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正倒向随机微分方程及相关的优化问题

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Project Name: : 正倒向随机微分方程及相关的优化问题

Affiliation of Participant(s): : 数学学院

Leading Scientist: : 于志勇

Note: : 国家自然科学基金面上项目

Supported by: : 国家基金委

Nature of Project: : 纵向

Project level: : National

Project Number: : kyxm-69324

Date of Project Approval: : 2018-08-16

Scheduled completion time: : 2022-12-31

Date of Project Completion: : 2022-12-31

Date of Project Initiation: : 2019-01-01

Project Approval Number: : 11871310

Pre One : 无穷时区上的随机线性二次问题

Next One : 随机控制、对策和倒向随机微分方程理论及其应用

Personal information

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender : Male

Alma Mater : 山东大学

Education Level : With Certificate of Graduation for Doctorate Study

Degree : Doctoral Degree in Science

Status : Employed

School/Department : 数学学院

Date of Employment : 2002-07-16

Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics

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