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Shuai Jing
Shuai Jing
Associate Professor, School of Management Science and Engineering, Central University of Finance and Economics
在 cufe.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
The interplay between logistics strategy and platform’s channel structure design in B2C platform market
H Liu, T Xu, S Jing, Z Liu, S Wang
European Journal of Operational Research 310 (2), 812-833, 2023
212023
Forward–backward SDEs with distributional coefficients
E Issoglio, S Jing
Stochastic Processes and their Applications 130 (1), 47-78, 2020
152020
Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem
R Buckdahn, S Jing
SIAM Journal on Control and Optimization 55 (3), 1500-1533, 2017
152017
Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in (0, 1/2)
S Jing, JA León
Bulletin des sciences mathematiques 135 (8), 896-935, 2011
112011
Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton–Jacobi–Bellman type
S Jing
Stochastic Processes and their Applications 123 (2), 300-328, 2013
92013
Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion
R Buckdahn, S Jing
Science China Mathematics 57, 2025-2042, 2014
82014
Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2, 1)
S Jing
Systems & Control Letters 61 (5), 655-665, 2012
82012
Fractional backward doubly stochastic differential equations with jumps and the related SIPDEs
GUO DongMei, J Shuai, W ShouYang
SCIENTIA SINICA Mathematica 44 (1), 73-87, 2014
2014
移动平均亚式期权定价研究
宋斌, 井帅, 魏琳张冰洁.
系统科学与数学 34 (8), 897-913, 2014
2014
Some applications of BSDE theory: fractional BDSDEs and regularity properties of Integro-PDEs
S Jing
Université de Bretagne occidentale-Brest, 2011
2011
Nonlinear Fractional Backward Doubly Stochastic Differential Equations with Hurst Parameter in (1/2, 1)
S Jing
arXiv preprint arXiv:1103.3366, 2011
2011
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