Jiaqiang Wen

1. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
   2018/04/27 by Soukaina Douissi, Jiaqiang Wen, Douissi, Soukaina +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #60H20 #93E20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Nonlinear Differential Equations Analysis #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
2. Anticipated backward stochastic differential equations with quadratic growth
   2019/09/24 by Ying Hu, Xun Li, Hu, Ying +3 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #60H10 #60H30 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
3. Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
   2021/09/30 by Jingrui Sun, Hanxiao Wang, Sun, Jingrui +3 · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC)
4. Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator
   2022/05/06 by Jiaqiang Wen, Wen, Jiaqiang, Zhenhua Wu +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #60H10 #90C39 #93E20 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications