Jinniao Qiu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information	2024-01-31	Paper
On the mean‐field limit for the consensus‐based optimization	2023-12-12	Paper
A consensus-based algorithm for non-convex multiplayer games	2023-11-14	Paper
A Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman equations in the Wasserstein Space	2023-10-22	Paper
On the global convergence of particle swarm optimization methods	2023-07-06	Paper
Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations	2023-06-05	Paper
Swarming models with specular boundary condition and environmental noise	2023-04-04	Paper
Numerical approximations of coupled forward–backward SPDEs	2023-03-09	Paper
Consensus-Based Optimization for Saddle Point Problems	2022-12-23	Paper
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations	2022-10-27	Paper
Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations	2022-07-01	Paper
Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization	2022-06-13	Paper
Pricing Options under Rough Volatility with Backward SPDEs	2022-03-18	Paper
Mean-field particle swarm optimization	2021-08-01	Paper
The microscopic derivation and well-posedness of the stochastic Keller-Segel equation	2021-04-29	Paper
Numerical Approximations of Coupled Forward-Backward SPDEs	2020-12-14	Paper
Stochastic Path-Dependent Hamilton-Jacobi-Bellman Equations and Controlled Stochastic Differential Equations with Random Path-Dependent Coefficients	2020-06-22	Paper
\(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions	2020-02-24	Paper
Controlled reflected SDEs and Neumann problem for backward SPDEs	2020-01-22	Paper
Optimal Liquidation in Target Zone Models and Neumann Problem of Backward SPDEs with Singular Terminal Condition	2019-11-05	Paper
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations	2018-10-18	Paper
A functional limit theorem for limit order books with state dependent price dynamics	2018-01-04	Paper
Hörmander-type theorem for Itô processes and related backward SPDEs	2017-09-21	Paper
Maximum principle for quasi-linear reflected backward SPDEs	2017-09-05	Paper
Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations	2017-06-22	Paper
A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition	2016-04-11	Paper
Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space	2015-06-11	Paper
A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions	2015-06-02	Paper
On the quasi-linear reflected backward stochastic partial differential equations	2014-10-13	Paper
On Backward Doubly Stochastic Differential Evolutionary System	2013-09-16	Paper
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space	2012-07-10	Paper
Maximum principle for quasi-linear backward stochastic partial differential equations	2012-03-22	Paper
2D backward stochastic Navier-Stokes equations with nonlinear forcing	2012-01-04	Paper
Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space	N/A	Paper

Research outcomes over time

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