石玉峰 教授，博士生导师
山东大学数学学院 / 金融研究院 教授 博士生导师
联系方式：
通讯地址：中国济南市山大南路27号 山东大学数学学院/金融研究院，中心校区知新楼B1116（250100）
办公电话：+86-531-88364729
E-mail：yfshi@sdu.edu.cn
石玉峰博士，山东大学数学学院及金融研究院教授，博士生导师，泰山学者特聘专家，山东大学金融研究院副院长，山东大学产业大模型研究院院长。曾兼任山东财经大学统计学院院长及大数据与指数研究院院长。山东省科协委员，山东省科技智库数字经济核心团队首席专家，山东省统计专家咨询委员会委员，中国交叉科学学会金融量化分析与计算专业委员会副主任委员，山东省大数据研究会会长，山东区块链研究会副理事长，山东省统计学会副会长，山东省应用统计学会副会长，中国统计学会常务理事，全国工业统计学教学研究会常务理事，中国工业与应用数学学会理事。研究领域涉及概率统计、随机分析、随机控制、金融数学、金融工程、风险管理、量化投资、人工智能、金融科技、数字经济等。作为负责人主持完成国家自然科学基金五项、发改委蓝黄“两区”等省部级以上项目二十余项，是教育部长江学者创新团队及国家自然科学基金委“金融数学”创新群体核心成员。在国内外学术杂志发表论文100余篇，其中SCI/SSCI收录论文70余篇，获得金融科技、数字经济、人工智能领域发明专利五项、软件著作权六项，申报人工智能、金融科技和信息安全等领域发明专利十余项。曾获山东省政府授予的集体一等功和首批山东省优秀创新团队（核心成员）荣誉称号，获山东省省级教学成果二等奖（首位）和山东省自然科学二等奖（首位），山东省优秀科技工作者荣誉称号。
软件著作权：
（1）石玉峰，王鑫，滕斌，《程序化交易策略智能生成系统》V3.0，2015.03.25，中国，著作权登记号：2015SR052464.
（2）石玉峰，滕斌，王鑫，鞠全永，张银龙，《期权定价与交易策略系统》V1.0, 2015.03.25，中国，著作权登记号：2015SR052459
（3）石玉峰，滕斌，《量化投资策略开发系统》V1.0，2015.10.20，中国，著作权登记号：2015SR201051.
发明专利：
1.发明专利：《一种程序化交易策略的自动构建与优化方法》（专利号：ZL 2014 1 0583932.3），发明人：石玉峰；王鑫；滕斌。申请日：2014年10月28日。授权日：2017年6月23日。
2.发明专利：《一种基于价值链和区块链的信用收付系统及其工作方法》（专利号：ZL 2020 1 0070020.1），发明人：石玉峰；俞少平。申请日：2020年1月21日。授权日：2024年1月26日。
3.发明专利：《一种基于零信任体系的数据安全访问系统、方法、装置及介质》（专利号：ZL 2022 1 0977160.6），发明人：孙运传；石玉峰。申请日：2022年8月15日。授权日：2025年5月9日。
4.发明专利：《基于多智能体推理的开放式问题隐含意图识别方法及系统》（专利号：ZL 2025 1 0138758.X），发明人：郭欣；石玉峰；陈增敬；吕帅；张丽坤；武立波。申请日：2025年2月8日。授权日：2025年5月13日。
5.发明专利：《一种基于智能体模拟的电力系统负荷预测方法及系统》（专利号：ZL 2025 1 0550181.3），发明人：郭欣；张丽坤；石玉峰；赵允民；徐慧慧；孙建德；王舒洋。申请日：2025年4月29日。授权日：2025年8月29日。
代表性论文:
1.Lin Lu, Yu Si, Yufeng Shi*. Mean-Field Linear-Quadratic Nonzero Sum Stochastic Differential Games with Overlapping Information, Journal of Optimization Theory and Applications, 206: 61, June 12, 2025. https://doi.org/10.1007/s10957-025-02743-z
2.Jiale Du, Shuo Li, Fuguo Liu and Yufeng Shi*. Predictable forward utility processes under ambiguity. International Journal of Financial Engineering (IJFE), 12(2) , June 30, 2025. https://doi: https://doi.org/10.1142/S2424786325500148
3.Yuanmeng Liu, Fuguo Liu, Yufeng Shi*, Yuxue Zhang, and Yijia Liu. Commodity futures basis prediction based on the VMD–DBO–BiGRU model, International Journal of Financial Engineering (IJFE), 12(3), No.2450017, 2025. online December 26, 2024. https://doi.org/10.1142/S2424786324500178
4.Longjie Xu, Yufeng Shi*. When order execution meets informed trading. Quantitative Finance, published online March 26, 2025. https://doi.org/10.1080/14697688.2025.2479049
5.Jinghan Wang, Yufeng Shi, Nana Zhao*. A general type of weak comparison theorems for BDSDEs, Statistics & Probability Letters, 219: 110353, April, 2025. DOI: https://doi.org/10.1016/j.spl.2024.110353
