| Research Interests |
• Stochastic partial differential equations
• Stochastic optimal control
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| Education |
• 2014.09 - 2018.06, B.S. in Applied statistics, Qingdao University, China.
• 2018.09 - 2024.09, Ph.D in Probability and mathematical statistics, Shandong University, China.
• 2023.03 - 2024.03, Joint Ph.D Student Sponsored by the China Scholarship Council (CSC), the University of Alberta, Canada.
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Employment |
• 2024.09 - 2025.10, the University of Alberta, Postdoc.
• 2026.01 - Present, Assistant Professor, Center for Applied Mathematics, Tianjin University.
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Publications |
[1] Jian Song, Meng Wang, and Wangjun Yuan. On a class of stochastic fractional heat equations. Proc. Amer. Math. Soc. 153 (2025), no. 1, 341-356.
[2] Meng Wang. Maximum principle for optimal control of mean-Field backward doubly SDEs with delay. J. Optim. Theory Appl. 205 (2025).
[3] Guanglin Rang, Jian Song, and Meng Wang. Scaling limit of a long-range random walk in time- correlated random environment. Electron. J. Probab. 29 (2024), Paper No. 155, 39 pp.
[4] Jian Song and Meng Wang. On mean-field control problems for backward doubly stochastic systems. ESAIM Control Optim. Calc. Var. 30(2024), Paper No. 20, 27 pp.
[5] Jian Song and Meng Wang. Stochastic maximum principle for systems driven by local martingales with spatial parameters. Probab. Uncertain. Quant. Risk 6 (2021), no. 3, 213-236.
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