My research focuses on the theoretical and applical aspects of (backward) stochastic differential equations, which including stochastic optimal control theory for controlled systems driven by different types of noises, qualitative behavior of solutions of stochastic (partial) differential equations, pricing derivatives under stochastic or uncertainty volatility and risk management in non-life actuarial science.

• [1] 1999.9 -- 2003.7

  吉林大学       应用数学

• [2] 1999.9 -- 2003.6

  吉林大学       应用数学       博士研究生毕业       博士学位

• [3] 1995.9 -- 1999.6

  吉林大学       应用数学       大学本科毕业       学士学位

• [1] 2017.2 -- 2018.2

  University of Minnesota      School of Statistics      Research scholar      visiting scholar

• [2] 2010.10 -- 至今

  Jilin University      School of Mathematics      Professor      Faculty

• [3] 2010.6 -- 2011.5

  University of Kansas      Department of Mathematics      Research scholar      visiting scholar

• [4] 2006.12 -- 2010.9

  Jilin University      School of Mathematics      Associate professor      Faculty

• [5] 2005.12 -- 2009.12

  Shandong University      School of Mathematics      Postdoctoral      In-Service learning

• [6] 2003.10 -- 2006.12

  Jilin University      School of Mathematics      Lecturer      Faculty

• [7] 2002.12 -- 2003.9

  Jilin University      School of Mathematics      Assistant professor      Faculty

• [1] 2019.10 -- 至今

  中国工业与应用数学学会系统控制分委会副主任委员

• [2] 2011.10 -- 2019.10

  吉林省数学会常务理事

• [3] 2012.12 -- 2020.12

  吉林省运筹学会常务理事

• [4] 2013.11 -- 2021.11

  吉林省工业与应用数学学会常务理事

• [1] Stochastic partial differential equations
• [2] stochastic optimal control theory
• [3]  stochastic differential equations and backward stochastic differential equations
• [4] Financial mathematics

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