6.Yufeng Shi*, Bin Teng, Sicong Wang*. Option pricing mechanisms driven by backward stochastic differential equations. Financial Innovation, 11: 90, April 1, 2025. (SSCI一区，IF:7.5). https://doi.org/10.1186/s40854-024-00714-3
7.Yunchuan Sun*, Lu Liu , Ying Xu, Xiaoping Zeng, Yufeng Shi, Haifeng Hu , Jie Jiang and Ajith Abraham. Alternative data in finance and business：emerging applications and theory analysis. Financial Innovation, (2024) 10:127. https://doi.org/10.1186/s40854-024-00652-0
8.Yufeng Shi, Jiaqiang Wen, Zhi Yang*. Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z. Stochastics and Dynamics, 24(6):2450043, 2024. https://doi.org/10.1142/S0219493724500436
9.Jinghan Wang, Yufeng Shi, Nana Zhao*. General Mean-Field BDSDEs with Continuous and Stochastic Linear Growth Coefficients, J. Syst. Sci. Complex, 37(5): 1887-1906, 2024. DOI: 10.1007/s11424-024-3191-3
10.Sicong Wang, Bin Teng, Yufeng Shi*, Qingfeng Zhu. A Deep Learning Method for Solving Multi-Dimensional Coupled Forward-Backward Doubly SDEs, Computers and Mathematics with Applications, 169: 260-272, September 1, 2024. https://doi.org/10.1016/j.camwa.2024.07.015
11.Longjie Xu, Yufeng Shi*. Optimal trading and competition with information in the price impact model. Quantitative Finance, 24(6): 811-825, 2024. Published online: 05 Jun 2024. https://doi.org/10.1080/14697688.2024.2357729
12.Yufeng Shi, Jinghan Wang*. General Mean-Field BDSDEs with Stochastic Linear Growth and Discontinuous Generator, Mathematics 2024, 12(7), 978, March 25, 2024. https://doi.org/10.3390/math12070978
13.Guangpo Tian, Caiming Zhang, Yufeng Shi, Xuemei Li. MultiWaveNet: A long time series forecasting framework based on multi-scale analysis and multi-channel feature fusion. Expert Systems With Applications, 124088, 2024. SCI:IF=8.50
14.Qiao Peng, Weilong Liu*, Yufeng Shi, Yuanyuan Dai, Kunjie Yu, Byron Graham. Multi-objective electricity generation expansion planning towards renewable energy policy objectives under uncertainties. Renewable and Sustainable Energy Reviews, 197:114406, April, 2024.
15.Yufeng Shi, Zhi Yang*. On the uniqueness result for the BSDE with deterministic coefficient. Probability, Uncertainty and Quantitative Risk, 8(3): 309–320, August 11, 2023. https://www.aimsciences.org/journal/2095-9672 DOI:10.3934/puqr.2023013
16.Nana Zhao, Jinghan Wang, Yufeng Shi*, Qingfeng Zhu. General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations. Symmetry, 15, 1143, 2023. https://doi.org/10.3390/sym15061143
17.Xin Guo, Wenqing Yang, Likun Zhang, Yufeng Shi*, Jing Li, Jiande Sun, Wenbo Wan*. Deep image watermarking with loss-driven modification. Multimedia Tools and Applications, October 2, 2023. https://doi.org/10.1007/s11042-023-16809-5
18.石玉峰*, 张冰妍, 张宗新. 科创板 IPO 审核问询能否提升资本市场信息效率——基于股价同步性的文本分析视角. 新金融，396(1): 42-49, 2022年1月.
