[1] Tianyang Nie, Marek Rutkowski, Fair bilateral pricing under funding costs and exogenous collateralization. Mathematical Finance, 28(2), 621-655, 2018.

[2] Ying Hu, Jianhui Huang, Tianyang Nie, Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877, 2018.

[3] Tianyang Nie, Jingtao Shi, Zhen Wu, Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. SIAM Journal on Control and Optimization, 55(5), 3258–3294, 2017.

[4] Tianyang Nie, Marek Rutkowski, A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance and Stochastics, 20(4), 855-900, 2016

[5] Rainer Buckdahn, Tianyang Nie, Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. SIAM Journal on Control and Optimization, 54(2), 602-631, 2016.

[6] Tianyang Nie, Marek Rutkowski, BSDEs driven by multidimensional martingales and their applications to markets with funding costs. SIAM: Theory of Probability and Its Applications, 60(4), 604-630, 2016.

[7] Lucian Maticiuc, Tianyang Nie, Fractional backward stochastic differential equations and fractional backward variational inequalities. Journal of Theoretical Probability, 28 (1), 337-395, 2015.

[8] Tianyang Nie, A stochastic approach to a new type of parabolic variational inequalities. Stochastics-An International Journal of Probability and Stochastic Processes, 87 (3), 477-517, 2015.

[9] Tianyang Nie, Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality. Science China Mathematics, 58 (4), 729-748, 2015.

[10] Tianyang Nie, Marek Rutkowski, Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications, 124 (8), 2672-2698, 2014.

[11] Tianyang Nie, Aurel Rascanu, Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion. ESAIM-Control Optimisation and Calculus of Variation, 18 (4), 915-929, 2012.

[1] Tianyang Nie, Marek Rutkowski, Fair bilateral pricing under funding costs and exogenous collateralization. Mathematical Finance, 28(2), 621-655, 2018.

[2] Ying Hu, Jianhui Huang, Tianyang Nie, Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877, 2018.

[3] Tianyang Nie, Jingtao Shi, Zhen Wu, Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. SIAM Journal on Control and Optimization, 55(5), 3258–3294, 2017.

[4] Tianyang Nie, Marek Rutkowski, A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance and Stochastics, 20(4), 855-900, 2016

[5] Rainer Buckdahn, Tianyang Nie, Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. SIAM Journal on Control and Optimization, 54(2), 602-631, 2016.

[6] Tianyang Nie, Marek Rutkowski, BSDEs driven by multidimensional martingales and their applications to markets with funding costs. SIAM: Theory of Probability and Its Applications, 60(4), 604-630, 2016.

[7] Lucian Maticiuc, Tianyang Nie, Fractional backward stochastic differential equations and fractional backward variational inequalities. Journal of Theoretical Probability, 28 (1), 337-395, 2015.

[8] Tianyang Nie, A stochastic approach to a new type of parabolic variational inequalities. Stochastics-An International Journal of Probability and Stochastic Processes, 87 (3), 477-517, 2015.

[9] Tianyang Nie, Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality. Science China Mathematics, 58 (4), 729-748, 2015.

[10] Tianyang Nie, Marek Rutkowski, Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications, 124 (8), 2672-2698, 2014.

[11] Tianyang Nie, Aurel Rascanu, Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion. ESAIM-Control Optimisation and Calculus of Variation, 18 (4), 915-929, 2012.

[1] Tianyang Nie, Marek Rutkowski, Fair bilateral pricing under funding costs and exogenous collateralization. Mathematical Finance, 28(2), 621-655, 2018.

[2] Ying Hu, Jianhui Huang, Tianyang Nie, Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877, 2018.

[3] Tianyang Nie, Jingtao Shi, Zhen Wu, Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. SIAM Journal on Control and Optimization, 55(5), 3258–3294, 2017.

[4] Tianyang Nie, Marek Rutkowski, A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance and Stochastics, 20(4), 855-900, 2016

[5] Rainer Buckdahn, Tianyang Nie, Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. SIAM Journal on Control and Optimization, 54(2), 602-631, 2016.

[6] Tianyang Nie, Marek Rutkowski, BSDEs driven by multidimensional martingales and their applications to markets with funding costs. SIAM: Theory of Probability and Its Applications, 60(4), 604-630, 2016.

[7] Lucian Maticiuc, Tianyang Nie, Fractional backward stochastic differential equations and fractional backward variational inequalities. Journal of Theoretical Probability, 28 (1), 337-395, 2015.

[8] Tianyang Nie, A stochastic approach to a new type of parabolic variational inequalities. Stochastics-An International Journal of Probability and Stochastic Processes, 87 (3), 477-517, 2015.

[9] Tianyang Nie, Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality. Science China Mathematics, 58 (4), 729-748, 2015.

[10] Tianyang Nie, Marek Rutkowski, Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications, 124 (8), 2672-2698, 2014.

[11] Tianyang Nie, Aurel Rascanu, Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion. ESAIM-Control Optimisation and Calculus of Variation, 18 (4), 915-929, 2012.