{"id":"https://openalex.org/W2910730446","doi":"https://doi.org/10.1007/s11424-018-8095-7","title":"The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance","display_name":"The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance","publication_year":2019,"publication_date":"2019-01-04","ids":{"openalex":"https://openalex.org/W2910730446","doi":"https://doi.org/10.1007/s11424-018-8095-7","mag":"2910730446"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-018-8095-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-018-8095-7","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103283314","display_name":"Cailing Li","orcid":"https://orcid.org/0000-0003-1952-2899"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Cailing Li","raw_affiliation_strings":["School of Mathematics and Statistics, Central South University, Changsha, 410083, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Central South University, Changsha, 410083, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5084629689","display_name":"Zaiming Liu","orcid":"https://orcid.org/0000-0002-9040-3924"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zaiming Liu","raw_affiliation_strings":["School of Mathematics and Statistics, Central South University, Changsha, 410083, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Central South University, Changsha, 410083, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003313288","display_name":"Jinbiao Wu","orcid":"https://orcid.org/0000-0002-8608-1977"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jinbiao Wu","raw_affiliation_strings":["School of Mathematics and Statistics, Central South University, Changsha, 410083, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Central South University, Changsha, 410083, China","institution_ids":["https://openalex.org/I139660479"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5072827195","display_name":"Xiang Huang","orcid":"https://orcid.org/0000-0002-2087-5838"},"institutions":[{"id":"https://openalex.org/I187380120","display_name":"Agricultural Bank of China","ror":"https://ror.org/015g9sa94","country_code":"CN","type":"other","lineage":["https://openalex.org/I187380120"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiang Huang","raw_affiliation_strings":["Research and Development Center, Agricultural Bank of China, Beijing, 100161, China"],"affiliations":[{"raw_affiliation_string":"Research and Development Center, Agricultural Bank of China, Beijing, 100161, China","institution_ids":["https://openalex.org/I187380120"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5103283314"],"corresponding_institution_ids":["https://openalex.org/I139660479"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.8567,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.75275964,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"33","issue":"1","first_page":"26","last_page":"42"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9735000133514404,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9639999866485596,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/complex-system","display_name":"Complex system","score":0.7491893768310547},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.6175340414047241},{"id":"https://openalex.org/keywords/impulse","display_name":"Impulse (physics)","score":0.5855839848518372},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.5767500996589661},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.5270220041275024},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.5200569033622742},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.4151192903518677},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3442305326461792},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3207728862762451},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.31274503469467163},{"id":"https://openalex.org/keywords/classical-mechanics","display_name":"Classical mechanics","score":0.14197564125061035},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08727380633354187},{"id":"https://openalex.org/keywords/condensed-matter-physics","display_name":"Condensed matter physics","score":0.08266118168830872},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.07563245296478271},{"id":"https://openalex.org/keywords/quantum-mechanics","display_name":"Quantum mechanics","score":0.0666821300983429}],"concepts":[{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.7491893768310547},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.6175340414047241},{"id":"https://openalex.org/C70836080","wikidata":"https://www.wikidata.org/wiki/Q837940","display_name":"Impulse (physics)","level":2,"score":0.5855839848518372},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.5767500996589661},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5270220041275024},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.5200569033622742},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.4151192903518677},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3442305326461792},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3207728862762451},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.31274503469467163},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.14197564125061035},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08727380633354187},{"id":"https://openalex.org/C26873012","wikidata":"https://www.wikidata.org/wiki/Q214781","display_name":"Condensed matter physics","level":1,"score":0.08266118168830872},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.07563245296478271},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0666821300983429}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-018-8095-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-018-8095-7","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.550000011920929,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320319918","display_name":"York University","ror":"https://ror.org/05fq50484"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1965150957","https://openalex.org/W1972350190","https://openalex.org/W1978509017","https://openalex.org/W1981365697","https://openalex.org/W1989886421","https://openalex.org/W2037152246","https://openalex.org/W2038686546","https://openalex.org/W2076424721","https://openalex.org/W2092677982","https://openalex.org/W2095500572","https://openalex.org/W2137357746","https://openalex.org/W2189310154","https://openalex.org/W2564172699","https://openalex.org/W2565516109","https://openalex.org/W2616825757","https://openalex.org/W2755823900","https://openalex.org/W2786452569","https://openalex.org/W2883354582","https://openalex.org/W2952444919","https://openalex.org/W3106272087","https://openalex.org/W4213199439","https://openalex.org/W4239881334"],"related_works":["https://openalex.org/W2648988829","https://openalex.org/W3192755727","https://openalex.org/W2507439616","https://openalex.org/W2378543562","https://openalex.org/W2352779812","https://openalex.org/W362430865","https://openalex.org/W2954755983","https://openalex.org/W2362743624","https://openalex.org/W3121278253","https://openalex.org/W2288042208"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}