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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[41] humingshang and Shaolin Ji. Stochastic maximum principle for stochastic recursive optimal control problem under volatility am.... SIAM J. CONTROL OPTIM., 2016.
[42] Shaolin Ji. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional di.... Optimal control applications and methods, 2015.
[43] humingshang , Shaolin Ji and yangshuzhen. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
[44] humingshang , Shaolin Ji and pengshige. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
[45] Shaolin Ji. A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential.... Abstract and Applied Analysis, 2012, 1, 2012.
[46] Shaolin Ji. Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2013.
[47] Shaolin Ji. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. Mathematical Problems in Engineering, 2013.
[48] Shaolin Ji. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward St.... Mathematical Problems in Engineering, 2013.
[49] Shaolin Ji. A Classical Stochastic Verification Theorem for Stochastic Recursive Optimization Problems. Advances in Mechatronics and Control Engineering, 2013.
[50] Shaolin Ji. Dual method for continuous-time Markowitz's problems with nonlinear wealth equations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 366, 90, 2010.

total85 5/9

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