Jiaqiang Wen

Available identifiers

zbMath Open wen.jiaqiangMaRDI QIDQ504473

List of research outcomes

Publication	Date of Publication	Type
Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)	2025-01-17	Paper
Backward doubly stochastic differential equations and SPDEs with quadratic growth	2024-09-02	Paper
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	2023-07-13	Paper
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System	2023-05-04	Paper
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games	2023-03-29	Paper
A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching	2022-12-03	Paper
Fractional backward stochastic differential equations with delayed generator	2022-11-30	Paper
Solvability of a class of mean-field BSDEs with quadratic growth	2022-09-30	Paper
Large Deviation Principle for Backward Stochastic Differential Equations with a stochastic Lipschitz condition on $z$	2022-09-20	Paper
General indefinite backward stochastic linear-quadratic optimal control problems	2022-06-08	Paper
Backward doubly stochastic differential equations and SPDEs with quadratic growth	2022-05-11	Paper
Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator	2022-05-06	Paper
Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system	2021-08-11	Paper
Mean-field backward stochastic differential equations driven by fractional Brownian motion	2021-08-10	Paper
Anticipated backward stochastic differential equations with quadratic growth	2020-11-03	Paper
Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations	2020-10-07	Paper
Backward doubly stochastic Volterra integral equations and their applications	2020-06-16	Paper
Solvability of anticipated backward stochastic Volterra integral equations	2020-01-20	Paper
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem	2019-11-28	Paper
Backward doubly stochastic Volterra integral equations and applications to optimal control problems	2019-06-25	Paper
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs	2019-05-10	Paper
Maximum principle for a stochastic delayed system involving terminal state constraints	2017-05-12	Paper
Anticipative backward stochastic differential equations driven by fractional Brownian motion	2017-01-16	Paper
Functional It\^o formula for fractional Brownian motion	2016-06-04	Paper
Anticipating backward stochastic Volterra integral equations	2015-03-22	Paper
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth	N/A	Paper
Maximum principle for a Markovian regime switching system with partial information under model uncertainty	N/A	Paper
A local maximum principle for robust optimal control problems of quadratic BSDEs	N/A	Paper

Research outcomes over time

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