Qingshuo Song, Ph.D.
Affiliations: | 2006 | Wayne State University, Detroit, MI, United States |
Area:
Mathematics, Computer ScienceGoogle:
"Qingshuo Song"Parents
Sign in to add mentor| George Yin | grad student | 2006 | Wayne State | |
| (Numerical methods for control and games of regime -switching diffusion systems: Algorithms, analysis, and computations.) | ||||
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Publications
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| Han Y, Song Q, Wang G. (2019) Exit Problems as the Generalized Solutions of Dirichlet Problems Siam Journal On Control and Optimization. 57: 2392-2414 |
| Bayraktar E, Song Q. (2018) Solvability of the nonlinear dirichlet problem with integro-differential operators Siam Journal On Control and Optimization. 56: 292-315 |
| Huang C, Zhang Z, Song Q. (2018) Spectral Methods for Substantial Fractional Differential Equations Journal of Scientific Computing. 74: 1554-1574 |
| Huang YT, Song Q, Zheng H. (2017) Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk Siam Journal On Financial Mathematics. 8: 1-27 |
| Bao J, Song Q, Yin G, et al. (2017) Ergodicity and strong limit results for two-time-scale functional stochastic differential equations Stochastic Analysis and Applications. 35: 1030-1046 |
| Chen X, Huang Y, Song Q, et al. (2017) The Stochastic Solution to a Cauchy Problem for Degenerate Parabolic Equations Journal of Mathematical Analysis and Applications. 451: 448-472 |
| Song Q, Zhu C. (2016) On singular control problems with state constraints and regime-switching: A viscosity solution approach Automatica. 70: 66-73 |
| Song Q, Yang P. (2015) Approximating functionals of local martingales under lack of uniqueness of the Black-Scholes PDE solution Quantitative Finance. 15: 901-908 |
| Jiang K, Song Q, Wang L, et al. (2014) Antitussive, expectorant and anti-inflammatory activities of different extracts from Exocarpium Citri grandis. Journal of Ethnopharmacology. 156: 97-101 |
| Mao X, Song Q, Yang D. (2014) A note on exponential almost sure stability of stochastic differential equation Bulletin of the Korean Mathematical Society. 51: 221-227 |