Dr Qingshuo SONG (宋慶碩)

PhD – Wayne State University, USA

Associate Professor

Dr Qingshuo SONG

Contact Information

Office: Y6508 Academic 1
Phone: +852 3442-2926
Fax: +852 3442-0250
Email: qingsong@cityu.edu.hk
Web: Personal Homepage

Research Interests

  • Stochastic Control
  • Mathematical Finance
  • Numerical Analysis

Dr. Qingshuo Song's research interests include stochastic control theory, and its applications in mathematical finance and engineering. Dr. Qingshuo Song received his BSc from Nankai University, MA and PhD from Wayne State University. Prior to joining City University of Hong Kong, Dr. Qingshuo Song had been working with University of Michigan and University of Southern California.


  1. Qingshuo Song, Pengfei Yang, Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE, Quantitative Finance, 15(5); 901-908, 2015.
  2. Xuerong Mao, Qingshuo Song, Dichuan Yang, A Note on Exponential Almost Sure Stability of Stochastic Differential Equation, Bulletin of the Korean Mathematical Society, 51(1); 221-227, 2014.
  3. Qingshuo Song, George Yin, Qing Zhang, Weak Convergence Methods for Approximation of Path-dependent Functionals, SIAM J. Control Optim., 51(5): 4189-4210, 2013.
  4. Tim Leung, Qingshuo Song, Jie Yang, Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing, Finance and Stochastics, 17(4); 839-870, 2013.
  5. Jin Ma, Qingshuo Song, Jing Xu, and Jianfeng Zhang, Optimal Portfolio Selection Under Concave Price Impact, Applied Mathematics and Optimization, 67(3); 353-390, 2013.
  6. Xiaoshan Chen, Qingshuo Song, Fahuai Yi, George Yin, Characterization of stochastic control with optimal stopping in a Sobolev space, Automatica, 49(6); 1654-1662, 2013.
  7. Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin, Mean Exit Times and the Multi-level Monte Carlo Method, SIAM/ASA Journal on Uncertainty Quantification, 1(1): 2-18, 2013.
  8. Erhan Bayraktar, Yu-jui Huang, Qingshuo Song, Outperforming the Market Portfolio with a Given Probability, Annals of Applied Probability, 22 (4); 1465-1494, 2012.
  9. Xun Li, Jie Shen, Qingshuo Song, Saddle Points of Discrete Markov Zero-Sum Game With Stopping, Automatica J. IFAC, 48(8): 1898-1903, 2012.
  10. Qingshuo Song, Richard H. Stockbridge, Chao Zhu, On optimal harvesting problems in random environments, SIAM J. Control Optim., 49(2): 859-889, 2011.
  11. Qingshuo Song, Guanrong Chen, Daniel W. C. Ho, On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices, IEEE Transactions on Automatic Control, 56(5): 1203-1207, 2011.
  12. Erhan Bayraktar, Qingshuo Song, Jie Yang, On the Continuity of Stochastic Exit Control Problems, Stochastic Analysis and Applications, 29(1): 48-60, 2011.
  13. Q. S. Song, G. Yin, and Z. Zhang, An ε-uniform finite element method for singularly perturbed two-point boundary value problems, International Journal of Numerical Analysis and Modeling, 4(1): 128-142, 2007.