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A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance Journal article
Xiong, Jie, Zhang, Shuaiqi, Zhuang, Yi. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance[J]. Mathematical Control and Related Fields, 2019, 9(2), 257-276.
Authors:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:1.0/1.1 | Submit date：2022/05/17
Equilibrium Point  Forward-backward Stochastic Differential Equation  Maximum Principle  Stochastic Differential Game  Stochastic Filtering  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
Zhang, Shuaiqi, Xiong, Jie, Liu, Xiangdong. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61(7).
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite | TC[WOS]:16 TC[Scopus]:18  IF:7.3/5.8 | Submit date：2018/10/30
Partial Information  Markovian Regime-switching  Stochastic Maximum Principle  Forward-backward Stochastic Differential Equation (Fbsde)  
Linear-quadratic stochastic Stackelberg differential game with asymmetric information Journal article
Shi, Jingtao, Wang, Guangchen, Xiong, Jie. Linear-quadratic stochastic Stackelberg differential game with asymmetric information[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2017, 60(9).
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie
Favorite | TC[WOS]:33 TC[Scopus]:41  IF:7.3/5.8 | Submit date：2018/10/30
Stochastic Stackelberg Differential Game  Linear-quadratic Control  Asymmetric Information  Conditional Mean-field Forward-backward Stochastic Differential Equation  Optimal Filtering