教育经历
  • 2005-9 — 2009-7
    山东大学
    统计学
    理学学士学位
  • 2009-9 — 2016-6
    山东大学
    金融数学与金融工程
    理学博士学位
  • 2013-9 — 2015-9
    美国华盛顿大学
    概率论与数理统计
    联合培养
工作经历
  • 2016-08 — 2018-08
     统计学系  香港中文大学 
    博士后
  • 2018-09 — 2019-09
     应用数学系  香港理工大学 
    博士后
学术兼职
  • CSIAM金融数学与工程和精算保险专委会委员
  • 担任美国数学评论（Mathematical Review）评论员
研究概况

倒向随机微分方程，非线性期望，自正则化极限理论，随机最优控制

研究方向

1.倒向随机微分方程及其应用，非线性期望，自正则化极限理论

论文成果

(1) Linear-Quadratic Mean-Field Backward Stackelberg Game with Mixed Terminal Perturbation.APPLIED MATHEMATICS AND OPTIMIZATION.2025,91 (2)

(2) A theoretical model for a vane with stochastic rotation.PHYSICA D-NONLINEAR PHENOMENA.2024,466

(3) Xinwei Feng.A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability.The Annals of Applied Probability.2023

(4) Zengjing Chen.Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional.Automatica.2023

(5) Xinwei Feng.Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System.IEEE Transaction on Automatic Control.2022 (67)

(6) Xinwei Feng.Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach.SIAM Journal on Control and Optimization.2022 (60)

(7) Xinwei Feng.Large Deviation Principles of Realized Laplace Transform of Volatility.Journal of Theoretical Probability.2022

(8) Yue Zhou.Continuity of the Value Function for Deterministic Optimal Impulse Control with Terminal State Constraint.ESAIM. Control, Optimisation and Calculus of Variations.2021 (27)

(9) Tinghan Xie.Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint.Applied Mathematics and Optimization.2021

(10) Xinwei Feng.Social Optima of Backward Linear-Quadratic-Gaussian Mean-Field Teams.Applied Mathematics and Optimization.2021

(11) Zhen-Qing Chen.Reflected Backward Stochastic Differential Equation with Rank-Based Data.Journal of Theoretical Probability.2021

(12) Xinwei Feng.Self-normalized Moderate Deviations for Random Walk in Random Scenery.Journal of Theoretical Probability.2021

(13) Zhen-Qing Chen.Backward Stochastic Differential Equations with Rank-based Data.Science China Mathematics.2018

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