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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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- [61] 杨淑振 , 嵇少林 and 胡明尚. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [62] 嵇少林 , 彭实戈 and 胡明尚. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
- [63] 彭实戈 , 嵇少林 and 胡明尚. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
- [64] 杨淑振 , 嵇少林 and 胡明尚. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [65] 嵇少林 and 胡明尚. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity. SIAM J. CONTROL OPTIM., 2016.
- [66] 嵇少林 , 彭实戈 and 胡明尚. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
- [67] 嵇少林 and 胡明尚. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion. Stochastic Processes and their Applications, 127, 10, 2017.
- [68] 嵇少林 and 孙钏峰. The least squares estimator of random variables under sublinear expectations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 451, 906, 2017.
- [69] 嵇少林. A generalized Neyman–Pearson lemma for g-probabilities. Probability theory and related fields, 148, 645, 2010.
- [70] 吴臻 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.
- [71] 嵇少林. The Neyman-Pearson lemma under g-probability. COMPTES RENDUS MATHEMATIQUE, 346, 209, 2008.
- [72] 彭实戈 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.
- [73] 嵇少林. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
- [74] 嵇少林. Fully coupled forward-backward stochastic differential equations on Markov chains. Advances in Difference Equations, 2016.
- [75] 嵇少林. Recursive Utility Maximization for Terminal Wealth under Partial Information. Mathematical Problems in Engineering, 2016.
- [76] 嵇少林. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems. Optimal control applications and methods, 2015.
- [77] 嵇少林. Solutions for functional fully coupled forward–backward stochastic differential equations. Statistics and Probability Letters, 2015.
- [78] 嵇少林. A note on functional derivatives on continuous paths. Statistics and Probability Letters, 2015.
- [79] 嵇少林. A maximum principle for fully coupled forward–backward stochastic control system with terminal state constraints. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 407, 200, 2013.
- [80] 嵇少林. Ambiguous Volatility and Asset Pricing in Continuous Time. The Review of Financial Studies, 2013.