Qingshuo Song

Available identifiers

zbMath Open song.qingshuoMaRDI QIDQ290827

List of research outcomes

Publication	Date of Publication	Type
Stochastic maximum principle for a time-changed mean field game	2024-04-12	Paper
From mean field games to Navier-Stokes equations	2023-07-26	Paper
Convergence Rate of LQG Mean Field Games with Common Noise	2023-07-02	Paper
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables	2023-04-12	Paper
Solving a Class of Mean-Field LQG Problems	2022-07-21	Paper
Pricing double volatility barriers option under stochastic volatility	2022-07-06	Paper
The density evolution of the killed McKean–Vlasov process	2022-07-05	Paper
On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions	2022-06-08	Paper
The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game	2021-06-08	Paper
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution	2021-02-03	Paper
American option model and negative Fichera function on degenerate boundary	2019-11-20	Paper
Solving A Class of Mean-Field LQG Problems	2019-10-11	Paper
Exit Problems as the Generalized Solutions of Dirichlet Problems	2019-08-30	Paper
Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution	2018-09-19	Paper
Spectral methods for substantial fractional differential equations	2018-04-13	Paper
Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators	2018-02-12	Paper
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations	2018-01-25	Paper
On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices	2017-08-25	Paper
Numerical Solutions for Stochastic Differential Games With Regime Switching	2017-08-08	Paper
Characterization of stochastic control with optimal stopping in a Sobolev space	2017-04-19	Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients	2017-04-11	Paper
The stochastic solution to a Cauchy problem for degenerate parabolic equations	2017-03-28	Paper
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk	2017-01-11	Paper
On singular control problems with state constraints and regime-switching: a viscosity solution approach	2016-06-03	Paper
Solvability of Dirichlet problem with Integro-differential Operator	2016-02-19	Paper
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations	2015-08-28	Paper
An optimal pairs-trading rule	2015-06-25	Paper
Weak Convergence of Path-Dependent SDEs in Basket CDS Pricing with Contagion Risk	2015-05-30	Paper
A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION	2014-02-28	Paper
Mean Exit Times and the Multilevel Monte Carlo Method	2014-02-25	Paper
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals	2014-01-27	Paper
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing	2013-11-06	Paper
Optimal portfolio selection under concave price impact	2013-08-26	Paper
Saddle points of discrete Markov zero-sum game with stopping	2013-07-31	Paper
Outperforming the market portfolio with a given probability	2012-09-19	Paper
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market	2012-08-10	Paper
On Optimal Harvesting Problems in Random Environments	2011-07-22	Paper
On the Continuity of Stochastic Exit Time Control Problems	2011-03-08	Paper
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping	2010-11-03	Paper
Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs	2010-06-10	Paper
Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies	2009-06-17	Paper
Stability of random-switching systems of differential equations	2009-06-11	Paper
Stochastic optimization algorithms for barrier dividend strategies	2008-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q3443105	2007-05-29	Paper
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions	2006-12-07	Paper
An Epsilon-uniform Finite Element Method for Singularly Perturbed Boundary Value Problems	2006-02-28	Paper
Numerical solutions for jump-diffusions with regime switching	2005-07-18	Paper

Research outcomes over time

Doctoral students

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