Qingxin Meng
2009
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Qingxin Meng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Qingxin Meng overall
Papers from Qingxin Meng's perspective
Ordered by how strongly the researchers Qingxin Meng trusts endorse each paper. Same corpus, a different order for every researcher.
- A Maximum Principle for Stochastic Control with Partial Information
- Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance
- Optimal Control Problem Associated with Jump Processes
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Dynamic utility indierence valuation via convex risk measures
- Stochastic Integration and Differential Equations. Second Edition.
- A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
- Risk measure pricing and hedging in incomplete markets
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Impulse control problem on finite horizon with execution delay