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Shaolin Ji

Identifiers

  • name variant Shaolin Ji 0.60 · backfill

Papers (36)

  1. A deep backward regression-based scheme for high-dimensional nonlinear partial differential equations math.NA · 2026 · author #2
  2. Solvability of finite state forward-backward stochastic difference equations math.PR · 2019 · author #1
  3. The minimum mean square estimator of integrable variables under sublinear operators math.PR · 2019 · author #1
  4. Linear quadratic problems for fully coupled forward-backward stochastic control systems math.OC · 2019 · author #2
  5. Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems math.OC · 2018 · author #1
  6. A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #2
  7. The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equations math.OC · 2018 · author #2
  8. Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic control systems math.OC · 2018 · author #2
  9. A global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #2
  10. Stochastic Linear Quadratic Optimal Control with General Control Domain math.OC · 2017 · author #1
  11. Optimal Learning under Robustness and Time-Consistency q-fin.EC · 2017 · author #2
  12. Recursive utility optimization with concave coefficients q-fin.MF · 2016 · author #1
  13. Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations q-fin.MF · 2016 · author #1
  14. Recursive utility maximization under partial information q-fin.MF · 2016 · author #1
  15. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity math.OC · 2015 · author #2
  16. Fully Coupled Forward-backward Stochastic Differential Equations on Markov Chains math.PR · 2015 · author #1
  17. Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem under G-framework math.OC · 2014 · author #2
  18. Solutions for Functional Fully Coupled Forward-Backward Stochastic Differential Equations math.PR · 2013 · author #1
  19. A stochastic recursive optimal control problem under the G-expectation framework math.OC · 2013 · author #2
  20. Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation math.PR · 2013 · author #3
  21. A note on pricing of contingent claims under G-expectation math.PR · 2013 · author #2
  22. The Dupire derivatives and Fr\'echet derivatives on continuous pathes math.PR · 2013 · author #1
  23. Ambiguous volatility and asset pricing in continuous time q-fin.PR · 2013 · author #2
  24. Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion math.PR · 2012 · author #2
  25. Stochastic differential game of functional forward-backward stochastic system and related path-dependent HJBI equation math.OC · 2012 · author #1
  26. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems math.OC · 2012 · author #1
  27. Backward Stochastic Differential Equations Driven by G-Brownian Motion math.PR · 2012 · author #2
  28. An optimal control problem for functional forward-backward stochastic systems and related Path-dependent HJB equations math.PR · 2012 · author #1
  29. Classical Solutions of Path-dependent PDEs and Functional Forward-Backward Stochastic Systems math.PR · 2012 · author #1
  30. Non-Markovian Fully Coupled Forward-Backward Stochastic Systems and Classical Solutions of Path-dependent PDEs math.PR · 2012 · author #1
  31. Sublinear Expectations and Martingales in discrete time math.PR · 2011 · author #2
  32. Ambiguous Volatility, Possibility and Utility in Continuous Time q-fin.GN · 2011 · author #2
  33. A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints math.OC · 2010 · author #1
  34. Reflected Backward Stochastic Difference Equations with Finite State and their applications math.PR · 2010 · author #2
  35. Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers math.PR · 2008 · author #1
  36. Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations q-fin.PM · 2008 · author #1

Mentions

  • 1508.07693 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1708.01890 #2 · arxiv_oai · confidence 0.70 Shaolin Ji
  • 1504.07368 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1410.3538 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1309.7203 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1306.1312 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1305.0887 #3 · backfill · confidence 0.70 Shaolin Ji
  • 1303.4274 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1301.5691 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1301.4614 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1212.5403 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1209.6169 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1207.1194 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1206.5889 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1204.6543 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1204.3702 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1204.3351 #1 · backfill · confidence 0.70 Shaolin Ji
  • 2603.14721 #2 · arxiv_oai · confidence 0.70 Shaolin Ji
  • 1104.5390 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1103.1652 #2 · backfill · confidence 0.70 Shaolin Ji
  • 1005.3085 #1 · backfill · confidence 0.70 Shaolin Ji
  • 1001.3054 #2 · backfill · confidence 0.70 Shaolin Ji
  • 0807.2075 #1 · backfill · confidence 0.70 Shaolin Ji
  • 0806.4834 #1 · backfill · confidence 0.70 Shaolin Ji

Frequent Coauthors