吴臻

  • 吴臻

男,1971年生;长江学者,国家杰出青年基金获得者;教授、博士生导师。

  • 联系方式

  • E-mail: wuzhen@sdu.edu.cn, wuzhenmath@163.com
  • 办公电话:(86)531-88369577
  • 传真:(86)531-88365550
  • 通讯地址:中国济南 山大南路27号 山东大学数学学院(250100)
  • 英文主页(English Version):Wu Zhen
  • 工作经历

  • 2010.9—至今,山东大学泰山学堂副院长
  • 2004.6—至今,山东大学数学学院,博士生导师
  • 2002.9—至今,山东大学数学学院,教授
  • 2001.9—至今,山东大学数学学院,副院长
  • 1999.9—2002.9,山东大学数学与系统科学学院,副教授
  • 1998.11—1999.11,法国Maine大学数学系,博士后
  • 1997.7—1999.9,山东大学数学与系统科学学院,讲师
  • 学习经历

  • 1994.9—1997.7,山东大学数学与系统科学学院,应用数学专业,博士学位
  • 1991.9—1994.7,山东大学数学系,运筹学与控制论专业,硕士学位
  • 1987.9—1991.7,山东大学数学系,控制科学专业,学士学位
  • 讲授课程

  • 本科生课程:高等数学,概率论,数理统计,随机过程,金融数学,最优控制
  • 研究生课程:概率论与随机过程,随机分析,现代控制理论,现代优化理论,随机控制及其应用,不确定投资学,衍生证券理论,金融市场中的随机最优控制组合理论
  • 教研成果

  • 2009.9 金融数学高级人才培养体系的创建与实践,国家教学成果二等奖,第三位
  • 2009.5 金融数学高级人才培养体系的构建与创新实践,山东省优秀教学成果一等奖,第三位
  • 2009.5 大学生数学能力提高与创新型人才培养实践,山东省优秀教学成果二等奖,首位
  • 2005.9 大学数学课程体系改革与立体化教材建设,国家教学成果二等奖, 第二位
  • 2005.2 大学数学课程体系改革与立体化教材建设,山东省优秀教学成果一等奖,第二位
  • 编写教材

  • 吴臻主编,大学数学学习指南 – 微积分,线性代数,概率论与数理统计,复变函数与积分变换,第二版,山东大学出版社,2012.
  • 吴臻副主编,大学数学教程 – 微积分,线性代数,概率论与数理统计,复变函数与积分变换,第二版,高等教育出版社,2011.
  • 吴臻主编,大学数学学习指南 – 微积分,线性代数,概率论与数理统计,复变函数与积分变换,山东大学出版社,2004.
  • 吴臻副主编,大学数学教程 – 微积分,线性代数,概率论与数理统计,复变函数与积分变换,高等教育出版社,2003.
  • 主要学术兼职

  • 2016-至今,国际学术期刊《Probability, Uncertainty and Quantitative Risk》编委
  • 2015—至今,国际SCI学术期刊《SIAM Journal on Control and Optimization》编委
  • 2015—至今, 国内核心学术期刊《应用概率统计》编委
  • 2014—至今,国际SCI学术期刊《Statistics and Probability Letters》编委
  • 2012—至今,中国数学会,理事
  • 2011—2016,国际理论物理中心 (ICTP, 意大利),合作研究员
  • 2010—至今,中国概率统计学会,理事
  • 2008—至今,山东省人民政府金融工作办公室,咨询专家
  • 2008—至今,山东省数学会,副理事长
  • 2008—至今,山东省自动化学会,常务理事
  • 2004—2008,EI学术期刊《控制理论与应用》,编委
  • 2003—2007,中国自动化学会控制理论专业委员会,委员
  • 2000—2005,国际理论物理中心 (ICTP, 意大利),青年合作研究员
  • 研究领域

