Personal Information
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Paper Publications
- [31] Shaolin Ji and Shaolin Ji. A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN. Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678, 9, 495, 2019.
- [32] Shaolin Ji , 彭实戈 , 胡明尚 and 胡明尚. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
- [33] Shaolin Ji and Shaolin Ji. Recursive Utility Maximization for Terminal Wealth under Partial Information. Math. Probl. Eng., 2016, 2016.
- [34] Shaolin Ji and Shaolin Ji. Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations. systems & control letters, 104, 1, 2017.
- [35] Shaolin Ji and 孙钏峰. The least squares estimator of random variables under sublinear expectations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 451, 906, 2017.
- [36] Shaolin Ji , 胡明尚 and 胡明尚. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion. Stochastic Processes and their Applications, 127, 10, 2017.
- [37] Shaolin Ji and Shaolin Ji. A generalized Neyman–Pearson lemma for g-probabilities. Probability theory and related fields, 148, 645, 2010.
- [38] Shaolin Ji and Shaolin Ji. A maximum principle for fully coupled forward–backward stochastic control system with terminal state constraints. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 407, 200, 2013.
- [39] Shaolin Ji and Shaolin Ji. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
- [40] Shaolin Ji and Shaolin Ji. The Neyman-Pearson lemma under g-probability. COMPTES RENDUS MATHEMATIQUE, 346, 209, 2008.