研究領(lǐng)域
l 倒向隨機微分方程
l 隨機最優(yōu)控制
l 金融數(shù)學(xué)
教育背景
l 2012.09 — 2018.06, 山東大學(xué)，數(shù)學(xué)學(xué)院，獲金融數(shù)學(xué)專業(yè)博士學(xué)位
l 2016.12 — 2017.12，美國中佛羅里達大學(xué)，數(shù)學(xué)系，聯(lián)合培養(yǎng)博士
l 2008.09 — 2012.06，大理大學(xué)，數(shù)學(xué)系，獲數(shù)學(xué)與應(yīng)用數(shù)學(xué)學(xué)士學(xué)位
工作經(jīng)歷
l 2020.09 — Present, 南方科技大學(xué)，數(shù)學(xué)系，助理教授
l 2018.09 — 2020.09， 南方科技大學(xué)，數(shù)學(xué)系，博士后
l 2018.06 — 2018.09， 香港理工大學(xué)，數(shù)學(xué)系，研究助理
代表著作(*通訊作者)
1. Ying Hu, Xun Li and Jiaqiang Wen*, Anticipated backward stochastic differential equations with quadratic growth, Journal of Differential Equations, Accept, In Press.
2. Yufeng Shi, Jiaqiang Wen* and Jie Xiong, Backward doubly stochastic Volterra integral equations and their applications, Journal of Differential Equations, 269 (2020), 6492–6528.
3. Jiaqiang Wen, Xun Li and Jie Xiong, Weak Closed-Loop Solvability of Stochastic Linear Quadratic Optimal Control Problems of Markovian Regime Switching System, Applied Mathematics and Optimization, In Press. https://doi.org/10.1007s00245-020-09653-8.
4. Soukaina Douissi, Jiaqiang Wen* and Yufeng Shi, Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem, Applied Mathematics and Computation, 355 (2019), 282–298.
5. Jiaqiang Wen and Yufeng Shi, Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations, Computers and Mathematics with Applications, 79 (2020) 1435–1446.
6. Jiaqiang Wen and Yufeng Shi, Solvability of Anticipated Backward Stochastic Volterra Integral Equations, Statistics and Probability Letters, 156 (2020), 108599.
7. Jiaqiang Wen and Yufeng Shi, Backward doubly stochastic differential equations with random coefficients and quasi-linear stochastic PDEs, Journal of Mathematical Analysis and Applications, 476 (2019), 86–100.
8. Jiaqiang Wen and Yufeng Shi, Maximum principle for a stochastic delayed system involving terminal state constants, Journal of Inequalities and Applications, 103 (2017), 1–16.
9. Jiaqiang Wen and Yufeng Shi, Anticipating backward stochastic differential equations driven by fractional Brownian motion, Statistics and Probability Letters, 122 (2017), 118–127.
