Qiu, Jinniao
- Maximum Principle for Quasi-linear Backward Stochastic Partial Differential Equations
2011/03/05 by Qiu, Jinniao, Tang, Shanjian · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Numerical Approximations of Coupled Forward-Backward SPDEs
2020/12/14 by Hasib Uddin Molla, Jinniao Qiu, Molla, Hasib Uddin +1 · 2 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space
2025/01/03 by Bayraktar, Erhan, Cheung, Hang, Ekren, Ibrahim +3 · 3 citations
#35B51 #35Q93 #49L25 #58E30 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Pricing Options Under Rough Volatility with Backward SPDEs
2020/08/03 by Bayer, Christian, Qiu, Jinniao, Yao, Yao · 1 citation
#FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
2023/12/16 by H.C. Cheung, Cheung, Hang, Ho Man Tai +3 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Geometric Analysis and Curvature Flows #Stochastic processes and financial applications #Advanced Mathematical Physics Problems