Jiaqiang Wen now is an Assistant Professor (PI) at Departmant of Mathematics, SUSTech. His research interests concerning on stochastic analysis, stochastic control and financial mathematics, especially in backward stochastic differential equations and their applications in stochastic optimal control, PDE and financial mathematics. He graduated from School of Mathematics of Shandong University in June 2018, and went to University of Central Florida as a Joint-PhD students under the supervison of professor Jiongmin Yong. He worked as a research assistant in the Department of Mathematics of Hong Kong Polytechnic University from March to September 2018, and worked as a postdoctoral fellow in the Department of Mathematics of SUStech from September 2018 to September 2020 under the supervision of Chair Professor Jie Xiong

Professional Appointments

l 2023.07 — Present,   Assistant Professor, Department of Mathematics, SUSTech

l 2020.09 — 2023.06,  Visiting Assistant Professor, Department of Mathematics, SUSTech

l 2018.09 — 2020.09，Postdoctoral Fellow, Department of Mathematics, SUSTech

l 2018.06 — 2018.09，Research Assistant, Department of Applied Mathematics, The Hong Kong Polytechnic University

Publications (*=Corresponding Author)

15. Jiaqiang Wen, Xun Li, Jie Xiong, and Xin Zhang, Stochastic Linear Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System,  SIAM Journal on Control and Optimization, To appear, 2022.

14. Jingrui Sun, Hanxiao Wang, and Jiaqiang Wen, Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games, SIAM Journal on Control and Optimization, To appear, 2022.

13. Yufeng Shi, Jiaqiang Wen*, and Jie Xiong, On non-Markovian backward doubly stochastic differential equations and path-dependent stochastic PDEs, Stochastics, doi:10.1080/17442508.2022.2085503, (2022).

12. Jingrui Sun, Jiaqiang Wen*, and Jie Xiong, General Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems, ESAIM: Control, Optimisation and Calculus of Variations, 28 (2022) 35.

11. Tao Hao, Jiaqiang Wen*, and Jie Xiong, Solvability of mean-field BSDEs with quadratic growth, Statistics and Probability Letters, 191 (2022), 109652.

10. Ying Hu, Xun Li, and Jiaqiang Wen*, Anticipated backward stochastic differential equations with quadratic growth, Journal of Differential Equations, 270 (2021), 1298–1311.

9. 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, 84 (2021), 535–565.

8. Yufeng Shi, Jiaqiang Wen*, and Jie Xiong,  Mean-field backward stochastic differential equations driven by fractional Brownian Brownian motion, Acta Mathematica Sinica-English Series, 37 (2021), 1156–1170.

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

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

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

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.

3. 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.

2. 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.

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