19.Yufeng Shi, Jiaqiang Wen*, Jie Xiong. Mean-field backward stochastic differential equations driven by fractional Brownian motion. Acta Mathematica Sinica, 37(7): 1156–1170, July 15, 2021. (IF:0.83) https://doi.org/10.1007/s10114-021-0002-9
20.Yijia Liu, Yukun Gao, Yufeng Shi*, Yuxue Zhang, Li Li, Qimeng Han. Commodity futures price forecast based on multiscale combination model. International Journal of Financial Engineering (IJFE), 9(4), No.2250031, November 17, 2022. https://dx.doi.org/10.1142/S2424786322500311
21.Yufeng Shi, Zhi Yang*. Existence result for the BSDE with superquadratic growth. Communications in Statistics - Theory and Methods, online July 28, 2022. https://doi.org/10.1080/03610926.2022.2105363 (IF:0.86)
22.Yufeng Shi, Jiaqiang Wen*, Jie Xiong. Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs. Stochastics: An International Journal of Probability and Stochastic Processes, June 10, 2022. https://doi.org/10.1080/17442508.2022.2085503 (jointly with Jiaqiang Wen, Jie Xiong) (IF:1, Cites:0.)
23. Yufeng Shi*, Bingyan Zhang, Zhongxin Zhang. Research on IPO information disclosure and stock price synchronicity of STAR Market--Text mining based on inquiry and prospectus. Procedia Computer Science. Volume 202, 430-435, 2022. https://doi.org/10.1016/j.procs.2022.04.060
24.Wentao Hu, Yufeng Shi, Cuixia Chen and Ze Chen. Optimal strategic pandemic control: human mobility and travel restriction. Mathematical Biosciences and Engineering (MBE), 18(6): 9525–9562, November 2, 2021. http://dx.doi.org/10.3934/mbe.2021468
25.Wentao Hu, Cuixia Chen, Yufeng Shi, Ze Chen. A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy. Methodology and Computing in Applied Probability, March 2, 2022. https://doi.org/10.1007/s11009-022-09951-4
26.Bin Teng, Sicong Wang, Yufeng Shi*, Yunchuan Sun, Wei Wang, Wentao Hu, Chaojun Shi. Economic Recovery Forecasts Under Impacts of COVID-19. Economic Modelling, (online March 4), 110: 105821, May 1, 2022. https://doi.org/10.1016/j.econmod.2022.105821 (SSCI：3.127, 一区)
27.Bin Teng, Sicong Wang, Qinghua Ren, Qi Hao, Yufeng Shi*. The cross-interval price impact model and its empirical analysis on cryptocurrency order book. Personal and Ubiquitous Computing, Sep. 22, 2021. Doi: 10.1007/s00779-021-01651-z
28.Hao Chen, Ying Guo, Yong He*, Jiadong Ji, Yufeng Shi*, Lei Liu, Yikai Wang, Long Yu, Xinsheng Zhang. Simultaneous differential network analysis and classification for matrix-variate data with application to brain connectivity. Biostatistics, :1-23, March 26, 2021. Doi:10.1093/biostatistics/kxab007
29.Yufeng Shi*, Shaoping Yu, Pengyao Zhang. Expected Economic Theory and Its Model Construction. Procedia Computer Science. Volume 187, 524-529, 2021. https://doi.org/10.1016/j.procs.2021.04.094
30.Qingxue Wang, Bin Teng, Qi Hao, Yufeng Shi*. High-frequency Statistical Arbitrage Strategy Based on Stationarized Order Flow Imbalance. Procedia Computer Science. Volume 187, 518-523, 2021. https://doi.org/10.1016/j.procs.2021.04.093
31.Bin Teng, Yufeng Shi*, Xin Wang, Yunchuan Sun. Generating and Optimizing Human-Readable Quantitative Program Trading Strategies through a Genetic Programming Framework. Procedia Computer Science. Volume 187, 613-617, 2021. https://doi.org/10.1016/j.procs.2021.04.112
32.Qingfeng Zhu, Liangquan Zhang, Yufeng Shi*. Infinite Horizon Forward-backward doubly stochastic differential equations and Related SPDEs. Acta Mathematicae Applicatae Sinica, English Series, 37(2): 319-336, 2021. https://doi.org/10.1007/s10255-021-1009-9
