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吴盼玉
Professor
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Personal Information
  • Name (Pinyin):
    Wu Panyu
  • Date of Employment:
    2012-07-16
  • School/Department:
    Zhongtai Securities Institute for Financial Studies
  • Education Level:
    With Certificate of Graduation for Doctorate Study
  • Business Address:
    知新楼B1226
  • Gender:
    Female
  • Degree:
    Doctor
  • Status:
    Employed
  • Alma Mater:
    山东大学
  • Supervisor of Master's Candidates
Discipline:
Financial Mathematics and Financial Engineering;
Probability and Mathematical Statistics;
Statistics;
Education
  • 2007-09 — 2012-06
    山东大学
    金融数学与金融工程
    Doctoral Degree in Science
  • 2003-09 — 2007-07
    山东大学
    数学与应用数学
    Bachelor's Degree in Science
  • 2000-09 — 2003-06
    山东省安丘市实验中学
Publication
Research Direction

1. 金融数学

2. 非线性概率

3. 倒向随机微分方程

Paper Publications

1. . Stochastic differential game of joint emission reduction in the supply chain based on CSR and carbon cap-and-trade mechanism .Journal of the Franklin Institute.2024,361 (6)

2. 张维海. pth moment stability of discrete-time Markov jump systems by extended system method .Automatica.2024 (161)

3. 吴盼玉. Multiple G-It integral in G-expectation space .FRONTIERS OF MATHEMATICS IN CHINA.2013,8 (2):465

4. 张吉臣. On the Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit .MATHEMATICS.2023,11 (3)

5. 吴盼玉. Representation theorems for generators of BSDEs and the extended g-expectations in probability spaces with general filtration .Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS.2020,487 (2)

6. . Strong law of large numbers under moment restrictions in sublinear expectation spaces .Communications in Statistics - Theory and Methods.2022,51 (24):8671

7. . Ergodicity of invariant capacities .Stochastic Processes and their Applications.2020 (8):5037

8. 王珂. Stochastic differential game of joint emission reduction in the supply chain based on CSR and carbon cap-and-trade mechanism .Journal of the Franklin Institute.2024 (361)

9. 张维海. pth moment stability of discrete-time Markov jump systems by extended system method .Automatica.2024 (161)

10. 张吉臣. On the Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit .MATHEMATICS.2023,11 (3)

11. . Strong law of large numbers under moment restrictions in sublinear expectation spaces .COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.2022

12. . Strong law of large numbers under moment restrictions in sublinear expectation spaces .Communications in Statistics - Theory and Methods.2021 (2021)

13. . Ergodicity of invariant capacities .Stochastic Processes and their Applications.2020,130 (8):5037

14. . Jensen's inequality for g-expectations in general filtration spaces .statistics & probability letters.2021,169

15. . Strong laws of large numbers for general random variables in sublinear expectation spaces .JOURNAL OF INEQUALITIES AND APPLICATIONS.2019

16. . Another Borel-Cantelli Lemma for Capacities .应用概率统计.2017

17. . EXTENSION OF THE STRONG LAW OF LARGE NUMBERS FOR CAPACITIES .Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678.2019,9 (1):175

18. . Strong law of large numbers under moment restrictions in sublinear expectation spaces .COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.2022

19. 宋文杰. Jensen's inequality for g-expectations in general filtration spaces .statistics & probability letters.2021,169

20. 吴盼玉. Ergodicity of invariant capacities .Stochastic Processes and their Applications.2020,130 (8):5037

21. 吴盼玉. Strong law of large numbers under moment restrictions in sublinear expectation spaces .Communications in Statistics - Theory and Methods.2021 (2021)

22. 吴盼玉. Representation theorems for generators of BSDEs and the extended g-expectations in probability spaces with general fifiltration .Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS.2020

23. 陈增敬 , 吴盼玉  and 胡锋. A general strong law of large numbers for non-additive probabilities and its applications .Statistics.2016

24. 吴盼玉 , 陈增敬  and 陈增敬. A strong law of large numbers for non-additive probabilities .International Journal of Approximate Reasoning.2013

25. 吴盼玉 , 陈增敬  and 陈增敬. Strong laws of large numbers for Bernoulli experiments under ambiguity .International Conference on Nonlinear Mathematics for Uncertainty and Its Applications (NLMUA 2011).2011

26. 吴盼玉  and 宋丽. Another Borel-Cantelli Lemma for Capacities .应用概率统计.2017

27. 吴盼玉  and 黄伟桓. Strong laws of large numbers for general random variables in sublinear expectation spaces .JOURNAL OF INEQUALITIES AND APPLICATIONS.2019

28. 吴盼玉 , 陈增敬  and 陈增敬. EXTENSION OF THE STRONG LAW OF LARGE NUMBERS FOR CAPACITIES .Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678.2019,9 (1):175

29. 吴盼玉. g-上鞅的Riesz分解定理 .数学进展.2012,41 (3):276

30. 陈增敬 , 吴盼玉  and 吴盼玉. A New Comparison Theorem of Multidimensional BSDEs .Acta Mathematicae Applicatae Sinica, English Series.2015,31 (1):131

31. 吴盼玉  and 吴盼玉. Inequalities for Independent Random Variables on Upper Expectation Space .应用概率统计.2015,31 (1):1

32. 陈增敬 , 吴盼玉  and 吴盼玉. Invariance principles for the law of the iterated logarithm under G-framework .Sci China Math.2015,58 :1251

33. 吴盼玉. Multiple G-It^o integral in G-expectation space .Frontiers of Mathematics In China.2013

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