Research interests
l Backward xk星空官方网站
l Stochastic optimal control
l Financial xk星空官方网站
Education
l 2012.09 — 2018.06, PhD in Financial xk星空官方网站, Shandong University
l 2016.12 — 2017.12，Joint-Cultivated PhD in xk星空官方网站, University of Central Florida
l 2008.09 — 2012.06，BS in xk星空官方网站 and Applied xk星空官方网站, Dali University
Professional Appointments
l 2020.09 — Present, Assistant Professor, Department of xk星空官方网站, SUSTech
l 2018.09 — 2020.09，Postdoctoral Fellow, Department of xk星空官方网站, SUSTech
l 2018.06 — 2018.09，Research Assistant, Department of Applied xk星空官方网站, The Hong Kong Polytechnic University
Publications (*Corresponding author)
1. Ying Hu, Xun Li and xk星空官方网站 Wen*, Anticipated backward stochastic differential equations with quadratic growth, Journal of Differential Equations, 270 (2021), 1298-1311.
2. Yufeng Shi, xk星空官方网站 Wen* and Jie Xiong, Backward doubly stochastic Volterra integral equations and their applications, Journal of Differential Equations, 269 (2020), 6492–6528.
3. xk星空官方网站 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, In Press. https://doi.org/10.1007s00245-020-09653-8.
4. Soukaina Douissi, xk星空官方网站 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.
5. xk星空官方网站 Wen and Yufeng Shi, Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations, Computers and Mathematics with Applications, 79 (2020) 1435–1446.
6. xk星空官方网站 Wen and Yufeng Shi, Solvability of Anticipated Backward Stochastic Volterra Integral Equations, Statistics and Probability Letters, 156 (2020), 108599.
7. xk星空官方网站 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.
8. xk星空官方网站 Wen and Yufeng Shi, Maximum principle for a stochastic delayed system involving terminal state constants, Journal of Inequalities and Applications, 103 (2017), 1–16.
9. xk星空官方网站 Wen and Yufeng Shi, Anticipating backward stochastic differential equations driven by fractional Brownian motion, Statistics and Probability Letters, 122 (2017), 118–127.
10. Yufeng Shi, xk星空官方网站 Wen* and Jie Xiong, Mean-field backward stochastic differential equations driven by fractional Brownian Brownian motion, Acta Mathematica Sinica-English Series, (2021), Accepted.
