Prof. Dr. Shanjian Tang

Current contact address

CountryPeople's Republic of China
CityShanghai
InstitutionFudan University
InstituteSchool of Mathematical Sciences

Profile

Research fieldsGeneral and overarching topics in Mathematics; collections,Control Theory, Calculus of Variations,Stochastics, Probability Theory
KeywordsBackward Stochastic Differential Equations, Hamilton-Jacobi-Bellman equation, Derivative Pricing, Consumption and investment, Stochastic Control