Jinniao Qiu

Positions

Associate Professor

Faculty of Science , Department of Mathematics and Statistics

Contact information

jinniao.qiu@ucalgary.ca

Web presence

Google Scholar page

Location

Office: MS580

Background

Educational Background

PhD Operational Research and Cybernetics, Fudan University, 2012

BSc Information and Computing Science, Nankai University, 2007

Research

Areas of Research

Analysis and partial differential equations, Stochastic optimal control, Mathematical finance, Portfolio optimization, Quasilinear and fully nonlinear partial differential equations, Stochastic calculus, Operations research, Control theory

Courses

Course number	Course title	Semester
MATH 265	University Calculus I	Fall
MATH 383	Introduction to Mathematical Finance	Fall
MATH 583	Computational Finance	Winter
MATH 683	Computational Finance	Winter

More Information

Journal Articles - Peer Reviewed

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.