Welcome to Research Center for Mathematics and Interdisciplinary Sciences (Frontiers Science Center for Nonlinear Expectations)!
- Tel: +86 (0)532-58631929
- E-mail: mis@sdu.edu.cn
Professor
Fudan University
1. Shanjian Tang, Brockett's problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. SIAM J. Control Optim. 39 (2000), no. 3, 900–916. 2. Shanjian Tang, General linear quadratic optimal stochastic control problems with random coefficients: linear stochastic Hamilton systems and backward stochastic Riccati equations. SIAM J. Control Optim. 42 (2003), no. 1, 53–75. 3. Shanjian Tang, Semi-linear systems of backward stochastic partial differential equations in $R^n$ . Chinese Ann. Math. Ser. B 26 (2005), no. 3, 437–456. 4. Freddy Delbaen and Shanjian Tang, Harmonic analysis of stochastic equations and backward stochastic differential equations. Probab. Theory Related Fields 146 (2010), no. 1-2, 291–336. 5. Ying Hu and Shanjian Tang, Multi-dimensional BSDE with oblique reflection and optimal switching. Probab. Theory Related Fields 147 (2010), no. 1-2, 89–121.
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Tel:+86 (0)532-58631929 E-mail：mis@sdu.edu.cn