Lijun Bo

860 total citations
77 papers, 598 citations indexed

About

Lijun Bo is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Lijun Bo has authored 77 papers receiving a total of 598 indexed citations (citations by other indexed papers that have themselves been cited), including 72 papers in Finance, 15 papers in Mathematical Physics and 15 papers in Management Science and Operations Research. Recurrent topics in Lijun Bo's work include Stochastic processes and financial applications (70 papers), Credit Risk and Financial Regulations (26 papers) and Stochastic processes and statistical mechanics (14 papers). Lijun Bo is often cited by papers focused on Stochastic processes and financial applications (70 papers), Credit Risk and Financial Regulations (26 papers) and Stochastic processes and statistical mechanics (14 papers). Lijun Bo collaborates with scholars based in China, United States and Hong Kong. Lijun Bo's co-authors include Yongjin Wang, Xuewei Yang, Agostino Capponi, Yiming Jiang, Lidong Zhang, Guannan Zhang, Shihua Wang, Chenggui Yuan, Yongjin Wang and Tusheng Zhang and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Journal of Differential Equations and SIAM Journal on Control and Optimization.

In The Last Decade

Lijun Bo

71 papers receiving 577 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Lijun Bo China	15	506	157	127	114	89	77	598
Bernt Øksendal Norway	11	521 1.0×	168 1.1×	255 2.0×	87 0.8×	79 0.9×	28	763
Giulia Di Nunno Norway	11	627 1.2×	169 1.1×	206 1.6×	136 1.2×	36 0.4×	54	783
Maurice Robin United States	12	314 0.6×	95 0.6×	91 0.7×	49 0.4×	132 1.5×	36	489
Richard H. Stockbridge United States	12	225 0.4×	96 0.6×	109 0.9×	61 0.5×	86 1.0×	32	469
Frank Proske Norway	14	713 1.4×	166 1.1×	161 1.3×	145 1.3×	120 1.3×	57	840
Magdalena Kobylanski France	5	470 0.9×	126 0.8×	112 0.9×	59 0.5×	59 0.7×	11	521
Jin Ma United States	15	669 1.3×	161 1.0×	161 1.3×	64 0.6×	47 0.5×	33	726
Ludger Overbeck Germany	15	621 1.2×	164 1.0×	204 1.6×	101 0.9×	24 0.3×	48	805
Svetlana Boyarchenko United States	16	1.2k 2.3×	214 1.4×	441 3.5×	140 1.2×	55 0.6×	84	1.3k
Giovanni B. Di Masi Italy	11	289 0.6×	170 1.1×	145 1.1×	35 0.3×	42 0.5×	26	530

Countries citing papers authored by Lijun Bo

Since Specialization

Citations

This map shows the geographic impact of Lijun Bo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lijun Bo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lijun Bo more than expected).

Fields of papers citing papers by Lijun Bo

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lijun Bo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lijun Bo. The network helps show where Lijun Bo may publish in the future.

Co-authorship network of co-authors of Lijun Bo

This figure shows the co-authorship network connecting the top 25 collaborators of Lijun Bo. A scholar is included among the top collaborators of Lijun Bo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lijun Bo. Lijun Bo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Bo, Lijun & Yi‐Jie Huang. (2025). Optimal inventory control with state-dependent jumps. Advances in Applied Probability. 57(4). 1360–1391.

Bo, Lijun, et al.. (2025). An Extended Merton Problem With Relaxed Benchmark Tracking. Mathematical Finance. 36(2). 422–448.

Bo, Lijun, et al.. (2024). A mean field game approach to equilibrium consumption under external habit formation. Stochastic Processes and their Applications. 178. 104461–104461. 1 indexed citations

Bo, Lijun, et al.. (2024). A mean field game approach to optimal investment and risk control for competitive insurers. Insurance Mathematics and Economics. 116. 202–217. 1 indexed citations

Bo, Lijun, et al.. (2024). Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking. Mathematics of Operations Research. 50(4). 2526–2551. 1 indexed citations

Bo, Lijun, et al.. (2023). Evaluation Timing with Dynamic Information: Optimization and Heuristic. Production and Operations Management. 32(12). 3931–3950. 1 indexed citations

Bo, Lijun, et al.. (2022). Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence. Stochastic Processes and their Applications. 150. 622–654. 3 indexed citations

Bo, Lijun, et al.. (2021). Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing. Quantitative Finance. 21(7). 1187–1206. 1 indexed citations

Bo, Lijun, et al.. (2019). Relaxed Control and Gamma-Convergence of Stochastic Optimization Problems with Mean Field. arXiv (Cornell University). 1 indexed citations

10.

Bo, Lijun, et al.. (2018). Credit portfolio selection with decaying contagion intensities. Mathematical Finance. 29(1). 137–173. 14 indexed citations

11.

Bo, Lijun & Agostino Capponi. (2016). Robust Optimization of Credit Portfolios. Mathematics of Operations Research. 42(1). 30–56. 9 indexed citations

12.

Bo, Lijun, et al.. (2012). First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers. Journal of Applied Probability. 49(4). 1119–1133. 3 indexed citations

13.

Yang, Xuewei, et al.. (2012). Modeling the Exchange Rates in a Target Zone by Reflected Ornstein-Uhlenbeck Process. SSRN Electronic Journal. 6 indexed citations

14.

Bo, Lijun & Chenggui Yuan. (2011). A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Computers & Mathematics with Applications. 61(10). 3010–3016. 2 indexed citations

15.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2011). First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries. Journal of Applied Probability. 48(3). 723–732. 13 indexed citations

16.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2010). An optimal portfolio problem in a defaultable market. Advances in Applied Probability. 42(3). 689–705. 27 indexed citations

17.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2010). An optimal portfolio problem in a defaultable market. Advances in Applied Probability. 42(3). 689–705. 6 indexed citations

18.

Bo, Lijun, et al.. (2010). Variational solutions of dissipative jump-type stochastic evolution equations. Journal of Mathematical Analysis and Applications. 373(1). 111–126. 4 indexed citations

19.

Bo, Lijun, Yiming Jiang, & Yongjin Wang. (2008). On a Class of Stochastic Anderson Models with Fractional Noises. Stochastic Analysis and Applications. 26(2). 256–273. 24 indexed citations

20.

Bo, Lijun, et al.. (2007). Explosive solutions of stochastic wave equations with damping on Rd. Journal of Differential Equations. 244(1). 170–187. 17 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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