33.Qingfeng Zhu, Yufeng Shi*. Nonzero-Sum Differential Game of Backward Doubly Stochastic Systems with Delay and Applications. Mathematical Control and Related Fields (MCRF). 11(1): 73-94, March, 2021. Doi:10.3934/mcrf.2020028
34.Qingfeng Zhu, Yufeng Shi*, Jiaqiang Wen, Hui Zhang. A Type of Time-Symmetric Stochastic System and Related Games. Symmetry, 13(1), 118:1-19, January 12, 2021. https://doi.org/10.3390/sym13010118
35.Qingfeng Zhu, Lijiao Su, Fuguo Liu, Yufeng Shi*, Yong’ao Shen, Shuyang Wang. Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games. Frontiers of Mathematics in China, 15(6): 1307-1326, 2020. https://doi.org/10.1007/s11464-020-0889-y
36.Bin Teng, Yufeng Shi*, Qingfeng Zhu. Solving high-dimensional forward-backward doubly SDEs and their related SPDEs through deep learning. Personal and Ubiquitous Computing, March 2021. Doi: 10.1007/s00779-020-01500-5
37.Qingfeng Zhu, Tianxiao Wang, Yufeng Shi*. Mean-field backward doubly stochastic differential equations and its applications. Chinese Annals of Mathematics Ser.A. 41(4): 409-428, Dec. 25, 2020. Doi: 10.16205/j.cnki.cama.2020.0029
38.Qingfeng Zhu, Tianxiao Wang, Yufeng Shi*. Mean-field backward doubly stochastic differential equations and its applications. Chinese Journal of Contemporary Mathematics, 41(4): 355-372, Dec. 25, 2020. (ISSN 0898-5111) Doi: 10.3103/S089851112040050
39.Yong He, Hao Chen, Hao Sun, Jiadong Ji*, Yufeng Shi*, Xinsheng Zhang, Lei Liu. High-dimensional integrative copula discriminant analysis for multiomics data. Statistics in Medicine, 39(30): 4869-4884, 2020. Doi: 10.1002/sim.8758
40.Yanhua Wu, Yufeng Shi*. Empirical likelihood for mean difference between two samples with missing data. Communications in Statistics-Simulation and Computation, 51(10): 6227-6234, 2022. Published online: Nov. 17, 2020. https://doi.org/10.1080/03610918.2020.1844898
41.武艳华, 石玉峰*. 基于真伪跳跃的HAR类波动预测模型研究. 应用概率统计, 第36卷第5期，467-482，2020年10月。Doi: 10.3969/j.issn.1001-4268.2020.05.003
42. Hao Chen, Yong He, Jiadong Ji*, Yufeng Shi*. The sparse group lasso for high-dimensional integrative linear discriminant analysis with application to alzheimer's disease prediction. Journal of Statistical Computation and Simulation, 3218-3231, August 18, 2020. DOI: 10.1080/00949655.2020.1800011
43.Yufeng Shi, Jiaqiang Wen*, Jie Xiong. Backward doubly stochastic Volterra integral equations and their applications. Journal of Differential Equations, 269(9):6492-6528, Oct. 15, 2020. https://doi.org/10.1016/j.jde.2020.05.006
44.Yanhua Wu, Yufeng Shi*. Detection of jumps in financial time series. Communications in Statistics-Simulation and Computation, 50(2): 313-322, 2021. Feb.10, 2020. Doi: 10.1080/03610918.2019.1687722
45.Yanhua Wu, Yufeng Shi*. Detection of jumps in financial market. Communications in Statistics-Simulation and Computation, Dec. 22, 2021. Doi: 10.1080/03610918.2021.2016830
46.Yufeng Shi*, Huaizhong Zhao. Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. Journal of Mathematical Analysis and Applications, 485(1):123791, May 1, 2020. https://doi.org/10.1016/j.jmaa.2019.123791
47.Qingfeng Zhu, Yufeng Shi*, Bin Teng. Forward-backward doubly stochastic differential equations with random jumps and related games. Asian Journal of Control, 23:962-978, 2021. Online April 28, 2020. Doi: 10.1002/asjc.2344
48.Jiaqiang Wen, Yufeng Shi*. Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. Computers & Mathematics with Applications, 79(5):1435-1446, March 1, 2020. Online September 27, 2019. https://doi.org/10.1016/j.camwa.2019.09.006
