Concepedia

Qingshuo Song

QS

21

Publications

598

Citations

16

H-Index

2006

Active since

Affiliations

City University of Hong Kong(Current)

Wayne State University

University of Southern California

University of Strathclyde

University of Georgia

Qingshuo Song is an author at City University of Hong Kong specializing in engineering, numerical analysis, and probability theory.

Top concepts

EngineeringNumerical AnalysisProbabilityStochastic ProcessesBusinessStochastic AnalysisStochastic CalculusSystems EngineeringMarket DesignNumerical Methods

Publications per year

2006–2022

21

Publications

21

On Optimal Harvesting Problems in Random Environments

Qingshuo Song, Richard H. Stockbridge, Chao Zhu · SIAM Journal on Control and Optimization · 2011 · 71 citations · Full text

Optimal Harvesting Problems, Stochastic Hybrid System, Engineering +12

Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions

Qingshuo Song, George Yin, Z. Zhang · Automatica · 2006 · 59 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Engineering +9

An optimal pairs-trading rule

Qingshuo Song, Qing Zhang · Automatica · 2013 · 45 citations

Mathematical Programming, Engineering, Optimal Pairs-trading Rule +9

Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables

Yun Li, Xuerong Mao, Qingshuo Song et al. · IMA Journal of Numerical Analysis · 2021 · 44 citations

Numerical Analysis, Engineering, Natural Sciences +15

Mean Exit Times and the Multilevel Monte Carlo Method

Desmond J. Higham, Xuerong Mao, Mikolaj Roj et al. · SIAM/ASA Journal on Uncertainty Quantification · 2013 · 43 citations · Full text

Numerical Analysis, Engineering, Monte Carlo Methods +18

Rows per page

1–5 of 21