随机控制,正倒向随机微分方程,微分对策,金融数学

  • 访问经历

  • 2017.02 King's College London(伦敦国王学院)邀请报告
  • 2017.01 拉夫堡大学-山东大学随机分析学术研讨会(英国拉夫堡大学),邀请报告
  • 2016.12 山东大学复杂系统控制前沿论坛(济南),会议学术和组织主席
  • 2016.11 中山大学数学学院(广州),邀请报告
  • 2016.11 澳门大学数学系,学术访问
  • 2016.11 TCCT随机系统与控制论坛(南京),邀请报告
  • 2016.11 南京师范大学数学科学学院(南京),邀请报告
  • 2016.10 安徽大学数学学院(合肥),邀请报告
  • 2016.10 云南大学数学学院(昆明),学术会议
  • 2016.08 湖南师范大学(长沙),学术会议
  • 2016.07 中国控制会议(成都),学术会议
  • 2016.07 国家西部暑期学校(四川大学,成都),学术会议
  • 2016.06 山东大学、香港理工大学、香港浸会大学联合应用数学学术会议(山东大学,济南),学术组织主持
  • 2016.05 法国巴黎综合理工大学、德国比利菲尔德大学,学术工作访问
  • 2016.04 东华大学数学系(上海),学术报告
  • 2016.01 香港理工大学数学系,学术访问
  • 2015.12 Workshop of Probability Theory with Applications(澳门大学)邀请报告
  • 2015.11 中国数学会80周年纪念学术会议(北京)理事
  • 2015.11 随机控制及其相关领域学术研讨会(山东科技大学,泰安),组委会主席
  • 2015.08 国际理论物理中心 (ICTP,意大利) 合作研究员
  • 2015.07 纪念李训经学术研讨会(成都)邀请报告
  • 2015.07 IMS-China2015国际会议(昆明)邀请报告
  • 2015.05 随机系统状态估计与最优控制学术研讨会 (山东大学,济南) 组委会主席
  • 2015.02 香港理工大学、澳门大学访问并做学术报告
  • 2014.10 第十届全国概率统计会议(山东大学,济南)程序委员会委员
  • 2014.08 英国拉夫堡大学访问教授邀请报告
  • 2014.07 全国青年教师数学控制理论与应用学术会议 (山东大学,威海) 组委会主席
  • 2014.07 英国牛津大学学术访问
  • 2014.04 SIAM Conference on Uncertainty Quantification(美国萨凡纳)邀请报告
  • 2014.04 美国田纳西大学访问教授
  • 2014.03 Workshop on Probability and its Applications (英国牛津大学)邀请报告
  • 2014.01 香港理工大学访问教授
  • 2013.12 英国牛津大学学术访问
  • 2013.07 中法随机分析暑期学校(北京,中科院)邀请报告
  • 2013.07 国际概率统计会议(IMS-China)(成都)科学委员会委员
  • 2013.07 随机微分方程、偏微分方程及其相关领域会议(合肥,中国科技大学)邀请报告
  • 2013.07 北京大学青年学者论坛邀请报告
  • 2013.06 IMS-China2015国际会议(成都)学术委员会委员
  • 2013.05 美国普林斯顿大学学术访问
  • 2013.05 美国佐治亚大学(雅典城)访问教授
  • 2013.05 美国南加州大学(USC,洛杉矶)学术访问
  • 2013.04 正倒向随机最优控制国际学术研讨会(山东科技大学,青岛),组委会主席
