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林乾
(武漢大學經濟與管理學院金融學助理教授)
鎖定
- 中文名
- 林乾
- 畢業院校
- 法國西布列塔尼大學
- 學位/學歷
- 博士
- 工作單位
- 武漢大學經濟與管理學院
教學和研究領域
- 教學課程:高級金融理論、隨機過程、資產定價、金融經濟學
- 研究領域:金融數學與金融工程
學術經歷
- 金融學助理教授,武漢大學,2014年9月—至今
- 國際期刊論文
- · Q. Lin, Nash equilibrium payoffs for stochastic differential games with two reflecting barriers, Advances in Applied Probability 47 (2015) 355-377.
- · Q. Lin,Nash equilibrium payoffs for stochastic differential games with reflection, ESAIM: Control, Optimisation andCalculus of Variations19 (2013) 1189--1208.
- · Q. Lin, General martingale characterization of G-Brownian motion,Stochastic Analysis and Applications31 (2013) 1024--1048.
- · Q. Lin, Differentiability of stochastic differential equations driven by the G-Brownian motion,Science China Mathematics56 (2013) 1087--1107.
- · Q. Lin, Some properties of stochastic differential equationsdriven by the G-Brownian motion,Acta Mathematica Sinica,English Series29 (2013) 923--942.
- · Q. Lin, Local time and Tanaka formula for the G-Brownianmotion,Journal of Mathematical Analysis and Applications398(2013) 315--334.
- · Q. Lin, A BSDE approach to Nash equilibrium payoffs forstochastic differential games with nonlinear cost functionals,Stochastic Processes and their Applications122 (2012) 357--385.
- · Q. Lin, Backward doubly stochastic differential equations withweak assumptions on the coefficients, Applied Mathematics andComputation217 (2011) 9322--9333.
- · Q. Lin, Z. Wu, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, Acta Mathematicae Applicatae Sinica, English Series27 (2011) 223--232.
- · Q. Lin, The Tychonoff uniqueness theorem for the G-heatequation,Science China Mathematics54 (2011) 463--468.
- · Q. Lin, A generalized existence theorem of backward doublystochastic differential equations,Acta Mathematica Sinica, EnglishSeries26 (2010) 1525--1534.
- 參考資料
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- 1. 武漢大學經濟與管理學院金融學助理教授 . 武漢大學經濟與管理學院[引用日期2015-10-12]
- 2. 林 乾 .武漢大學經濟與管理學院[引用日期2015-10-12]