Publications (partial selection)
| 2002 | Shanjian Tang, Michael Kohlmann: Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. In: Sochastic Processes and their Applications, 2002, 255-288 |
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| 2002 | Shanjian Tang, S. Hou: Optimal control of point processes with noisy observation: The maximum principle. In: Applied Mathematics & Optimization, 2002, 185-212 |
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| 2001 | Shanjian Tang, M. Kohlmann: Mathematical Finance - Trends in Mathematics. Birkhaeuser Verlag, 2001 |
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| 2001 | Shanjian Tang, Michael Kohlmann: New Developments in Backward Stochastic Riccati Equations and their Applications. In: Trends in Mathematics, 2001, 194-214 |
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| 2000 | Shanjian Tang: Brockett's Problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. In: Siam J. Control Optim., 2000, 900-916 |
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