研究领域
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论文成果
- · 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
专利
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著作成果
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