薄立军

教授

教授

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个人简介

My research focuses on theory of stochastic analysis and application to mathematical finance. For the stochastic analysis, I mainly worked on reflected stochastic differential equations and stochastic partial differentiable equations arising from physics and chemistry (e.g. Cahn-Hilliard SPDE) since I was pursing my master degree of probability in Nankai University under the supervision of Prof. Yongjin Wang . Currently I am working on mathemtical finance, in particular it includes credit risk modeling and valuation, systemic risk and continuous-time portfolio optimization. For further information about me, please see my [ CV ].my_cv.pdf

University of Science and Technology of China (USTC)

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