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

Phone

Office: 403.210.8474

Web presence

Google Scholar page

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.