WEN Jiaqiang

WEN Jiaqiang is an Assistant Professor in the Department of Mathematics at Southern University of Science and Technology (SUSTech), where he has been employed since September 2020. His research focuses on stochastic analysis and its applications in financial mathematics and control theory.

Dr. Wen's educational background includes:

• PhD in Financial Mathematics from Shandong University (2012-2018)
• Joint-Cultivated PhD in Mathematics from University of Central Florida (2016-2017)
• BS in Mathematics and Applied Mathematics from Dali University (2008-2012)

Dr. Wen's research primarily centers around backward stochastic differential equations, with significant contributions to stochastic optimal control and financial mathematics. His work bridges theoretical mathematics with practical applications in finance and control systems. He has developed novel approaches to solving complex stochastic equations and has explored their implications in financial modeling and decision-making processes.

Analysis of Dr. Wen's publications reveals a consistent focus on advancing the theory of backward stochastic differential equations (BSDEs) and their variants. His research trajectory shows progression from fundamental BSDE theory to more complex formulations including Volterra integral equations, fractional Brownian motion, and mean-field frameworks. The applications of his work span financial mathematics, optimal control systems, and stochastic partial differential equations.

Dr. Wen has been actively involved in academic advising and research supervision since joining SUSTech as a Postdoctoral Fellow in 2018, continuing through his current position as Assistant Professor. His collaborative work with researchers from various institutions demonstrates his integration into the international mathematics community.