  • 2013.02 香港理工大学访问教授
  • 2013.02 澳门大学邀请报告
  • 2013.01 首届亚洲定量金融国际会议(新加坡)邀请报告
  • 2012.10 中德随机分析国际会议(徐州)邀请报告
  • 2012.08 国际理论物理中心 (ICTP,意大利) 合作研究员
  • 2011.07 中英随机分析及相关领域学术会议(英国 Loughborough大学)组织委员会成员及邀请报告
  • 2011.06 第六届国际倒向随机微分方程及应用学术会议(美国South California大学)邀请报告
  • 2010.12 国际应用统计和金融数学学术会议(香港理工大学)邀请报告
  • 2010.10 第九届全国概率统计会议(天津南开大学)邀请报告
  • 2010.09 美国Georgia大学邀请报告
  • 2010.07—2010.09 美国South California大学(USC, Los Angeles)学术访问并邀请报告
  • 2010.06 国际应用分析学术会议(上海)邀请报告
  • 2010.05 随机分析及相关领域中德会议(北京)邀请报告
  • 2010.04 法国国家信息与自动化研究院(INRIA-IRISA, Rennes)邀请报告
  • 2010.03 国际随机控制与金融数学学术研讨会(法国Roscoff)邀请报告
  • 2009.05 香港国际工程与计算数学会议邀请报告
  • 2009.04 中国数学会2009年年会(厦门)邀请报告
  • 2008.09 法-中概率国际学术会议(法国Marseille)邀请报告
  • 2008.08—2008.09 英国Loughborough大学数学系访问教授并两场学术报告
  • 2008.06 第五届国际倒向随机微分方程及应用会议(法国Le Mans)邀请报告
  • 2008.06 IMS-China 统计与概率学术会议(中国杭州)邀请报告
  • 2008.04 随机分析及相关领域国际会议(中国武汉)邀请报告
  • 2007.07—2007.09 意大利联合国教科文组织国际理论物理中心(ICTP)访问
  • 2007.05 法国Cergy-Pontoise大学经济系访问教授
  • 2006.10 韩国Changwon大学学术报告
  • 2006.05 法国Maine大学数学系访问教授
  • 2005.12 法国Maine大学数学系访问教授
  • 2005.08—2005.09 意大利联合国教科文组织国际理论物理中心(ICTP)访问
  • 2004.09—2004.12 香港中文大学访问
  • 2004.06—2004.08 意大利联合国教科文组织国际理论物理中心(ICTP)访问
  • 2003.10—2003.11 法国Cergy-Pontoise大学经济系访问教授
  • 2002.08 世界数学家大会卫星会议(威海)“倒向随机微分方程及应用” 邀请报告
  • 2002.05 法国Maine 大学学术报告
  • 2002.04—2002.05 法国Cergy-Pontoise大学经济系访问教授
  • 2001.07—2001.09 意大利联合国教科文组织国际理论物理中心(ICTP)访问
  • 2001.02—2001.05 香港浸会大学数学系客座研究学者
  • 2000.07—2000.09 香港浸会大学数学系客座研究学者
  • 2000.01 法国Maine 大学参加国际金融会议并访问
  • 1999.06 法国Toulouse第三大学学术报告
  • 1999.03 法国Evry大学学术报告
  • 1998.10—1999.10 法国Maine大学数学系博士后
  • 科研奖励

