University of Calgary

- Associate Professor

- Mathematics

I recruit both master's and Ph.D. students every year. The admitted students are expected to have strong mathematical backgrounds and/or interests in either one of the fields like (numerical/real/stochastic) analysis, ordinary/partial differential equations, differential geometry, probability theory and stochastic processes, and so on. After admission, the graduate students can get involved in research programs on stochastic control/games/optimizations and applications in finance, economics, biology, and any other sciences as well as some interesting topics in the fields of applied probability and stochastic analysis. For the application procedures and requirements, please refer to https://grad.ucalgary.ca/future-students/understanding-graduate-studies

*Qiu, Jinniao, Huang, Hui and Riedl, Konstantin*. "On the global convergence of particle swarm optimization methods". Applied Mathematics & Optimization (to appear), Print.*Qiu, Jinniao, Sezer, Deniz, Ma, Junchi and Ogunsolu, Mobolaji*. "Credit risk pricing in a consumption based equilibrium framework with incomplete accounting information". Mathematical Finance (to appear), Print.*Qiu, Jinniao and Zhang, Jing*. "Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations". Annals of Applied Probability 33.2 (2023): 689--730. Print.*Qiu, Jinniao, Bayer, Christian and Yao, Yao*. "Pricing options under rough volatility with backward SPDEs". SIAM Journal on Financial Mathematics 13.1 (2022): 179--212. Print.*Qiu, Jinniao, Cipriani, Cristina and Huang, Hui*. "Zero-inertia limit: from particle swarm optimization to consensus-based optimization". SIAM Journal on Mathematical Analysis 54.3 (2022): 3091-3121. Print.*Qiu, Jinniao, Elliott, Robert and Wei, Wenning*. "Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone". Stochastic Processes and their Applications 148. (2022): 68-97. Print.*Qiu, Jinniao and Huang, Hui*. "On the mean‐field limit for the consensus‐based optimization". Mathematical Methods in the Applied Sciences 45.12 (2022): 7814-7831. Print.*Qiu, Jinniao*. "Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations". Stochastic Processes and their Applications 154. (2022): 1--25. Print.*Qiu, Jinniao and Md Hasib Uddin Molla*. "Numerical approximations of coupled forward–backward SPDEs". Stochastic Analysis and Applications 41.2 (2021): 291-326. Print.*Huang, Hui and Qiu, Jinniao*. "The microscopic derivation and well-posedness of the stochastic Keller-Segel equation". Journal of Nonlinear Science 31.6 (2020): 1--31. Print.*Qiu, Jinniao*. "L2-Theory of Linear Degenerate SPDEs and Lp (p>0) Estimates for the Uniform Norm of Weak Solutions". Stochastic Processes and their Applications 130. (2020): 1206--1225. Print.*Bayraktar, Erhan and Qiu, Jinniao*. "Controlled Reflected SDEs and Neumann Problem for Backward SPDEs". The Annals of Applied Probability 29. (2019): 2819--2848. Print.*Qiu, Jinniao and Wei, Wenning*. "Uniqueness of Viscosity Solutions of Stochastic Hamilton-Jacobi Equations". Acta Matematica Scientia 39. (2019): 857--873. Print.*Qiu, Jinniao*. "Hörmander-type theorem for Itô processes and related backward SPDEs". Bernoulli 24.2 (2018): 956-970. Print.*Qiu, Jinniao*. "Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations". SIAM Journal on Control and Optimization 56.5 (2018): 3708–3730. Print.*Qiu, Jinniao*. "Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations". Stochastic Processes and their Applications 127.6 (2017): 1926-1959. Print.*Bayer, Christian, Horst, Ulrich and Qiu, Jinniao*. "A functional limit theorem for limit order books with state dependent price dynamics". The Annals of Applied Probability 27.5 (2017): 2753-2806. Print.*Fu, Guanxing, Horst, Ulrich and Qiu, Jinniao*. "Maximum principle for quasi-linear reflected backward SPDEs". Journal of Mathematical Analysis and Applications 456.1 (2017): 307-336. Print.*Horst, Ulrich, Qiu, Jinniao and Zhang, Qi*. "A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition". SIAM Journal on Control and Optimization 54.2 (2016): 946–963. Print.*Delbaen, Freddy, Qiu, Jinniao and Tang, Shanjian*. "Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space". Stochastic Processes and their Applications 125.125 (2015): 7. Print.*Graewe, Paulwin, Horst, Ulrich and Qiu, Jinniao*. "A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions". SIAM Journal on Control and Optimization 53.2 (2015): 690-711. Print.*Qiu, Jinniao and Wei, Wenning*. "On the quasi-linear reflected backward stochastic partial differential equations". Journal of Functional Analysis 267.10 (2014): 3598-3656. Print.*Du, Kai, Qiu, Jinniao and Tang, Shanjian*. "L p theory for super-parabolic backward stochastic partial differential equations in the whole space". Applied Mathematics & Optimization 65.2 (2012): 175-219. Print.*Qiu, Jinniao and Tang, Shanjian*. "Maximum principle for quasi-linear backward stochastic partial differential equations". Journal of Functional Analysis 262.5 (2012): 2436-2480. Print.*Qiu, Jinniao, Tang, Shanjian and You, Yuncheng*. "2D backward stochastic Navier–Stokes equations with nonlinear forcing". Stochastic Processes and their Applications 122.1 (2012): 334-356. Print.

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