教研序列

个人简介：

温家强，助理教授，博士生导师；研究领域为随机分析、随机控制与金融数学，尤其是倒向随机微分方程及其在随机最优控制、PDE和金融数学中的应用。2018年6月博士毕业于山东大学数学学院，博士期间曾赴 University of Central Florida 联合培养，导师为雍炯敏教授；2018年3月至9月在香港理工大学数学系做研究助理；2018年9月至2020年9月在南方科技大学数学系做博士后，导师为熊捷讲席教授；2020年9月至2023年6月任数学系访问助理教授；2023年7月至今任数学系/深圳国际数学中心双聘助理教授。曾获深圳市“孔雀计划”C类，南方科技大学第七届青年教师教学竞赛一等奖。

代表性成果（近3年）

• Jiaqiang Wen, Xun Li, Jie Xiong, and Xin Zhang, Stochastic Linear Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System, SIAM Journal on Control and Optimization, 61: 949–979, 2023.
• Jingrui Sun, Hanxiao Wang, and Jiaqiang Wen, Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games, SIAM Journal on Control and Optimization, 61: 250–282, 2023
• Yufeng Shi, Jiaqiang Wen, and Jie Xiong, On non-Markovian backward doubly stochastic differential equations and path-dependent stochastic PDEs, Stochastics, 95: 396–422, 2023.
• Jingrui Sun, Jiaqiang Wen, and Jie Xiong, General Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems, ESAIM: Control, Optimisation and Calculus of Variations, 28 (2022) 35.
• Ying Hu, Xun Li, and Jiaqiang Wen, Anticipated backward stochastic differential equations with quadratic growth, Journal of Differential Equations, 270 (2021), 1298–1311.
• Jiaqiang Wen, Xun Li, and Jie Xiong, Weak Closed-Loop Solvability of Stochastic Linear Quadratic Optimal Control Problems of Markovian Regime Switching System, Applied Mathematics and Optimization, 84 (2021), 535–565.
• Yufeng Shi, Jiaqiang Wen, and Jie Xiong, Backward doubly stochastic Volterra integral equations and their applications, Journal of Differential Equations, 269 (2020), 6492–6528.