  • 2015.12 国家百千万人才及国家有突出贡献中青年专家
  • 2015.12 山东省优秀研究生指导教师
  • 2015.1 入选教育部“长江学者奖励计划”特聘教授
  • 2015.1 国务院政府特殊津贴
  • 2014.4 入选国家“万人计划”科技创新领军人才
  • 2013.5 入选首批国家科技部重点领域创新团队(负责人)
  • 2010.9 入选山东大学第二届“我心目中的好导师”
  • 2009.12 入选山东省有突出贡献的中青年专家
  • 2008.5 第八届山东省青年科技奖
  • 2007.12 第五届中国科协期刊优秀学术论文奖
  • 2005.12 山东省优秀青年知识分子
  • 2004.12 霍英东教育基金会高校青年教师基金奖励
  • 2002.12 山东省教育厅科技进步二等奖,独立
  • 2000.3 山东省首届优秀博士论文奖
  • 科研项目

  • 2016.1—2019.12 部分信息下带马尔科夫链的正倒向随机系统最优控制理论及其应用, 国家自然科学面上基金,负责人
  • 2012.1—2015.12 随机最优控制和正倒向随机微分方程理论及其应用,国家自然科学杰出青年基金,独立
  • 2012.1—2015.12 带马尔科夫链的正倒向随机最优控制理论及其应用,国家自然科学面上基金,负责人
  • 2008.12—2011.12 随机最优控制和正倒向随机微分方程及其在金融中的应用,山东省自然科学杰出青年基金,负责人
  • 2007.1—2009.12 部分可观测信息下的随机最优控制理论及应用,国家自然科学面上基金,负责人
  • 2007.1—2009.12 部分可观测信息下的正倒向随机系统最优控制问题的研究,教育部高校博士点基金,负责人
  • 2007.1—2009.12 部分可观测信息下的随机递归效用优化问题及其应用,山东省自然科学重点基金,负责人
  • 2005.1—2007.12 教育部新世纪优秀人才支持计划,独立
  • 2004.3—2007.3 随机控制和微分对策理论及其应用,霍英东教育基金会高校青年教师基金,独立
  • 2004.1—2006.12 随机最优控制理论及其在金融中的应用,国家自然科学面上基金,负责人
  • 2003.10—2006.12 随机优化理论及在金融保险中的应用,山东省优秀中青年科学家科研奖励基金,负责人
  • 2003.1—2005.12 正倒向随机微分方程、微分对策理论及其应用,教育部优秀青年教师资助计划,独立
  • 2003.1—2005.12 随机控制理论及应用,教育部高等学校博士点基金,负责人
  • 2001.1—2003.12 正倒向随机微分方程理论及其应用,国家自然科学青年基金,负责人
  • 2001.1—2003.12 随机控制和微分对策理论及其应用,国家留学回国基金,独立
  • 学术论文