49.Hao Chen, Yong He, Jiadong Ji*, Yufeng Shi*. A Machine Learning Method for Identifying Critical Interactions Between Gene Pairs in Alzheimer's Disease Prediction. Frontiers in Neurology. 10:1162. Oct. 31, 2019. Doi: 10.3389/fneur.2019.01162
50.Zhang C, Han F, Yu J, Hu X, Hua M, Zhong C, Wang R, Zhao X, Shi Y, Ji C and Ma D*. Investigation of NF-κB-94ins/del ATTG and CARD8 (rs2043211) Gene Polymorphism in Acute Lymphoblastic Leukemia. Frontiers in Endocrinology, 10:501, August 2, 2019. Doi: 10.3389/fendo.2019.00501
51.Jiaqiang Wen, Yufeng Shi*. Solvability of anticipated backward stochastic Volterra integral equations. Statistics and Probability Letters, 156, September 12, 2019. https://doi.org/10.1016/j.spl.2019.108599
52.Soukaina Douissi, Jiaqiang Wen*, Yufeng Shi. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem, Applied Mathematics and Computation, 355:282-298, August 15, 2019. https://doi.org/10.1016/j.amc.2019.02.072 (jointly with )
53.Jiaqiang Wen, Yufeng Shi*. Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs. Journal of Mathematical Analysis and Applications, 476(1): 86-100, August 1, 2019. https://doi.org/10.1016/j.jmaa.2018.10.038
54.Jiaqiang Wen, Yufeng Shi*. Maximum principle for a stochastic delayed system involving terminal state constraints. Journal of Inequalities and Applications, 2017:103, December 2017. DOI: 10.1186/s13660-017-1378-z
55.Jiaqiang Wen, Yufeng Shi*. Anticipative backward stochastic differential equations driven by fractional Brownian motion. Statistics and Probability Letters, 122:118-127, March, 2017. DOI: 10.1016/j.spl.2016.11.011
56.Min Li, Yufeng Shi*. Solving the double barrier reflected BSDEs via penalization method. Statistics and Probability Letters, 110: 74-83, March 2016. DOI:10.1016/j.spl.2015.12.003
57.Lu Lin*, Yufeng Shi, Xin Wang and Shuzhen Yang. k-sample upper expectation linear regression. Journal of Statistical Planning and Inference, 170: 15-26, March 2016. DOI: 10.1016/j.jspi.2015.09.002
58.Yufeng Shi*, Tianxiao Wang and Jiongmin Yong. Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations. Mathematical Control and Related Fields (MCRF), 5(3): 613- 649, September 2015. Doi:10.3934/mcrf.2015.5.613 (jointly with )
59.Tianxiao Wang, Yufeng Shi*. Linear quadratic stochastic integral games and related topics. Science in China-Series A: Mathematics, 58(11): 2405-2420, November 2015. DOI:10.1007/s11425-015-5026-0, Print ISSN:1674-7283, Online ISSN:1869-1862
60.Qingfeng Zhu, Yufeng Shi*. Optimal Control of Backward Doubly Stochastic Systems with Partial Information. IEEE Transactions on Automatic Control, 60(1): 173-178, January 2015. DOI: 10.1109/TAC.2014.2322212
61.Qingfeng Zhu, Yufeng Shi*. A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients. ACTA Math. Appl. Sinica (English Series), 30(4): 965-976, December 2014. DOI: 10.1007/s10255-011-0136-0
62.Qingfeng Zhu, Yufeng Shi*. Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations. Abstract and Applied Analysis, Volume 2014 (2014), Article ID 194341. http://dx.doi.org/10.1155/2014/194341
63. Zhu Qingfeng, Wang Xin, Shi Yufeng*. Maximum principles for backward doubly stochastic systems with jumps and applications (in Chinese). Science in China-Series A: Mathematics, 2013, 43(12): 1237-1257, DOI: 10.1360/SCM-2013-0075.
64.Yufeng Shi*, Tianxiao Wang and Jiongmin Yong. Mean-Field Backward Stochastic Volterra Integral Equations. Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 18(7): 1929-1967, September, 2013.
