Jiaqiang Wen is currently an Assistant Professor/Associate Researcher, doctoral supervisor, PI. His primary research areas include stochastic analysis, stochastic control, and financial mathematics, with a focus on the theory of backward stochastic differential equations (BSDEs) with applications in stochastic optimal control, partial differential equations, and financial mathematics. He earned his Ph.D. from the School of Mathematics at Shandong University in June 2018. From December 2016 to December 2017, he participated in a joint doctoral training program at the University of Central Florida, USA. Between March and September 2018, he worked as a research assistant at the Department of Mathematics at The Hong Kong Polytechnic University. From September 2018 to September 2020, he conducted postdoctoral research at the Department of Mathematics at Southern University of Science and Technology. He then served as an Visiting Assistant Professor in the same department from September 2020 to June 2023. Since July 2023, he has held a joint appointment as an Assistant Professor at both the Department of Mathematics and the Shenzhen International Mathematics Center. He has received honors including the Guangdong Provincial Outstanding Youth Science Fund, Shenzhen Overseas High-Level Talent Program, the Excellent Teaching Award at SUSTech, and first place in teaching competitions.

Selected Publications in the Past Five Years

1. Tao Hao, Ying Hu, Shanjian Tang, and Jiaqiang Wen*, "Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth." The Annals of Applied Probability, 35: 2128–2174, 2025.
2. Ying Hu, Jiaqiang Wen*, and Jie Xiong, "Backward doubly stochastic differential equations and SPDEs with quadratic growth," Stochastic Processes and their Applications, 175, No. 104405, 2024.
3. 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, 61: 949–979, 2023.
4. Jingrui Sun, Hanxiao Wang*, Jiaqiang Wen, "Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games," SIAM Journal on Control and Optimization, 61: 250–282, 2023.
5. Yufeng Shi, Jiaqiang Wen*, and Jie Xiong, "On non-Markovian backward doubly stochastic differential equations and path-dependent stochastic PDEs," Stochastics, 95: 396–422, 2023.
6. Jingrui Sun, Jiaqiang Wen*, and Jie Xiong, "General Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems," ESAIM: Control, Optimisation and Calculus of Variations, 28, No. 35, 2022.
7. Ying Hu, Xun Li, and Jiaqiang Wen*, "Anticipated backward stochastic differential equations with quadratic growth," Journal of Differential Equations, 270: 1298–1311, 2021.
8. 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: 535–565, 2021.

1. National Natural Science Foundation – General Program, 430,000 RMB, 01/2026–12/2029, Project No. 12571478, ongoing, Principal Investigator
2. Guangdong Provincial Natural Science Foundation – Distinguished Young Scholars Program, 1,000,000 RMB, 01/2025–12/2028, Project No. 2025B1515020091, ongoing, Principal Investigator
3. Shenzhen Municipal Natural Science Foundation – General Program, 2023.10.26–2026.10.31, Project No. JCYJ20230807093309021, ongoing, Principal Investigator
4. Guangdong Provincial Education Reform Project – Curriculum Research Office, 2024.01–2026.12, Project No. SJZLGC202315, ongoing, Principal Investigator
5. Ministry of Science and Technology – National Key R&D Program, 2023.01.01–2027.12.31, Project No. 2022YFA1006102, ongoing, Core Member
6. National Natural Science Foundation – Youth Project, 2022.01–2024.12, Project No. 12101291, completed, Principal Investigator
7. Guangdong Provincial Natural Science Foundation – General Program, 2022.01.01–2024.12.31, Project No. 2022A1515012017, completed, Principal Investigator
8. China Postdoctoral Science Foundation – General Program, 2020.01.01–2020.

1. Duration: Two years
2. Annual salary: Starting at 330,000 RMB, including 150,000 RMB Guangdong Province living subsidy and 60,000 RMB Shenzhen City living subsidy
3. Social insurance and housing fund participation according to Shenzhen regulations
4. Postdoctoral welfare expenses are provided based on university staff standards
5. Outstanding candidates may apply for the Principal’s Excellence Postdoctoral Program, with annual salary exceeding 500,000 RMB (including Guangdong and Shenzhen subsidies)
6. During their stay, postdoctoral researchers can apply for Shenzhen public rental housing through the university; those not relying on university housing can receive a pre-tax housing allowance of 2,800 RMB/month for two years
7. Researchers will enjoy a high-quality working environment and opportunities for domestic and international collaborations, including a total of 25,000 RMB for academic exchange over two years
8. The group assists qualified postdocs in applying for the "Guangdong Province Overseas Talent Support Program," which provides a 600,000 RMB living subsidy for postdocs who hold degrees from a top-200 worldwide university (excluding domestic universities; rankings based on the latest Times Higher Education, US News, QS, and Shanghai Jiao Tong University rankings) and are engaged in postdoctoral research at designated Guangdong institutions with commitments to stay for over two years.
9. Postdocs who successfully apply and sign a work or employment agreement with a Guangdong employer, committing to at least three years of continuous work in Guangdong, are eligible for a housing subsidy of 400,000 RMB from the provincial government.
10. Postdoctoral researchers choosing to remain in Shenzhen for research work and signing a contract of over three years with local enterprises or institutions can apply for the Shenzhen Postdoctoral Stay-and-Research Funding. The Shenzhen municipal government provides 100,000 RMB annually per person for three years, subject to the latest application requirements.