  1. Jianhui Huang, Shujun Wang, Zhen Wu, Backward Mean-Field Linear Quadratic Gaussian (LQG) Games: Full and Partial Information, IEEE Transactions on Automatic Control, 61(12): 3784~3796, 2016. (SCI, EI)
  2. Jianhui Huang, Shujun Wang, Zhen Wu, Backward-Forward Linear-Quadratic Mean-Field Games with Major and Minor Agents, Probability, Uncertainty and Quantitative Risk, 2016.08, 1(8).
  3. Siyu Lv, Zhen Wu, Zhiyong Yu, Continuous-Time Mean-Variance Portfolio Selection with Random Horizon in An Incomplete Market, Automatica, 69: 176~180, 2016. (SCI, EI)
  4. Siyu Lv, Ran Tao, Zhen Wu, Maximum principle for optimal control of anticipated forward–backward stochastic differential delayed systems with regime switching, Optimal Control, Applications and Methods, 37(1), 154–175, 2016. (SCI)
  5. Guangchen Wang, Zhen Wu, Jie Xiong, A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations with Partial Information, IEEE Transactions on Automatic Control, 60(11), 2904-2916, 2015. (SCI, EI)
  6. Jin Ma, Zhen Wu, Detao Zhang, Jianfeng Zhang, On the Wellposedness of Forward-backward SDEs---A Unified Approach, The Annals of Applied Probability, 25(4), 2168–2214, 2015.(SCI)
  7. Haiyang Wang, Zhen Wu, Time-Inconsistent Optimal Control Problem with Random Coefficients and Stochastic Equilibrium HJB Equation, Mathematical Control and Related Fields, 5(3), 651-678, 2015. (SCI)
  8. Shujun Wang, Zhen Wu, Maximum Principle for Optimal Control Problems of Forward-Backward Regime-Switching Systems Involving Impulse Controls, Mathematical Problems in Engineering, Volume 2015, Article ID 892304, 2015. (SCI, EI)
  9. Rui Mu, Zhen Wu, One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators, Advances in Difference Equations, Volume 2015, Paper ID 265, 2015. (SCI)
  10. Ran Tao, Zhen Wu, Qing Zhang, Optimal switching under a regime-switching model with two-time-scale Markov chains, SIAM: Multiscale Modelling and Simulation, 13(1), 99-131, 2015. (SCI)
  11. Na Li, Zhen Wu, Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations, Journal of Mathematical Analysis and Applications, 425(2), 704-725, 2015. (SCI)
  12. Dejian Chang, Zhen Wu, Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance, Journal of Industrial Management and Optimization, 11(1), 27-40, 2015. (SCI)
  13. Jingtao Shi, Zhen Wu, Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure, Stochastics, 87(1), 1-29, 2015. (SCI)
  14. Zhen Wu, Zhiyong Yu, Probabilistic Interpretation for A System of Quasi-linear Parabolic Partial Differential Equation Combined with AlgebraEquations, Stochastic Processes and Their Applications, 124(12), 3921-3947, 2014. (SCI)
  15. Lifeng Wei, Zhen Wu, Huaizhong Zhao, Sobolev Weak Solutions of the Hamilton-Jacobi-Bellman Equations, SIAM Journal on Control and Optimization, 52(3), 1499–1526, 2014. (SCI, EI)
  16. Haiyang Wang, Zhen Wu, Convertible Bonds with Higher Loan Rate: Model, Valuation, and Optimal Strategy, Abstract and Applied Analysis, 2014. (SCI)
  17. Zhen Wu, Qixia Zhang, Backward Stochastic H-2/H-infinity Control: Infinite Horizon Case, Mathematical Problems in Engineering, 2014. (SCI,EI)
  18. Haiyang Wang, Zhen Wu, Partially Observed Time-Inconsistency Recursive Optimization Problem and Application, Journal of Optimization Theory and Applications, 161(2), 664-687, 2014. (SCI)
  19. Na Li, Zhen Wu, Maximum principle for anticipated recursive stochastic optimal control problem with delay and Levy processes, Applied Mathematics-A Journal of Chinese Universities Series B, 29(1), 67-85, 2014. (SCI)
  20. Zhen Wu, A General Maximum Principle for Optimal Control of Forward-Backward Stochastic Systems, Automatica, Vol. 49, No. 5, 1473-1480, 2013. (SCI, EI)
