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Shanjian Tang
이름
Shanjian Tang
학력
박사
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금융공학과
정보
연구실 :

연구실번호 :

이메일 :
sjtang@ajou.ac.kr

연구관심분야 :
논문 및 연구활동
연구활동(주요논문)
  • [논문] Shanjian Tang, Qi Zhang, Kai DU, Wm,p-solution (p>2) oflinear degenerate backward stochastic partial differential equations in the whole space , JOURNAL OF DIFFERENTIAL EQUATIONS , Vol.254 , No.7 , pp.2877 -2904 (Apr, 2013)
  • [논문] Shanjian Tang, Zhou Yang, Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality , SIAM JOURNAL ON CONTROL AND OPTIMIZATION , Vol.51 , No.1 , pp.64 -95 (Jan, 2013)
  • [논문] Shanjian Tang, Kai Du, Strong solution of backward stochastic partial differential equations in C2 domains , PROBABILITY THEORY AND RELATED FIELDS , Vol.154 , No.1-2 , pp.255 -285 (Oct, 2012)
  • [논문] Shanjian Tang, Wenning Wei, Representation of dynamic time-consistent convex risk measures with jumps , Risk and Decision Analysis , Vol.3 , pp.167 -190 (Jan, 2012)
  • [논문] Kai Du, Jinniao Qiu, Shanjian Tang, Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space , Applied Mathematics and Optimization , pp.1 -45 (Dec, 2011)
국제학술논문지
  • [논문] Shanjian Tang, Qi Zhang, Kai DU, Wm,p-solution (p>2) oflinear degenerate backward stochastic partial differential equations in the whole space , JOURNAL OF DIFFERENTIAL EQUATIONS , Vol.254 , No.7 , pp.2877 -2904 (Apr, 2013)
  • [논문] Shanjian Tang, Zhou Yang, Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality , SIAM JOURNAL ON CONTROL AND OPTIMIZATION , Vol.51 , No.1 , pp.64 -95 (Jan, 2013)
  • [논문] Shanjian Tang, Kai Du, Strong solution of backward stochastic partial differential equations in C2 domains , PROBABILITY THEORY AND RELATED FIELDS , Vol.154 , No.1-2 , pp.255 -285 (Oct, 2012)
  • [논문] Shanjian Tang, Wenning Wei, Representation of dynamic time-consistent convex risk measures with jumps , Risk and Decision Analysis , Vol.3 , pp.167 -190 (Jan, 2012)
  • [논문] Kai Du, Jinniao Qiu, Shanjian Tang, Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space , Applied Mathematics and Optimization , pp.1 -45 (Dec, 2011)
  • [논문] Shanjian Tang, Wei Zhong, 구형건, OPTIMAL SWITCHING OF ONE-DIMENSIONAL REFLECTED BSDES AND ASSOCIATED MULTIDIMENSIONAL BSDES WITH OBLIQUE REFLECTION , SIAM JOURNAL ON CONTROL AND OPTIMIZATION , Vol.49 , No.6 , pp.2279 -2317 (Nov, 2011)
  • [논문] Jinniao Qiu, Yuncheng You, Shanjian Tang, 2D backward stochastic Navier?Stokes equations with nonlinear forcing , STOCHASTIC PROCESSES AND THEIR APPLICATIONS , Vol.122 , pp.334 -356 (Aug, 2011)
  • [논문] Kai Du, Shanjian Tang, Strong solution of backward stochastic partial differential equations in C2 domains , Probability Theory and Related Fields , pp.1 -31 (Jun, 2011)
  • [논문] Shanjian Tang, A SECOND-ORDER MAXIMUM PRINCIPLE FOR SINGULAR OPTIMAL STOCHASTIC CONTROLS , DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B , Vol.14 , No.4 , pp.1581 -1599 (Nov, 2010)
국제학술발표
  • [학술회의] 조중리, Shanjian Tang, 구형건, Optimal Consumption and Investment When Wealth Enters Utility Directly , Asian Meeting of the Econometric Society (Aug, 2013)
  • [학술회의] 구형건, 심규철, 신용현, Shanjian Tang, A Dynkin Game with a Recursive Objective Function given by a Backward Stochastic Differential Equation and Its Associated Nonlinear Backward Stochastic Partial Differential Inequality , 2012 AMS Conference in Tampa (Mar, 2012)
저서 및 번역
  • [저서] 심규철, Kajii, Atsuchi, 성재영, Nagai, Hideo, Shanjian Tang, 구형건, Hara, Chiaki, Lecture Notes on Asset Pricing, Risk Control, and Agency Theory (May, 2012)
  • [저서] 구형건, 배형옥, 심규철, Alain Bensoussan, 현종석, Zengjing Chen, Abel Cadenillas, 이기섭, Hoe, 성재영, Shanjian Tang, New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University (Aug, 2011)
특허 및 기타
수업계획서
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