Jinniao Qiu, Prof. Dr.

I am a post-doctor of Humboldt Universität zu Berlin since Dec. 2012. In the summer semester of 2015, I taught a course entitled "Stochastic Partial Differential Equations: Theory and Applications".  The course was started from a very short review of theory on Hilbert-Schmidt and nuclear (trace class) operators. In the winter semester, I open a seminar entitled "Mean Field Games and Mean Field Type Control" together with Professor Dr. Ulrich Horst.

Short CV: 

Education and Career History:

• January 2015 ~ present, Assistant Professor, University of Michigan
• December 2012 ~ December 2014, postdoc. Humboldt Universität zu Berlin
• September 2007 ~ July 2012: Ph.D, Fudan University
• September 2003 ~ July 2007: B.Sc, Nankai University

Major Research Interests: 

• Stochastic Analysis and Stochastic Control
• PDEs, Stochastic PDEs, parabolic potential theory
• Mathematical Finance and Economics
• Backward Stochastic Evolutionary Systems and their Applications

Related Professional Activities:

• Mathematical Reviews (MathSciNet) Reviewer (since May of 2013)
• Reviewer for the Annals of Probability, Automatica, Journal of Differential Equation, Statistics and Probability Letters, etc.

Teaching Experience:

• Instructor of Course “Stochastic Partial Differential Equations: Theory and Applications” (Master/PhD level), Humboldt-University Berlin, Summer Semester, 2015.
• TA for Advanced Mathematics (linear Algebra), undergraduate level, Fudan University, Feb.-Jun.  2008
• TA forAdvanced Mathematical Analysis, undergraduate level, Fudan University, Sep.-Dec. 2012.

Publications: 

• J. Qiu and S. Tang, Maximum principles for quasi-linear backward stochastic partial differential equations, Journal of Functional Analysis 262 (5), 2436–2480, 2012
• K. Du, J. Qiu and S. Tang, $L^p$ theory for super-parabolic backward stochastic partial differential equations in the whole Space, Applied Mathematics and Optimization 65 (2), 175–219, 2012
• J.  Qiu, S. Tang and Y. You, 2D backward stochastic Navier-Stokes equations with nonlinear forcing, Stochastic Processes and Their Applications 122, 334-356, 2012
• J. Qiu and W. Wei, On the quasi-linear reflected backward stochastic partial differential Equations, Journal of Functional Analysis 267 (10), 3598-3656, 2014
• P. Graewe, U. Horst and J. Qiu, A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions, SIAM J. Control Optim. 53 (2), 690-711, 2015
• F. Delbaen, J. Qiu and S. Tang, Forward-Backward Stochastic Differential Systems Associated to Navier-Stokes Equations in the Whole Space, Stochastic Processes and Their Applications 125 (7), 2516-2561, 2015
• J. Qiu, Weak Solution for Fully Nonlinear Stochastic Hamilton-Jacobi-Bellman Equations, 2014
• C. Bayer, U. Horst and J. Qiu, A Functional Limit Theorem for Limit Order Books, 2014
• U. Horst, J. Qiu and Q. Zhang, A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition, 2014
• J. Qiu and S. Tang, Backward doubly stochastic differential evolutionary systems, 2013
• J. Qiu, H\"ormander-Type Theorem for It\^o Processes and Related Backward SPDEs, 2014
• J. Qiu, $L^2$-Theory of Linear Degenerate SPDEs and $L^p$ Estimates for the Uniform Norm of Weak Solutions, 2015

Academic Visits:

• Zentrum für interdisziplinäre Forschung, Bielefeld, Germany, March & May, 2015
• Department of Operations Research and Financial Engineering, Princeton, USA, October, 2014
• Hausdorff Research Institute for Mathematics (HIM), Bonn, Germany, July, 2013
• Department of Mathematics and Statistics, University of South Florida, March, 2012
• Institute for Pure & Applied Mathematics, UCLA, USA, February, 2012
• Department of Mathematics, ETH Zurich, Switzerland, August- November, 2011
• Institut de mathématiques, EPFL, Switzerland, October, 2011
• IRMAR, Université de Rennes 1, September, 2011

Selected Presentations: 

• The First Berlin-Princeton-Singapore Workshop on Quantitative Finance, NUS, Singapore, June 29-July 1, 2015
• Workshop “Mathematics and Financial Economics”, ZiF, Bielefeld, Germany, May 19-22, 2015
• New Directions in Financial Mathematics and Mathematical Economics, Banff, Canada, July, 2014
• The 7th International Symposium on Backward Stochastic Differential Equations, Weihai, China, June, 2014
• 8th World Congress of the Bachelier Finance Society, Brussels, Belgium, June, 2014
• First Berlin-Singapore Workshop on Quantitative Finance & Financial Risk, Berlin, Germany, May 21-24, 2014
• Stochastic Analysis and Stochastic Finance Seminar, HU Berlin, October, 2013
• Workshop “Modeling Market Dynamics and Equilibrium - New Challenges, New Horizons”, Hausdorff Research Institute for Mathematics (HIM), Bonn, Germany, August 19-22, 2013
• Seminaire d’Analyse et Applications, Université d’Evry, Paris, France, May, 2013
• Stochastic Analysis and Stochastic Finance Seminar, TU Berlin, Germany, April, 2013
• Analysis and Control of Stochastic Partial Differential Equations, Fudan University, 3-6 December, 2012
• The 12th Annual Conference of China Society for Industrial and Applied Mathematics, Hefei City, China,19-24 Oct. 2012
• Fudan-Loughborough Workshop on Stochastic Analysis and Applications, Fudan University, 12-13 July, 2012
• Young Researchers’ Meeting on BSDEs, Numerics and Finance, University of Oxford, 2-4 July, 2012  
• Special Session on SPDEs and Random Global Dynamics, University of South Florida,USA, 10th- 11th March, 2012
• Seminar of Probability and Stochastic Process, Institut de mathématiques, EPFL, Switzerland, 18th-21th October, 2011
• 6th International Symposium on Backward Stochastic Differential Equations, University of Southern California, USA, 8th-10th June, 2011
• Doctorial Forum Fudan-Kyoto Universities, Kyoto University, Japan, 10th-15th March, 2011