  21. Guangchen Wang, Zhen Wu, Jie Xiong, Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises,SIAM Journal on Control and Optimization, Vol. 51, No. 1, 491-524, 2013. (SCI, EI)
  22. Ran Tao, Zhen Wu, Qing Zhang, BSDEs with Regime Switching: Weak Convergence and Applications, Journal of Mathematical Analysis and Applications, Vol. 407, No. 1, 97-111, 2013. (SCI)
  23. Li Chen, Zongyuan Huang, Zhen Wu, Pricing and hedging problem of Foreign currency option with higher borrowing rate, Journal of Systems Science and Complexity, Vol. 26, No. 3, 407-418, 2013. (SCI,EI)
  24. Huaibin Tang, Zhen Wu, Backward Stochastic Differential Equations with Markov Chains and Related Asymptotic Properties, Advances in Differential Equations, Paper ID 285, Vol. 2013, 17 pages, 2013. (SCI)
  25. Li Chen, Zhen Wu, Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem with Delayed Systems, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, No. 3, 1005-1026, 2012. (SCI)
  26. Ran Tao, Zhen Wu, Maximum principle for optimal control problems of forward–backward regime-switching system and applications, Systems & Control Letters, 61(9), 911–917, 2012. (SCI,EI)
  27. Jingtao Shi, Zhen Wu, Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance, Stochastic Analysis and Applications, 30(6), 997-1018, 2012. (SCI)
  28. Lifeng Wei, Zhen Wu, Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem, Mathematical Problems in Engineering, Vol. 2012, Article ID 718714, 15 pages, 2012. (SCI,EI)
  29. Zhen Wu, Feng Zhang, Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls, Abstract and Applied Analysis, Vol. 2012, Article ID 709682, 16 pages, 2012. (SCI)
  30. Zhen Wu, Zhiyong.Yu, Backward Stochastic Viability and Related Properties on Z for BSDES with Applications, Journal of Systems Science and Complexity, 25(4), 675-690, 2012. (SCI,EI)
  31. Li Chen, Zhen Wu, Zhiyong.Yu,Delayed Stochastic Linear-Quadratic Control Problem and Related Applications, Journal of Applied Mathematics, Vol. 2012, Article ID 835319, 22 pages, 2012. (SCI)
  32. M.Bellalah, Shujuan Ding, Zhen Wu, Corporate Optimal Investment under Incomplete Information: A Real Option Method, The Review of Finance and Banking, 4(1), 7-14, 2012.
  33. Li Chen, Zhen Wu, A Type of General Forward-backward Stochastic Differential Equations and Applications, Chin. Ann. Math., Ser. B, 32(2), 279-292, 2011. (SCI)
  34. Qian Lin, Zhen Wu, A Comparison Theorem and Uniqueness Theorem of Backward Doubly Stochastic Differential Equations, Acta Mathematicae Applicatae Sinica, 27( 2) , 223-232, 2011. (SCI)
  35. Jingtao Shi, Zhen Wu, A Risk-Sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, Ser. B., 31(2), 419-433, 2011. (SCI)
  36. Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions, Appl. Math. Optim., 63, 151-189, 2011. (SCI)
  37. Guangchen Wang, Zhen Wu, Mean-Variance Hedging and Forward-Backward Stochastic Differential Filtering Equations, Abstract and Applied Analysis, Volume 2011, Article ID 310910, 20 pages, 2011. (SCI)
  38. Zhen Wu, Zhiyong Yu, Backward stochastic viability and related properties on Z for BSDEs with applications, Journal of System Science and Complexity, 25, 675–690, 2012. (SCI, EI)
  39. Zhen Wu, Feng Zhang, Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls, Abstract and Applied Analysis, Volume 2012, Article ID 709682, 16 pages, 2012. (SCI)
  40. Zhen Wu, Feng Zhang, Stochastic Maximum Principle for Optimal Control Problems of Forward -Backward Systems Involving Impulse Controls, IEEE Trans. Auto. Control, 56(6), 1401-1406, 2012. (SCI, EI)
  41. Zhen Wu, Feng Zhang, BDSDEs with Locally Monotone Coefficients and Sobolev Solutions for SPDEs, J. Diff. Equ., Vol. 251, 759-784, 2011. (SCI)
