 | 1 | 2022 |
