Shaolin Ji - Concepedia

Author

Shaolin Ji

Shandong University ORCID

Also Known As

Ji Shaolin, Ji, Shaolin, S L Ji, S. Ji, Sai Ji, Shaolin Ji, Shaolin, Ji, Shun-Chang Ji

140

Publications

1.6K

Citations

H-Index

Concepts

All Affiliations

Shandong University Academy of Mathematics and Systems Science Boston University Shandong University of Finance and Economics China Institute of Finance and Capital Markets

About

Shaolin Ji is an author at Shandong University specializing in engineering, stochastic analysis, and probability theory.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	10	10	288
2	Management	2	2	46
3	Business	1	1	151
4	Medicine	1	1	32
5	Cell Biology	1	1	32

Shaolin Ji

Publications

1.4K

Citations

H-Index

Page 1

	Year	Citations
Ambiguous Volatility and Asset Pricing in Continuous Time Larry G. Epstein, Shaolin Ji Review of Financial Studies	2013	238
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion Mingshang Hu, Shaolin Ji, Shigē Péng, Stochastic Processes and their Applications	2013	159
Ambiguous volatility, possibility and utility in continuous time Larry G. Epstein, Shaolin Ji Journal of Mathematical Economics EconomicsVolatility ModelingOption PricingAmbiguous VolatilityBusiness	2013	151
Backward stochastic differential equations driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion Mingshang Hu, Shaolin Ji, Shigē Péng, Stochastic Processes and their Applications	2013	148
A maximum principle for stochastic optimal control with terminal state constraints, and its applications Shaolin Ji, Xun Yu Zhou Communications in Information and Systems	2006	92
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems Mingshang Hu, Shaolin Ji, Xiaole Xue SIAM Journal on Control and Optimization New TermStochastic SystemStochastic CalculusStochastic Dynamical SystemStochastic Analysis	2018	61
Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning Shaolin Ji, Shigē Péng, Ying Peng, IEEE Intelligent Systems EngineeringMachine LearningPhysicsHigh-dimensional ProblemsDeep Learning Method	2020	61
Ambiguous Volatility and Asset Pricing in Continuous Time Larry G. Epstein, Shaolin Ji SSRN Electronic Journal	2012	56
A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework Mingshang Hu, Shaolin Ji, Shuzhen Yang Applied Mathematics & Optimization EngineeringStochastic OptimizationStochastic GameProbability TheoryStochastic Control	2014	38
Dynamic programming principle for stochastic recursive optimal control problem driven by a <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion Mingshang Hu, Shaolin Ji Stochastic Processes and their Applications Operations ResearchMath XmlnsEngineeringStochastic ProcessesStochastic System	2016	38

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