  42. Zhen Wu, Feng Zhang, Stochastic Maximum Principle for Optimal Control Problems of Forward -Backward Systems Involving Impulse Controls, IEEE Trans. Auto. Control, Vol. 56, No. 6, 1401-1406, 2011. (SCI, EI)
  43. Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions, Appl. Math. Optim., Vol. 63, 151-189, 2011. (SCI)
  44. Shi Jingtao, Wu Zhen, A Risk-Sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, Ser. B., Vol. 31, No.2, 419-433, 2011. (SCI)
  45. Chen Li, Wu Zhen, A Type of General Forward-backward Stochastic Differential Equations and Applications, Chin. Ann. Math., Ser. B, Vol. 32, No. 2, 279-292, 2011. (SCI)
  46. Qian Lin, Zhen Wu, A Comparison Theorem and Uniqueness Theorem of Backward Doubly Stochastic Differential Equations, Acta Mathematicae Applicatae Sinica, English Series, Vol. 27, No. 2 , 223-232, 2011. (SCI)
  47. Shi Jingtao, Wu Zhen, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chin. J. Appl. Proba. Stat., Vol. 27, No. 2, 127-137, 2011.
  48. Yuecai Han, Shige Peng, Zhen Wu, Maximum Principle for Backward Doubly Stochastic Control Systems with Applications, SIAM J. Control Optim., Vol. 48, No. 7, 4224-4241, 2010. (SCI, EI)
  49. Li Chen, Zhen Wu, Maximum Principle for Stochastic Optimal Control Problem with Delay and Application, Automatica, Vol. 46, No. 6, 1074-1080, 2010. (SCI, EI)
  50. Jingtao Shi, Zhen Wu, Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems, J. Optim. Theory Appl., Vol. 145, No. 3, 543-578, 2010. (SCI)
  51. Jingtao Shi, Zhen Wu, Maximum Principle for Forward- Backward Stochastic Control System with Random Jumps and Applications to Finance, J. Syst. Sci. Comp., Vol. 23, No. 2, 219-231, 2010. (SCI, EI)
  52. Jianhui Huang, Guangchen Wang, Zhen Wu, Optimal Premium Policy of an Insurance Firm: Full and Partial Information, Insur. Math. Econ., Vol. 47, 208-215, 2010. (SCI, SSCI)
  53. Zhen Wu, A Maximum Principle for Partially Observed Optimal Control of Forward-Backward Stochastic Control Systems, Sci. China F-Infor. Sci., Vol. 53, No. 11, 2205-2214, 2010. (SCI, EI)
  54. Zongyuan Huang, Jean-Pierre Lepeltier, Zhen Wu, Reflected Forward- Backward Stochastic Differential Equations with Continuous Monotone Coefficients, Stat. Proba. Lett., Vol. 80, 1569-1576, 2010. (SCI)
  55. Zongyuan Huang, Zhen Wu, An Application of Dynamic Programming Principle in Corporate International Optimal Investment and Consumption Choice Problem, Math. Prob. Engin., Article ID 472867, 16 pages,doi:10.1155/2010/472867,2010. (SCI)
  56. Wu Zhen, Xiao Hua, Multi-dimensional Reflected Backward Stochastic Differential Equations and the Comparison Theorem, Acta Mathematica Scientia, Ser. B, Vol. 30, No. 5, 1819-1836, 2010. (SCI)
  57. Guangchen Wang, Zhen Wu, The Maximum Principles for Stochastic Recursive Optimal Control Problems under Partial Information, IEEE Trans. Auto. Control, Vol. 54, No. 7, 1230-1242, 2009. (SCI, EI)
  58. M. Bellalah, Zhen Wu, A Simple Model of Corporate International Investment under Incomplete Information and Taxes,Ann. Oper. Research, Vol. 165, 123-143, 2009. (SCI)
  59. Guangchen Wang, Zhen Wu, General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to Finance, J. Optim. Theory Appl., Vol. 41, 677-700, 2009. (SCI)
  60. Zhen Wu, Mingyu Xu, Comparison for Forward-Backward SDEs, Stat. Proba. Lett., Vol. 79, 426-435, 2009. (SCI)
  61. J.P. Lepeltier, Zhen Wu, Zhiyong Yu, Nash Equilibrium Point for One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs, C. R. Acad. Sci. Paris, Ser. I, Vol. 347, 959-964, 2009. (SCI)
  62. Huaibin Tang, Zhen Wu, Stochastic Differential Equations and Stochastic Linear Quadratic Optimal Control Problem with Levy Processes, J. Syst. Sci. Comp., Vol. 22, 122-136, 2009. (SCI, EI)
  63. Shi Jingtao, Wu Zhen, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009. (EI)
