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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