Part 1 Stochastic Differential Equations
Existence and Uniqueness of the Solutions of Stochastic Differential EquationsRangquan Wu，Xuerong Mao
Stochastic Differential Delay Equations and Their Applications Xuerong Mao
Tanaka Formula for a Gaussian Process Yunsheng Lu，Litan Yan
A New Proof for Comparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales Xiaodong Ding，Rangquan Wu
The Solutions of Linear Fuzzy Stochastic Differential Systems Yuhu Feng
Monotone Iterative Technique for Duffle Epstein Type Backward Stochastic Differential Equations Xiaojun Sun，Yue Wu
Part 2 Stochastic Analysis in Finance
Risk Measures and g-expectations Zengjing Chen，Kun He
Choquet Expectation and Peng’S g-Expectation Zengjing Chen，Tao Chen Matt Davison
Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability
Wencai Chen，Zhongxing Ire
Portfolio Generating Functions in a Market Model With Discontinuous Price Jun Ye，Yunhao Chu
0ptimal Consumption and Portfolio Choice with Ambiguity and Anticipation Weiyin Fei
Mean-variance Portfolio Selections in Continuous-time Model：The Backward Stochastic Differential Equation Framework Zijun Guo
Part 3 Stochastic Modelling and Control
Stochastic Jumping Time-Delay Systems with Sensor Nonlinearities：H∞ Controller Design Zidong Wang，Guoliang Wei，Huisheng Shu
H∞ Analysis of Nonlinear Stochastic Time-DelaV Systems Huisheng Shu，Guoliang Wei
Stability Analysis and Control Design of Stochastic Fuzzy SystemsLiangjian Hu，Bor-Sen Chen
Stochastic Uncertain Time-Delay Systems with Sector Bounded Nonlinearities：H∞ Filter Design Zidong Wang，Yurong Liu，Xiaohui Liu
Identification of a Class of MIMO Nonlinear Continuous-Time System UsingDriving Signal Xiping Sun，Yongji Wang
Mathematical Models of Macrom01ecular Conformations and Their Application Rangquan Wu，Zhengdi Cheng，Chengxun Wu
Graduate Students of Professor Rangquan Wu
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