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Scientific Research
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Scientific Research
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Paper Publications：
Strong solutions of forward-backward stochastic differential equations with measurable coefficients.STOCHASTIC PROCESSES AND THEIR APPLICATIONS.2022
COMPARISON THEOREM FOR DIAGONALLY QUADRATIC BSDES.DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS.2021
An FBSDE approach to market impact games with stochastic parameters.Probability, Uncertainty and Quantitative Risk.2021
Characterization of fully coupled FBSDE in terms of portfolio optimization.ELECTRONIC JOURNAL OF PROBABILITY.2020
Reflected BSDEs with time-delayed generators and nonlinear resistance.STATISTICS & PROBABILITY LETTERS.2020
A type of globally solvable BSDEs with triangularly quadratic generators.ELECTRONIC JOURNAL OF PROBABILITY.2020
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带随机参数的市场冲击博弈及相关问题研究
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