Tian Xiao Wang

Available identifiers

zbMath Open wang.tianxiaoMaRDI QIDQ904651

List of research outcomes

Publication	Date of Publication	Type
Spike Variations for Stochastic Volterra Integral Equations	2024-01-02	Paper
Singular backward stochastic Volterra integral equations in infinite dimensional spaces	2023-12-07	Paper
Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients	2023-04-14	Paper
A general maximum principle for optimal control of stochastic differential delay systems	2023-02-07	Paper
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations	2022-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q5868988	2022-09-27	Paper
Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems	2022-08-23	Paper
Linear-quadratic stochastic Volterra controls II: Optimal strategies and Riccati--Volterra equations	2022-04-21	Paper
Linear-quadratic stochastic Volterra controls I: Causal feedback strategies	2022-04-18	Paper
Optimal Feedback Controls of Stochastic Linear Quadratic Control Problems in Infinite Dimensions with Random Coefficients	2022-02-21	Paper
Mean-variance portfolio selection with non-negative state-dependent risk aversion	2021-12-01	Paper
Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems	2021-09-22	Paper
Mean-Field Backward Doubly Stochastic Differential Equations and Applications	2021-07-01	Paper
A class of stochastic Fredholm-algebraic equations and applications in finance	2021-06-17	Paper
On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems	2020-08-28	Paper
Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients	2020-06-17	Paper
Time inconsistent asset-liability management with partial information	2020-06-15	Paper
Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations	2020-05-11	Paper
Equilibrium controls in time inconsistent stochastic linear quadratic problems	2020-04-14	Paper
Characterization of optimal feedback for stochastic linear quadratic control problems	2020-02-17	Paper
Backward stochastic Volterra integral equations -- representation of adapted solutions	2019-12-17	Paper
Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I	2019-10-18	Paper
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions	2019-09-30	Paper
Linear quadratic control problems of stochastic Volterra integral equations	2019-05-17	Paper
Mean-variance portfolio selection under a non-Markovian regime-switching model	2019-01-24	Paper
Necessary conditions in stochastic linear quadratic problems and their applications	2018-10-18	Paper
Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy	2018-02-04	Paper
General maximum principles for optimal control problems of stochastic Volterra integral equations	2018-02-04	Paper
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems	2018-01-23	Paper
Time-consistent mean-variance asset-liability management with random coefficients	2017-11-23	Paper
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions	2017-08-18	Paper
Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems	2017-05-03	Paper
Linear quadratic stochastic integral games and related topics	2016-01-13	Paper
Optimal control problems of forward-backward stochastic Volterra integral equations	2015-07-30	Paper
Comparison theorems for some backward stochastic Volterra integral equations	2015-03-24	Paper
Mean-field backward stochastic Volterra integral equations	2013-11-12	Paper
A class of time inconsistent risk measures and backward stochastic Volterra integral equations	2013-05-23	Paper
SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS	2013-04-29	Paper
\(L^p\) solutions of backward stochastic Volterra integral equations	2013-03-15	Paper
Risk minimizing of derivatives via dynamic g-expectation and related topics	2012-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q2886314	2012-06-01	Paper
Symmetrical solutions of backward stochastic Volterra integral equations and their applications	2010-08-11	Paper
Zero-sum linear quadratic stochastic integral games and BSVIEs	2010-05-28	Paper
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance	2010-04-12	Paper
BSVIEs with stochastic Lipschitz coefficients and applications in finance	2010-01-20	Paper
Positive periodic solution for non-autonomous competition Lotka--Volterra patch system with time delay	2005-11-14	Paper

Research outcomes over time

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