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
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
(1) Xinwei Feng.A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability.The Annals of Applied Probability.2023
(2) Zengjing Chen.Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional.Automatica.2023
(3) Xinwei Feng.Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System.IEEE Transaction on Automatic Control.2022 (67)
(4) Xinwei Feng.Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach.SIAM Journal on Control and Optimization.2022 (60)
(5) Xinwei Feng.Large Deviation Principles of Realized Laplace Transform of Volatility.Journal of Theoretical Probability.2022
(6) 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)
(7) Tinghan Xie.Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint.Applied Mathematics and Optimization.2021
(8) Xinwei Feng.Social Optima of Backward Linear-Quadratic-Gaussian Mean-Field Teams.Applied Mathematics and Optimization.2021
(9) Zhen-Qing Chen.Reflected Backward Stochastic Differential Equation with Rank-Based Data.Journal of Theoretical Probability.2021
(10) Xinwei Feng.Self-normalized Moderate Deviations for Random Walk in Random Scenery.Journal of Theoretical Probability.2021
(11) Zhen-Qing Chen.Backward Stochastic Differential Equations with Rank-based Data.Science China Mathematics.2018
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1. 概率与数理统计
2. 高等概率论
3. 概率论
4. 概率论
5. 概率极限理论
6. 概率极限理论
7. 高等概率论
8. 概率论
9. 概率论
10. 概率极限理论
11. 高等概率论
12. 高等概率论
13. 非线性概率论
1.杨庆广
2.袁烁
3.高玮泽
4.于汉兵
5.王照吉
6.刘畅
7.王钰涵
8.单惠琳
9.张强强
10.张润楠
11.詹志超
12.刘辰熙
13.孟哲
14.王迎港
15.柏琪
16.高文雪
17.滕薇
18.郭树霞
