嵇少林
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个人信息Personal Information
教授 博士生导师 硕士生导师
性别：男
毕业院校：山东大学
学历：博士研究生毕业
学位：博士生
在职信息：在职
所在单位：中泰证券金融研究院
入职时间：1999-07-01
办公地点：知新楼B座1118
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- [41] 嵇少林 and 嵇少林. Solutions for functional fully coupled forward–backward stochastic differential equations. Statistics and Probability Letters, 2015.
- [42] 嵇少林 and 嵇少林. A note on functional derivatives on continuous paths. Statistics and Probability Letters, 2015.
- [43] 嵇少林 and 嵇少林. Fully coupled forward-backward stochastic differential equations on Markov chains. Advances in Difference Equations, 2016.
- [44] 嵇少林 and 嵇少林. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
- [45] 嵇少林 , 胡明尚 and 胡明尚. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity. SIAM J. CONTROL OPTIM., 2016.
- [46] 嵇少林 and 嵇少林. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems. Optimal control applications and methods, 2015.
- [47] 嵇少林 , 杨淑振 , 胡明尚 and 胡明尚. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [48] 嵇少林 , 彭实戈 , 胡明尚 and 胡明尚. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
- [49] 嵇少林 and 嵇少林. A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints. Abstract and Applied Analysis, 2012, 1, 2012.
- [50] 嵇少林 and 嵇少林. Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2013.
- [51] 嵇少林 and 嵇少林. Classical Solutions of Path-Dependent PDEs and Functional Forward-Backward Stochastic Systems. Mathematical Problems in Engineering, 2013.
- [52] 嵇少林 and 嵇少林. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System. Mathematical Problems in Engineering, 2013.
- [53] 嵇少林 and 嵇少林. A Classical Stochastic Verification Theorem for Stochastic Recursive Optimization Problems. 2013.
- [54] 嵇少林 and 嵇少林. Dual method for continuous-time Markowitz's problems with nonlinear wealth equations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 366, 90, 2010.
- [55] 吴臻 , 嵇少林 and 嵇少林. The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk. Acta Mathematica Sinica-English Series, 23, 2189, 2007.
- [56] 彭实戈 , 嵇少林 and 嵇少林. Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection. Stochastic Processes and their Applications, 118, 952, 2008.
- [57] 嵇少林 and 胡明尚. A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS. SIAM Journal on Control and Optimization, 2018.
- [58] 嵇少林. The stochastic maximum principle in singular optimal control with recursive utilities. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 471, 378, 2019.
- [59] 嵇少林. Reaching goals under ambiguity: Continuous-time optimal portfolio selection. Statistics and Probability Letters, 2018.
- [60] 嵇少林. RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS. Mathematical Control and Related Fields, 2018.