林 乾 金融学助理教授 武汉大学 Email: linqian@whu.edu.cn 博士, 法国西布列塔尼大学, (02/2009 -- 01/2012) 博士, 山东大学, (09/2006 -- 06/2012) 学士, 中国矿业大学, (09/2002 - 07/2006)

教学和研究领域  

  教学课程：高级金融理论、随机过程、资产定价、金融经济学  

  研究领域：金融数学与金融工程  

学术经历  

  金融学助理教授，武汉大学，2014年9月—至今  

  博士后，德国比勒费尔德大学，2012年9月—2014年8月  

主要论文及书籍（近五年或过去十年较有社会影响力的）  

国际期刊论文  

·           Q. Lin, Nash equilibrium payoffs for stochastic differential games with two reflecting barriers, Advances in Applied Probability 47 (2015) 355-377.  

·           Q. Lin, Nash equilibrium payoffs for stochastic differential games with reflection, ESAIM: Control, Optimisation and Calculus of Variations 19 (2013) 1189--1208.

·           Q. Lin, General martingale characterization of G-Brownian motion, Stochastic Analysis and Applications 31 (2013) 1024--1048.

·           Q. Lin, Differentiability of stochastic differential equations driven by the G-Brownian motion, Science China Mathematics 56 (2013) 1087--1107.

·           Q. Lin, Some properties of stochastic differential equations driven by the G-Brownian motion, Acta Mathematica Sinica, English Series 29 (2013) 923--942.  

·           Q. Lin, Local time and Tanaka formula for the G-Brownian motion, Journal of Mathematical Analysis and Applications 398 (2013) 315--334.

·           Q. Lin, A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals, Stochastic Processes and their Applications 122 (2012) 357--385.

·           Q. Lin, Backward doubly stochastic differential equations with weak assumptions on the coefficients, Applied Mathematics and Computation 217 (2011) 9322--9333.

·           Q. Lin, Z. Wu, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, Acta Mathematicae Applicatae Sinica, English Series 27 (2011) 223--232.

·            Q. Lin, The Tychonoff uniqueness theorem for the G-heat equation, Science China Mathematics 54 (2011) 463--468.

·           Q. Lin, A generalized existence theorem of backward doubly stochastic differential equations, Acta Mathematica Sinica, English Series 26 (2010) 1525--1534.

·           Q. Lin, A class of backward doubly stochastic differential equations with non-Lipschitz coefficients, Statistics and Probability Letters 79 (2009) 2223--2229.  

专业组织会员与资格证  

  中国准精算师，2008年4月