师资队伍


AA2C

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


代表性论文:

1. 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 (JCR-1, 中科院-1)

2. Qingfeng Zhu, Yufeng Shi*. Nonzero-Sum Differential Game of Backward Doubly Stochastic Systems with Delay and Applications. To appear in Mathematical Control and Related Fields (MCRF). 2020. (JCR-1, 中科院-3)

3. Qingfeng Zhu, Tianxiao Wang, Yufeng Shi*. Mean-field backward doubly stochastic differential equations and applications. To appear in Chinese Annals of Mathematics Ser.B. (JCR-4, 中科院-4)

4. Yanhua Wu, Yufeng Shi*. Detection of jumps in financial time series. Communications in Statistics-Simulation and Computation, Feb.10, 2020. Doi: 10.1080/03610918.2019.1687722 (JCR-4, 中科院-4)

5. Yufeng Shi*, Huaizhong Zhao. Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. Journal of Mathematical Analysis and Applications, 485(10), May 1, 2020. https://doi.org/10.1016/j.jmaa.2019.123791 (JCR-1, 中科院-2)

6. 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 (JCR-3, 中科院-3)

7. Zhang C, Han F, Yu J, Hu X, Hua M, Zhong C, Wang R, Zhao X, Shi Yufeng, 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 (JCR-2, 中科院-2)

8. Qingfeng Zhu, Yufeng Shi, Bin Teng. Forward-backward doubly stochastic differential equations with random jumps and related games. Asian Journal of Control, April 28, 2020. Doi: 10.1002/asjc.2344 (JCR-3, 中科院-4)

9. 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(JCR-1, 中科院-2)

10. 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 (JCR-4, 中科院-4)

11. 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 (JCR-1, 中科院-1)

12. 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 (JCR-1, 中科院-2)

13. 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 (JCR-1, 中科院-3)

14. 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 (JCR-4, 中科院-4)

15. 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 (JCR-4, 中科院-4)

16. 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 (JCR-3, 中科院-4)

17. 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  (JCR-1, 中科院-3)

18. 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  (JCR-2, 中科院-2)

19. 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. (JCR-1, 中科院-2)

20. Qingfeng Zhu, Yufeng Shi*. A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients. Acta Mathematicae Applicatae Sinica (English Series), 30(4): 965-976, December 2014. DOI: 10.1007/s10255-011-0136-0. (JCR-4, 中科院-4)

21. 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 (JCR-1, 中科院-2)

22. 朱庆峰,王鑫,石玉峰*. 带跳的倒向重随机系统的最大值原理及其应用. 中国科学(数学),2013, 43(12): 1237-1257, DOI: 10.1360/SCM-2013-0075.

23. Yufeng Shi*, Tianxiao Wang, Jiongmin Yong. Mean-Field Backward Stochastic Volterra Integral Equations. Discrete and Continuous Dynamical Systems-Series B (DCDS-B), 18(7): 1929-1967, September, 2013. (JCR-3, 中科院-3)

24. 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  (JCR-2, 中科院-2)

25. Yufeng Shi*, Tianxiao Wang. Solvability of general backward stochastic Volterra integral equations. Journal of the Korean Mathematical Society, 49(6):1301-1321, November, 2012. (JCR-3, 中科院-4)

26. 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. (JCR-2, 中科院-2)

27. Qingfeng Zhu, Yufeng Shi*. Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations, China Annals of Mathematics Ser.B, 33B(1): 127-142, 2012. (JCR-4, 中科院-4)

28. 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.

29. 林乾,石玉峰*. Peng g-期望下的大数定律, 中国科学(数学), 42(4): 295-302, 2012.

30. 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. EI

31. 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. EI

32. Liangquan Zhang, Yufeng Shi*. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications, ESAIM: COCV, 17: 1174–1197, 2011. (JCR-2, 中科院-2)

33. 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. (JCR-3, 中科院-3)

34. Min Li, Yufeng Shi*. A general central limit theorem under sublinear expectations, Science in China-Series A: Mathematics, 53(8): 1989-1994, 2010. (JCR-2, 中科院-2)

35. 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. (JCR-3, 中科院-3)

36. Qingfeng Zhu, Yufeng Shi*, Xianjun Gong. Solutions to general forward-backward doubly stochastic differential equations, Applied Mathematics and Mechanics (English Edition). 30(4): 517-526, 2009. (JCR-1, 中科院-2)

37. 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. ISTP

38. 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.

39. 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. (JCR-3, 中科院-4)

40. 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. (JCR-3, 中科院-4)

41. Yufeng Shi*. Singular Perturbation in Nonlinear Boundary Value Problems, Asymptotic Analysis, 34(2): 137-158, 2003. (JCR-3, 中科院-3)

42. Shige Peng, Yufeng Shi*. Infinite Horizon Forward-Backward Stochastic Differential Equations, Stochastic Processes and their Applications, 85(1): 75-92, 2000. (JCR-2, 中科院-3)

43. Shige Peng, Yufeng Shi*. Infinite Horizon Boundary Value Problems and Applications, Journal of Differential Equations, 155(2): 405-422, 1999. (JCR-1, 中科院-1)

44. Yufeng Shi*. Singularly Perturbed Boundary Value Problems, Acta Mathematicae Applicatae Sinica, 15(4): 409-417, 1999. (JCR-4, 中科院-4)

                
              
                  
   

 

 


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