| A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions P Graewe, U Horst, J Qiu SIAM Journal on Control and Optimization 53 (2), 690-711, 2015 | 71 | 2015 |
| Viscosity solutions of stochastic Hamilton--Jacobi--Bellman equations J Qiu SIAM Journal on Control and Optimization 56 (5), 3708-3730, 2018 | 55 | 2018 |
| On the global convergence of particle swarm optimization methods H Huang, J Qiu, K Riedl Applied Mathematics & Optimization 88 (2), 30, 2023 | 48 | 2023 |
| L p theory for super-parabolic backward stochastic partial differential equations in the whole space K Du, J Qiu, S Tang Applied Mathematics & Optimization 65 (2), 175-219, 2012 | 41 | 2012 |
| On the mean‐field limit for the consensus‐based optimization H Huang, J Qiu Mathematical Methods in the Applied Sciences 45 (12), 7814-7831, 2022 | 40 | 2022 |
| A functional limit theorem for limit order books with state dependent price dynamics C Bayer, U Horst, J Qiu | 39 | 2017 |
| Maximum principle for quasi-linear backward stochastic partial differential equations J Qiu, S Tang Journal of Functional Analysis 262 (5), 2436-2480, 2012 | 39 | 2012 |
| Pricing options under rough volatility with backward SPDEs C Bayer, J Qiu, Y Yao SIAM Journal on Financial Mathematics 13 (1), 179-212, 2022 | 32 | 2022 |
| Zero-inertia limit: from particle swarm optimization to consensus-based optimization C Cipriani, H Huang, J Qiu SIAM Journal on Mathematical Analysis 54 (3), 3091-3121, 2022 | 27 | 2022 |
| Mean-field particle swarm optimization S Grassi, H Huang, L Pareschi, J Qiu Modeling and Simulation for Collective Dynamics, 127-193, 2023 | 24 | 2023 |
| Consensus-based optimization for saddle point problems H Huang, J Qiu, K Riedl SIAM Journal on Control and Optimization 62 (2), 1093-1121, 2024 | 23 | 2024 |
| On the quasi-linear reflected backward stochastic partial differential equations J Qiu, W Wei Journal of Functional Analysis 267 (10), 3598-3656, 2014 | 19 | 2014 |
| Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations J Qiu Stochastic Processes and their Applications 127 (6), 1926-1959, 2017 | 18 | 2017 |
| A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition U Horst, J Qiu, Q Zhang SIAM Journal on Control and Optimization 54 (2), 946-963, 2016 | 18 | 2016 |
| The microscopic derivation and well-posedness of the stochastic Keller–Segel equation H Huang, J Qiu Journal of nonlinear science 31 (1), 6, 2021 | 15 | 2021 |
| Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space F Delbaen, J Qiu, S Tang Stochastic Processes and their Applications 125 (7), 2516-2561, 2015 | 15 | 2015 |
| Controlled reflected SDEs and Neumann problem for backward SPDEs E Bayraktar, J Qiu | 14 | 2019 |
| 2D backward stochastic Navier–Stokes equations with nonlinear forcing J Qiu, S Tang, Y You Stochastic Processes and their Applications 122 (1), 334-356, 2012 | 13 | 2012 |
| Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations J Qiu, W Wei Acta Mathematica Scientia 39 (3), 857-873, 2019 | 8 | 2019 |
| Hörmander-type theorem for Itô processes and related backward SPDEs J Qiu | 8 | 2018 |
