
Jinniao Qiu
Associate Professor
Department of Mathematics and Statistics
PhD - Operational Research and Cybernetics
Fudan University
BSc - Information and Computing Science
Nankai University
Contact information
Location
Office
: MS580
Courses
- MATH 249 - Introductory Calculus
- MATH 275 - Calculus for Engineers and Scientists
- MATH 383 - Introduction to Mathematical Finance
Research and teaching
Research areas
- Analysis and partial differential equations
- Stochastic optimal control
- Mathematical finance
- Portfolio optimization
- Quasilinear and fully nonlinear partial differential equations
- Stochastic calculus
- Operations research
- Control theory
Research Supervision
- Currently accepting graduate students for Ph.D. and Masters program.
- Currently seeking to hire postdoctoral fellows.
Please contact me by email for more information.
Publications
Journal articles - peer reviewed
- Qiu, Jinniao. "L2-Theory of Linear Degenerate SPDEs and Lp (p>0) Estimates for the Uniform Norm of Weak Solutions". Stochastic Processes and their Applications (to appear), Print.
- Bayraktar, Erhan and Qiu, Jinniao. "Controlled Reflected SDEs and Neumann Problem for Backward SPDEs". The Annals of Applied Probability (to appear), Print.
- Qiu, Jinniao and Wei, Wenning. "Uniqueness of Viscosity Solutions of Stochastic Hamilton-Jacobi Equations". Acta Matematica Scientia (to appear), Print.
- Qiu, Jinniao. "Hörmander-type theorem for Itô processes and related backward SPDEs". Bernoulli 24.2 (2018): 956-970. Print.
- Qiu, Jinniao. "Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations". SIAM Journal on Control and Optimization 56.5 (2018): 3708–3730. Print.
- Qiu, Jinniao. "Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations". Stochastic Processes and their Applications 127.6 (2017): 1926-1959. Print.
- Bayer, Christian, Horst, Ulrich and Qiu, Jinniao. "A functional limit theorem for limit order books with state dependent price dynamics". The Annals of Applied Probability 27.5 (2017): 2753-2806. Print.
- Fu, Guanxing, Horst, Ulrich and Qiu, Jinniao. "Maximum principle for quasi-linear reflected backward SPDEs". Journal of Mathematical Analysis and Applications 456.1 (2017): 307-336. Print.
- Horst, Ulrich, Qiu, Jinniao and Zhang, Qi. "A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition". SIAM Journal on Control and Optimization 54.2 (2016): 946–963. Print.
- Delbaen, Freddy, Qiu, Jinniao and Tang, Shanjian. "Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space". Stochastic Processes and their Applications 125.125 (2015): 7. Print.
- Paulwin, Horst, Ulrich and Qiu, Jinniao. "A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions". SIAM Journal on Control and Optimization 53.2 (2015): 690-711. Print.
- Qiu, Jinniao and Wei, Wenning. "On the quasi-linear reflected backward stochastic partial differential equations". Journal of Functional Analysis 267.10 (2014): 3598-3656. Print.
- Du, Kai, Qiu, Jinniao and Tang, Shanjian. "L p theory for super-parabolic backward stochastic partial differential equations in the whole space". Applied Mathematics & Optimization 65.2 (2012): 175-219. Print.
- Qiu, Jinniao and Tang, Shanjian. "Maximum principle for quasi-linear backward stochastic partial differential equations". Journal of Functional Analysis 262.5 (2012): 2436-2480. Print.
- Qiu, Jinniao, Tang, Shanjian and You, Yuncheng. "2D backward stochastic Navier–Stokes equations with nonlinear forcing". Stochastic Processes and their Applications 122.1 (2012): 334-356. Print.