Jiaqiang Wen

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Papers (9)

1. Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls math.OC · 2026 · author #2
2. Backward doubly stochastic Volterra integral equations and applications to optimal control problems math.PR · 2019 · author #2
3. Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs math.PR · 2018 · author #1
4. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem math.PR · 2018 · author #2
5. Maximum principle for a stochastic delayed system involving terminal state constraints math.PR · 2017 · author #1
6. Mean-field backward stochastic differential equations driven by fractional Brownian motion math.PR · 2016 · author #1
7. Functional It\^o formula for fractional Brownian motion math.PR · 2016 · author #1
8. Anticipative backward stochastic differential equations driven by fractional Brownian motion math.PR · 2016 · author #1
9. Anticipating backward stochastic Volterra integral equations math.PR · 2015 · author #1

Mentions

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Frequent Coauthors

• Yufeng Shi 8 shared papers
• Jie Xiong 2 shared papers
• Kai Ding 1 shared papers
• Soukaina Douissi 1 shared papers
• Xin Zhang 1 shared papers