65.Yufeng Shi*, Qingfeng Zhu. Partially Observed Optimal Controls of Forward-Backward Doubly Stochastic Systems. ESAIM: COCV, 19(3): 828-843, July, 2013. DOI: 10.1051/cocv/2012035 (jointly with )
66.Yufeng Shi*, Tianxiao Wang. Solvability of general backward stochastic Volterra integral equations. J. Korean Math. Soc., 49(6):1301-1321, November, 2012.
67.Qingfeng Zhu, Yufeng Shi*. Forward-backward doubly stochastic differential equations and related stochastic partial differential equations, Science in China-Series A: Mathematics, 55(12): 2517-2534, December, 2012. DOI: 10.1007/s11425-012-4411-1
68.Qingfeng Zhu, Yufeng Shi*. Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations, China Annals of Mathematics, 33B(1): 127-142, 2012.
69.Tianxiao Wang, Yufeng Shi*. A class of time inconsistent risk measures and backward stochastic Volterra integral equations, Risk and Decision Analysis, 4: 17–24, 2013. DOI: 10.3233/RDA-2012-0074.
70.Qian Lin, Yufeng Shi*. Law of Large Numbers for Peng's g-expectation, Science in Chin-Series A: Mathematics, 42(4): 295-302, 2012.
71.Tianxiao Wang, Qingfeng Zhu, Yufeng Shi*. Necessary and Sufficient Conditions of Optimality for Stochastic Integral Systems with Partial Information, Proceedings of the 30th Chinese Control Conference, pp.1950-1955, July 2011.
72.Qingfeng Zhu, Tianxiao Wang, Yufeng Shi*. Maximum Principle for Partially Observed Optimal Control of Backward Doubly Stochastic Systems, Proceedings of the 30th Chinese Control Conference, pp.1383-1388, July 2011.
73.Liangquan Zhang, Yufeng Shi*. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications, ESAIM: COCV, 17: 1174–1197, 2011.
74.Yufeng Shi*, Qingfeng Zhu. A Kneser-type theorem for backward doubly stochastic differential equations, Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 14(4): 1565-1579, 2010.
75.Min Li, Yufeng Shi*. A general central limit theorem under sublinear expectations, Science in China-Series A: Mathematics, 53(8): 1989-1994, August 2010.
76.Tianxiao Wang, Yufeng Shi*. Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and their applications, Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 14(1): 251-274, 2010.
77.Qingfeng Zhu, Yufeng Shi*, Xianjun Gong. Solutions to general forward-backward doubly stochastic differential equations, Appl. Math. Mech. -Engl. Ed. 30(4): 517-526, 2009.
78.Kai Liu, Yufeng Shi*. Razumikhin-type theorems of infinite dimensional stochastic functional differential equations, Systems, control, modeling and optimization, IFIP Int. Fed. Inf. Process, 202:237–247, Springer, New York, 2006.
79.Shengqing Wang, Yufeng Shi*, Kai Liu. Simulations and calculations of stochastic differential equations and backward stochastic differential equations, World Journal of Modelling and Simulation, 3(1): 3-9, 2007.
80.Yufeng Shi*, Yanling Gu, Kai Liu. Comparison Theorem of Backward Doubly Stochastic Differential Equations and Applications, Stochastic Analysis and Applications, 23(1): 97-110, 2005.
81.Shige Peng, Yufeng Shi*. A type of Time-symmetric Forward-Backward Stochastic Differential Equations, C. R. Acad. Sci. Paris, Ser. I 336(9): 773-778, 2003.
82.Yufeng Shi*. Singular Perturbation in Nonlinear Boundary Value Problems, Asymptotic Analysis, 34(2): 137-158, 2003.
83.Shige Peng, Yufeng Shi*. Infinite Horizon Forward-Backward Stochastic Differential Equations, Stochastic Processes and their Applications, 85(1): 75-92, 2000.
84.Shige Peng, Yufeng Shi*. Infinite Horizon Boundary Value Problems and Applications, Journal of Differential Equations, 155(2): 405-422, 1999.
85.Yufeng Shi*. Singularly Perturbed Boundary Value Problems, ACTA Math. Appl. Sinica, 15(4): 409-417, 1999.
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地址：中国山东省济南市山大南路27号 邮编：250100 电话：0531-88364100 院长信箱： sxyuanzhang@sdu.edu.cn
