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Wang Hanxiao

  • Educational level:

  • Professional titles: Assistant professor

  • Telephone:

  • Email:hxwang@szu.edu.cn

  • Address:Room 419,Huixing Building

Educational level Professional titles Assistant professor
Professional titles Email hxwang@szu.edu.cn
Address Room 419,Huixing Building Personal Profile
Educational experience Work experience
Research Field Stochastic control, stochastic analysis, financial mathematics Honors obtained
Academic Programs Scientific research "[1] Jingrui Sun, Hanxiao Wang*, Jiaqiang Wen. Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games.  SIAM Journal on Control and Optimization, 61 (2023), 250–282.  
[2]   Jingrui Sun, Hanxiao Wang*, Jiongmin Yong. Turnpike Properties for Stochastic Linear Quadratic Optimal Control Problems.  Chinese Annals of Mathematics Series B, 43 (2022), 999–1022.  
[3]   Hanxiao Wang*, Jiongmin Yong, Chao Zhou. Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators.  Probability, Uncertainty and Quantitative Risk, 4 (2022), 301-332.  
[4]   Hanxiao Wang*, Jiongmin Yong, Jianfeng Zhang. Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations.  Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58 (2022), 603-638.  
[5]  Jingrui Sun, Hanxiao Wang*, Zhen Wu. Mean-field Linear Quadratic Stochastic Differential Games.  Journal of Differential Equations, 296 (2021), 299-334.  
[6]   Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Recursive Utility Processes, Dynamic Risk Measures, and Quadratic Backward Stochastic Volterra Integral Equations.  Applied Mathematics and Optimization, 84 (2021), 145-190.  
[7]  Hanxiao Wang*.  Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula.  Stochastics and Dynamics, 21 (2021), 2150004.  
[8]  Jingrui Sun, Hanxiao Wang*. Linear Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients.  ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 46.  
[9]  Hanxiao Wang*, Jiongmin Yong. Time-inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations.  ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 22.  
[10]   Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Weak closed-loop solvability of stochastic linear-quadratic optimal control problems.  Discrete and Continuous Dynamical Systems, 39 (2019), 2785-2805."

Personal Profile

Wang Hanxiao graduated from Jilin University University in 2014 with a bachelor's degree and from Fudan University with a phd in 2020 under the tutelage of Professor Yong Jiongmin, a International Congress of Mathematicians lecturer. University of Central Florida from October 2017 to May 2020. From September 2020 to February 2022, he was a Research Fellow in the National University of Singapore Department of Mathematics. He is currently an assistant professor in the School of Mathematics and statistics of Shenzhen University. His research interests include stochastic control theory and applications, stochastic Volterra integral equations, path-dependent partial differential equation, and time-inconsistency control, stochastic linear quadratic problems and mean-field game problems. It's in Ann. Inst. Henri Poincare Probab. Stat. , ESAIM Control optim. Calc. Var. Come on, J. Differential Equations, Siam J. Control optim. 11 published papers, 3 contributed papers. Chair of the National Natural Science Foundation of China Youth Project, Guangdong Natural Science Foundation on the surface of a project. Siam J. , a commentator for the American Mathematical Society. Control optim. Finance Stoch, etc. .

Educational experience

Work experience

Research Field

  • Stochastic control, stochastic analysis, financial mathematics

Honors obtained

Academic Programs

Scientific research

  • "[1] Jingrui Sun, Hanxiao Wang*, Jiaqiang Wen. Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games. SIAM Journal on Control and Optimization, 61 (2023), 250–282. [2] Jingrui Sun, Hanxiao Wang*, Jiongmin Yong. Turnpike Properties for Stochastic Linear Quadratic Optimal Control Problems. Chinese Annals of Mathematics Series B, 43 (2022), 999–1022. [3] Hanxiao Wang*, Jiongmin Yong, Chao Zhou. Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators. Probability, Uncertainty and Quantitative Risk, 4 (2022), 301-332. [4] Hanxiao Wang*, Jiongmin Yong, Jianfeng Zhang. Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58 (2022), 603-638. [5] Jingrui Sun, Hanxiao Wang*, Zhen Wu. Mean-field Linear Quadratic Stochastic Differential Games. Journal of Differential Equations, 296 (2021), 299-334. [6] Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Recursive Utility Processes, Dynamic Risk Measures, and Quadratic Backward Stochastic Volterra Integral Equations. Applied Mathematics and Optimization, 84 (2021), 145-190. [7] Hanxiao Wang*. Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula. Stochastics and Dynamics, 21 (2021), 2150004. [8] Jingrui Sun, Hanxiao Wang*. Linear Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 46. [9] Hanxiao Wang*, Jiongmin Yong. Time-inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 22. [10] Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Discrete and Continuous Dynamical Systems, 39 (2019), 2785-2805."

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