中文

Nie Tianyang

Research Areas:BSDE, Stochastic Control, Financial Mathematics
Phone:0531-88362798
Email:nietianyang@sdu.edu.cn


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2003.9 - 2007.7  BSc of Information and Computational Sciences, School of Mathematics, Shandong University


2007.9 - 2012.12 PhD in Mathematics, Probability and Mathematical Statistics, School of Mathematics, Shandong University


2009.10 - 2012.9  PhD in Mathematics, Université de Bretagne Occidentale, France & Alexandru Ioan Cuza University of laşi (UAIC), Romania



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2013.3 - 2015.3  Postdoctoral Research Associate, University of Sydney, Australia


2015.3 - 2016.8  Assistant Researcher, School of Mathematics, Shandong University


2016.9 - 2018.8  Associate Professor, School of Mathematics, Shandong University


2018.9 - now  Professor, School of Mathematics, Shandong University


2022.9 - now  Vice Dean, School of Mathematics, Shandong University




[1] Second Prize, Natural Science Award of Shandong Province (1/1)


[2] 12th Excellent Youth in Science and Technology Award of Shandong Province


[3] Second Prize, National Teaching Achievement Award (7/10)


[4] Grand Prize, 9th Teaching Achievement Award for Higher Education of Shandong Province (7/10)


[5] Award for Excellent Youth in Mathematics of Shandong Mathematical Society


[6] First Prize, Natural Science Award of Shandong Automation Society/Zhang Siying Prize (1/1)


[7] Science and Technology Award for Universities/Colleges of Shandong Province (2/2)



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[1] Min Li, Tianyang Nie, Zhen Wu, Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach. SIAM Journal on Control and Optimization, 61(4), 2114–2139, 2023.


[2] Bozhang Dong, Tianyang Nie, Zhen Wu, Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, Paper No. 110497, 12 pp, 2022.


[3] Edward Kim, Tianyang Nie, Marek Rutkowski, American options in nonlinear markets. Electronic Journal of Probability. 26(90), 1-41, 2021.


[4] Ying Hu, Jianhui Huang, Tianyang Nie, Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877, 2018.


[5] Tianyang Nie, Marek Rutkowski, Fair bilateral pricing under funding costs and exogenous collateralization. Mathematical Finance, 28(2), 621-655, 2018.


[6] Tianyang Nie, Jingtao Shi, Zhen Wu, Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. SIAM Journal on Control and Optimization, 55(5), 3258–3294, 2017.


[7] Tianyang Nie, Marek Rutkowski, A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance and Stochastics, 20(4), 855-900, 2016.


[8] Rainer Buckdahn, Tianyang Nie, Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. SIAM Journal on Control and Optimization, 54(2), 602-631, 2016.


[9] Tianyang Nie, Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality. Science China Mathematics, 58 (4), 729-748, 2015.


[10] Tianyang Nie, Marek Rutkowski, Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications, 124 (8), 2672-2698, 2014.




[1] NSFC Excellent Young Scientists Fund, Principal Investigator


[2] Sub-project of National Key Research and Development Program of China, Principal Investigator


[3] Shandong Provincial Fund for Distinguished Young Scholars, Principal Investigator


[4] Two NSFC General Projects, Principal Investigator







Copyright © Mathematical Research Center | Shandong University鲁ICP备案 05001952号

Nie Tianyang

Research Areas:BSDE, Stochastic Control, Financial Mathematics
Phone:0531-88362798
Email:nietianyang@sdu.edu.cn


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2003.9 - 2007.7  BSc of Information and Computational Sciences, School of Mathematics, Shandong University


2007.9 - 2012.12 PhD in Mathematics, Probability and Mathematical Statistics, School of Mathematics, Shandong University


2009.10 - 2012.9  PhD in Mathematics, Université de Bretagne Occidentale, France & Alexandru Ioan Cuza University of laşi (UAIC), Romania



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2013.3 - 2015.3  Postdoctoral Research Associate, University of Sydney, Australia


2015.3 - 2016.8  Assistant Researcher, School of Mathematics, Shandong University


2016.9 - 2018.8  Associate Professor, School of Mathematics, Shandong University


2018.9 - now  Professor, School of Mathematics, Shandong University


2022.9 - now  Vice Dean, School of Mathematics, Shandong University




[1] Second Prize, Natural Science Award of Shandong Province (1/1)


[2] 12th Excellent Youth in Science and Technology Award of Shandong Province


[3] Second Prize, National Teaching Achievement Award (7/10)


[4] Grand Prize, 9th Teaching Achievement Award for Higher Education of Shandong Province (7/10)


[5] Award for Excellent Youth in Mathematics of Shandong Mathematical Society


[6] First Prize, Natural Science Award of Shandong Automation Society/Zhang Siying Prize (1/1)


[7] Science and Technology Award for Universities/Colleges of Shandong Province (2/2)



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[1] Min Li, Tianyang Nie, Zhen Wu, Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach. SIAM Journal on Control and Optimization, 61(4), 2114–2139, 2023.


[2] Bozhang Dong, Tianyang Nie, Zhen Wu, Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, Paper No. 110497, 12 pp, 2022.


[3] Edward Kim, Tianyang Nie, Marek Rutkowski, American options in nonlinear markets. Electronic Journal of Probability. 26(90), 1-41, 2021.


[4] Ying Hu, Jianhui Huang, Tianyang Nie, Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints. SIAM Journal on Control and Optimization, 56(4), 2835-2877, 2018.


[5] Tianyang Nie, Marek Rutkowski, Fair bilateral pricing under funding costs and exogenous collateralization. Mathematical Finance, 28(2), 621-655, 2018.


[6] Tianyang Nie, Jingtao Shi, Zhen Wu, Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. SIAM Journal on Control and Optimization, 55(5), 3258–3294, 2017.


[7] Tianyang Nie, Marek Rutkowski, A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance and Stochastics, 20(4), 855-900, 2016.


[8] Rainer Buckdahn, Tianyang Nie, Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. SIAM Journal on Control and Optimization, 54(2), 602-631, 2016.


[9] Tianyang Nie, Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality. Science China Mathematics, 58 (4), 729-748, 2015.


[10] Tianyang Nie, Marek Rutkowski, Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications, 124 (8), 2672-2698, 2014.




[1] NSFC Excellent Young Scientists Fund, Principal Investigator


[2] Sub-project of National Key Research and Development Program of China, Principal Investigator


[3] Shandong Provincial Fund for Distinguished Young Scholars, Principal Investigator


[4] Two NSFC General Projects, Principal Investigator







Copyright © Mathematical Research Center | Shandong University鲁ICP备案 05001952号