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Jinniao Qiu
Jinniao Qiu
Associate Professor at the Department of Mathematics & Statistics, University of Calgary
Verified email at ucalgary.ca - Homepage
Title
Cited by
Cited by
Year
A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions
P Graewe, U Horst, J Qiu
SIAM Journal on Control and Optimization 53 (2), 690-711, 2015
672015
Viscosity solutions of stochastic Hamilton--Jacobi--Bellman equations
J Qiu
SIAM Journal on Control and Optimization 56 (5), 3708-3730, 2018
502018
L p theory for super-parabolic backward stochastic partial differential equations in the whole space
K Du, J Qiu, S Tang
Applied Mathematics & Optimization 65 (2), 175-219, 2012
392012
A functional limit theorem for limit order books with state dependent price dynamics
C Bayer, U Horst, J Qiu
382017
Maximum principle for quasi-linear backward stochastic partial differential equations
J Qiu, S Tang
Journal of Functional Analysis 262 (5), 2436-2480, 2012
382012
On the mean‐field limit for the consensus‐based optimization
H Huang, J Qiu
Mathematical Methods in the Applied Sciences 45 (12), 7814-7831, 2022
232022
On the global convergence of particle swarm optimization methods
H Huang, J Qiu, K Riedl
Applied Mathematics & Optimization 88 (2), 30, 2023
222023
Pricing options under rough volatility with backward SPDEs
C Bayer, J Qiu, Y Yao
SIAM Journal on Financial Mathematics 13 (1), 179-212, 2022
222022
Zero-inertia limit: from particle swarm optimization to consensus-based optimization
C Cipriani, H Huang, J Qiu
SIAM Journal on Mathematical Analysis 54 (3), 3091-3121, 2022
192022
On the quasi-linear reflected backward stochastic partial differential equations
J Qiu, W Wei
Journal of Functional Analysis 267 (10), 3598-3656, 2014
192014
Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations
J Qiu
Stochastic Processes and their Applications 127 (6), 1926-1959, 2017
162017
A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition
U Horst, J Qiu, Q Zhang
SIAM Journal on Control and Optimization 54 (2), 946-963, 2016
152016
Mean-field particle swarm optimization
S Grassi, H Huang, L Pareschi, J Qiu
Modeling and Simulation for Collective Dynamics, 127-193, 2023
142023
Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space
F Delbaen, J Qiu, S Tang
Stochastic Processes and their Applications 125 (7), 2516-2561, 2015
142015
2D backward stochastic Navier–Stokes equations with nonlinear forcing
J Qiu, S Tang, Y You
Stochastic Processes and their Applications 122 (1), 334-356, 2012
132012
The microscopic derivation and well-posedness of the stochastic Keller–Segel equation
H Huang, J Qiu
Journal of nonlinear science 31 (1), 6, 2021
122021
Controlled reflected SDEs and Neumann problem for backward SPDEs
E Bayraktar, J Qiu
112019
L2-theory of linear degenerate SPDEs and Lp (p> 0) estimates for the uniform norm of weak solutions
J Qiu
Stochastic Processes and their Applications 130 (3), 1206-1225, 2020
82020
Hörmander-type theorem for Itô processes and related backward SPDEs
J Qiu
82018
Consensus-based optimization for saddle point problems
H Huang, J Qiu, K Riedl
SIAM Journal on Control and Optimization 62 (2), 1093-1121, 2024
72024
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