助理教授 数学系

温家强,助理教授,2018年6月获山东大学数学学院金融数学博士学位;2016年12月至2017年12月在美国中佛罗里达大学数学系联合培养;2018年6月至9月在香港理工大学数学系做研究助理;2018年9月至2020年9月在南方科技大学数学系做博士后。

温家强的研究领域为概率论与金融数学,尤其是对倒向随机微分方程、随机最优控制、数理金融等相关问题感兴趣。已在 Journal of Differential Equations、Applied Mathematics & Optimization 等世界一流杂志发表学术论文10余篇。

个人简介

研究领域

概率论

随机分析

金融数学


教学

概率论与数理统计


学术成果 查看更多

1. Ying Hu, Xun Li and Jiaqiang Wen*, Anticipated backward stochastic differential equations with quadratic growth, Journal of Differential Equations, Accept, In Press.

2. Yufeng Shi, Jiaqiang Wen* and Jie Xiong, Backward doubly stochastic Volterra integral equations and their applications, Journal of Differential Equations, 269 (2020), 6492–6528.

3. Jiaqiang Wen, Xun Li and Jie Xiong, Weak Closed-Loop Solvability of Stochastic Linear Quadratic Optimal Control Problems of Markovian Regime Switching System, Applied Mathematics and Optimization, In Press. https://doi.org/10.1007s00245-020-09653-8. 

4. Soukaina Douissi, Jiaqiang Wen* and Yufeng Shi, Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem, Applied Mathematics and Computation, 355 (2019), 282–298.

5. Jiaqiang Wen and Yufeng Shi, Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations, Computers and Mathematics with Applications, 79 (2020) 1435–1446.

6. Jiaqiang Wen and Yufeng Shi, Solvability of Anticipated Backward Stochastic Volterra Integral Equations, Statistics and Probability Letters, 156 (2020), 108599.

​​7. Jiaqiang Wen and Yufeng Shi, Backward doubly stochastic differential equations with random coefficients and quasi-linear stochastic PDEs, Journal of Mathematical Analysis and Applications, 476 (2019), 86–100.

8. Jiaqiang Wen and Yufeng Shi, Maximum principle for a stochastic delayed system involving terminal state constants, Journal of Inequalities and Applications, 103 (2017), 1–16.

9. Jiaqiang Wen and Yufeng Shi, Anticipating backward stochastic differential equations driven by fractional Brownian motion, Statistics and Probability Letters, 122 (2017), 118–127.

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联系地址

深圳市南山区南方科技大学慧园3栋404

办公电话

电子邮箱

wenjq@sustech.edu.cn

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