吴盼玉
副教授
访问次数：次
基本信息
  • 教师拼音名称：
    Wu Panyu
  • 入职时间：
    2012-07-16
  • 所在单位：
    中泰证券金融研究院
  • 学历：
    博士研究生毕业
  • 办公地点：
    知新楼B1112
  • 性别：
    女
  • 联系方式：
    053188363470
  • 学位：
    博士生
  • 在职信息：
    在职
  • 毕业院校：
    山东大学
  • 硕士生导师
学科：
金融数学与金融工程；
概率论与数理统计；
统计学学科；
教育经历
  • 2007-9 — 2012-6
    山东大学
    金融数学与金融工程
    理学博士学位
  • 2003-9 — 2007-7
    山东大学
    数学与应用数学
    理学学士学位
  • 2000-9 — 2003-6
    山东省安丘市实验中学
工作经历
  • 2013-01 — 2015-08
    山东大学齐鲁证券金融研究院
    讲师
  • 2015-09-至今
    山东大学中泰证券金融研究院
    副教授
  • 2017-08 — 2018-08
    英国拉夫堡大学
  • 2012-07 — 2013-01
    山东大学齐鲁证券金融研究院
    助教
研究领域

倒向随机微分方程、非线性概率、金融数学

科研成果
论文

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,  361,  2024. 

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

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

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

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,  487,  2020. 

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

7.  . Ergodicity of invariant capacities.  Stochastic Processes and their Applications,  5037, 2020. 

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. 

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

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

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. 

13.  . Ergodicity of invariant capacities.  Stochastic Processes and their Applications,  130,  5037, 2020. 

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

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,  9,  175, 2019. 

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,  169,  2021. 

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

21.  吴盼玉. Strong law of large numbers under moment restrictions in sublinear expectation spaces.  Communications in Statistics - Theory and Methods,  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.  陈增敬  and 吴盼玉. A strong law of large numbers for non-additive probabilities.  International Journal of Approximate Reasoning,  2013. 

25.  陈增敬  and 吴盼玉. Strong laws of large numbers for Bernoulli experiments under ambiguity.  Advances in Intelligent and Soft Computing：Nonlinear Mathematics for Uncertainty and its Applications,  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.  陈增敬  and 吴盼玉. EXTENSION OF THE STRONG LAW OF LARGE NUMBERS FOR CAPACITIES.  Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678,  9,  175, 2019. 

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

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

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

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

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

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