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Shaolin Ji
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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Paper Publications
[71] pengshige and Shaolin Ji. Terminal perturbation method for the backward approach to continuous time mean-variance portfolio.... Stochastic Processes and their Applications, 118, 952, 2008.
[72] Shaolin Ji. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
[73] Shaolin Ji. Fully coupled forward-backward stochastic differential equations on Markov chains. Advances in Difference Equations, 2016.
[74] Shaolin Ji. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
[75] Shaolin Ji. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional di.... Optimal control applications and methods, 2015.
[76] Shaolin Ji. Solutions for functional fully coupled forward–backward stochastic differential equations. Statistics and Probability Letters, 2015.
[77] Shaolin Ji. A note on functional derivatives on continuous paths. Statistics and Probability Letters, 2015.
[78] Shaolin Ji. A maximum principle for fully coupled forward–backward stochastic control system with terminal s.... Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 407, 200, 2013.
[79] Shaolin Ji. Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2013.
[80] Shaolin Ji. A Classical Stochastic Verification Theorem for Stochastic Recursive Optimization Problems. Advances in Mechatronics and Control Engineering, 2013.
total85 8/9
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