Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
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. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion. Science China: Mathematics, 61, 1-26, 2018.
. Supermartingale decomposition theorem under G-expectation. ELECTRONIC JOURNAL OF PROBABILITY, 23, 2018.
赵卫东. A new kind of accurate numerical method for backward stochastic differential equations. SIAM Journal of Scientific Computing, 28, 1563-1581, 2006.
贾广岩. On the set of solutions of a BSDE with continuous coefficient. COMPTES RENDUS MATHEMATIQUE, 344, 395-397, 2007.
. Survey on Path-Dependent PDEs. Chinese Annals of Mathematics (Ser. B), 44, 837-856, 2023.
. Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method. Journal of Scientific Computing, 93, 2022.
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