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.Mean-field team in backward linear-quadratic control problems with model uncertainty.Science China Information Sciences.2025 (68)
(2) Xinwei Feng.On the realized joint Laplace transform of volatilities with application to test the volatility dependence.Quantitative Finance.2025 (25)
(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) Zhen-Qing Chen.Reflected Backward Stochastic Differential Equation with Rank-Based Data.Journal of Theoretical Probability.2021
(9) Xinwei Feng.Self-normalized Moderate Deviations for Random Walk in Random Scenery.Journal of Theoretical Probability.2021
(10) 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
1.高玮泽
2.柏琪
3.张强强
4.杨庆广
5.单淑婷
6.刘久一
7.王照吉
8.李思成
9.吴越
10.孟哲
11.孔寒松
12.彭洁
13.刘辰熙
14.王迎港
15.袁烁
16.于汉兵
17.刘畅
18.王钰涵
19.单惠琳
20.张润楠
21.詹志超
22.高文雪
23.滕薇
24.郭树霞