  64. M. Bellalah, Zhen Wu, An Intertemporal Capital Asset Pricing Model under Incomplete Information, Inter. J. Busi., Vol. 14, No. 1, 47-63, 2009.
  65. Guangchen Wang, Zhen Wu, Kalman-Bucy Filtering Equations of Forward and Backward Stochastic Systems and Applications to Recursive Optimal Control Problems, J. Math. Anal. Appl., Vol. 342, 1280-1296, 2008. (SCI)
  66. Zhen Wu, Zhiyong Yu, Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton- Jacobi-Bellman Equation, SIAM J. Control Optim., Vol 47, No. 5, 2616-2641, 2008. (SCI)
  67. Ji Shaolin, Wu Zhen, The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk, Acta Mathematica Sinica, English Series, Vol.23, No.12, 2189-2204, 2007. (SCI)
  68. Wang Guangchen, Wu Zhen, Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice, Acta Automatica Sinica, Vol. 33, No. 10, 1043-1047, 2007. (EI)
  69. Zhen Wu, Linyan Zhang, The Corporate Optimal Portfolio and Consumption Choice Problem in the Real Project with Borrowing Rate Higher than Deposit Rate, Appl. Math. Comp., Vol. 175, 1596-1608, 2006. (SCI, EI)
  70. Shi Jingtao, Wu Zhen, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, Acta Automatica Sinica, Vol. 32, No. 2, 161-169, 2006. (EI)
  71. Wu Zhen, Yu Zhiyong, Linear Quadratic Nonzero-Sum Differential Games with Random Jumps, App. Math.Mech. – English Edition, Vol. 26, No. 8, 1034-1039, 2005. (SCI, EI)
  72. Zhen Wu, Forward-Backward Stochastic Differential Equations, Linear Quadratic Stochastic Optimal Control and Nonzero Sum Differential Games, J. Sys. Sci. Complex., Vol. 18, No. 2, 179-192, 2005.
  73. Wu Zhen, Forward-Backward Stochastic Differential Equations with Stopping Time, Acta Mathematica Scientia, Ser. B, Vol. 24, No. 1, 91-99, 2004. (SCI)
  74. Wu Zhen, Yu Zhiyong, Fully Coupled Forward-Backward Stochastic Differential Equations and Related Partial Differential Equations System, Chin. J. Contem. Math., Vol. 25, No. 3, 269-282, 2004.
  75. Zhen Wu, Fully Coupled FBSDE with Brownian Motion and Poisson Process in Stopping Time Duration, J. Aust. Math. Soc., Vol. 74, 249-266, 2003. (SCI)
  76. Wu Zhen, Wei Gang, One Kind of Optimal International Security Investment Portfolio and Consumption Choice Problem, Acta Automatica Sinica, Vol. 29, No. 5, 673-680, 2003. (EI)
  77. Bellalah M., Zhen Wu, A Model for Market Closure and International Portfolio Management within Incomplete Information, Inter. J. Theo. Appl. Finance, Vol.5, No.5, 479-495, 2002.
  78. Bellalah M., Zhen Wu, Corporate International Investment and Diversification, Finance India, Vol. 16, No. 3, 977-989, 2002.
  79. Shige Peng, Zhen Wu, Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control, SIAM. J. Control Optim. , Vol. 37, No.3, 825-843, 1999. (SCI, EI)
  80. Zhen Wu, The Comparison Theorem of FBSDE, Stat. Proba. Lett., Vol. 44, 1-6, 1999. (SCI)
  81. S. Hamadene, J-P. Lepeltier, Zhen Wu, Infinite Horizon Reflected Backward Stochastic Differential Equation and Applications in Mixed Control and Game Problems, Proba. Math. Stat., Vol. 19, 211- 234, 1999.
  82. Wu Zhen, Forward-Backward Stochastic Differential Equations with Brownian Motion and Poisson Process, Acta Mathematicae Applicatae Sinica, Vol. 15, No.4, 433-443, 1999.
  83. Wu Zhen, Maximum Principle for Optimal Control Problem of Fully Coupled Forward-Backward Stochastic Systems, Systems Sci. Math. Sci. Vol. 11, No.3, 249-259, 1998.
  84. Wu Zhen, Adapted Solution of Generalized Forward- Backward Stochastic Differential Equations and Its Dependence on Parameters, Chin. J. Contem. Math., Vol. 19, No. 1, 9-18, 1998.
  85. Wu Zhen, Xu Wensheng, A Direct Method in Optimal Portfolio and Consumption Choice, Appl. Math-JCU. Vol.11, Ser. B, 349-354, 1996.
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