Faculty profile
Jinniao Qiu
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Research
Latest papers
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation.
Journal of nonlinear science · 2021 · senior author
Latest funding
- $161,000
Backward Stochastic Partial Differential Equations: Theory and Applications in Stochastic Control and Mathematical Finance
NSERC · 2018 · Principal investigator
- $12,500
Backward Stochastic Partial Differential Equations: Theory and Applications in Stochastic Control and Mathematical Finance
NSERC · 2018 · Principal investigator
1 publications.
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation.
Huang H, Qiu J
Backward Stochastic Partial Differential Equations: Theory and Applications in Stochastic Control and Mathematical Finance
Principal investigators: Qiu, Jinniao
Keywords: backward stochastic differential equation; backward stochastic partial differential equation; dynamic programming principle; mathematical finance and economics; Neumann boundary condition; non-Markovian control; optimal liquidation; reflected stochastic differential equation; stochastic control; Stochastic Hamilton-Jacobi-Bellman Equation
Backward Stochastic Partial Differential Equations: Theory and Applications in Stochastic Control and Mathematical Finance
Principal investigators: Qiu, Jinniao
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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