尹居良博士生导师



通讯地址：广东省广州市大学城外环西路230号经济与统计学院统计学系
电子邮箱：yin_juliang@hotmail.com
系 所：统计学系

个人简历
经济与统计学院副院长，理学博士，教授，博士生导师；广州大学 “****”****（2017年）；澳大利亚Deakin大学荣誉教授（2011年）；广东省高校“千百十工程”第四批培养对象（2006年）；担任《应用数学学报》、《系统科学与数学》、《系统工程理论与实践》等国内学术杂志以及《IEEE：TAC》、《JMAA》、《AUTOMATICA》、《SPA》、《SPL》等国际学术杂志的匿名审稿人。长期致力于随机分析与控制、数理金融与保险精算、时间序列分析等领域的研究。已经正式发表学术论文40余篇，其中在国际SCI和SSCI学术杂志《AUTOMATICA 》、《JMAA》、《AMC》、《SCL》等发表论文21篇，有2篇入选ESI (Essential Science Indicators)高被引论文。

研究方向
1.数理金融与保险精算
2.随机分析与随机控制
3.扩散过程的统计推断


教学方向
1.概率论与数理统计
2.数理金融
3.精算数学

科研奖励
1. 2007年获广东省第六次统计科研优秀成果论文类一等奖。
2. 2008获第九届全国统计科学研究优秀成果课题论文类三等奖。


科研项目（主持）
1.2016年-2019年, “随机系统的滞留时间和有限时间内滞留概率分析与区域目标控制”, 国家自然科学基金委员会, 编号: **, 58.3万元。
2.2012年--2015年, “随机非线性系统的有限时间稳定性及稳定化设计”, 国家自然科学基金委员会, 编号: **, 50万元。
3.2010年-2012年, “期权与变额寿险定价的蒙特卡洛数值方法研究”, 广东省自然科学基金管理委员会，编号: 10**0042, 5万。
4. 2005年-2006年, “跳跃－扩散型倒向随机微分方程及其应用”, 广东省自然科学基金管理委员会，编号: , 2万。


发表论文 (2007-2017)
1. J. Yin, S. Khoo and Z. Man, Finite-time Stability Theorems of Homogeneous Stochastic Systems , Systems & Control Letters , 100,6-13，2017.
2. J. Yin, D. Ding, Z. Liu and S. Khoo, Some Properties of Finite-time Stable Stochastic Nonlinear Systems, Applied Mathematics and Computation, 259(4), 686-696, 2015.
3. J. Yin, Asymptotic stability in probability and stabilization for a class of discrete-time stochastic systems, Int. J. Robust. Nonlinear Control, 25, 2803-2815, 2015.
4. J. Yin and S.Khoo, Continuous Finite-time State Feedback Stabilizers for
Some Nonlinear Stochastic Systems, Int. J. Robust. Nonlinear Control, 25， 1581-1600, 2014.
5. 邹力,尹居良: Euler-Maruyama Numerical Solutions of Highly Sensitive Mean-Reverting Stochastic Differential Equations with Markovian Switching and Applications in Finance,《中山大学学报（自然科学版）》, 54(3), 60-27, 2015.
6. J. Yin, W. Wang, Z. Man and S. Khoo, Modeling and Analysis of Gear Tooth Crack Growth under Variable-amplitude Loading, Mechanical Systems and Signal Processing, 40(1), 105-113, 2013.
7. J. Yin, W. Wang, Z. Man and S. Khoo, Statistical Modeling of Gear Vibration Signals and Its Application to Detecting and Diagnosing Gear Faults, Information Sciences, 259, 295-303, 2013.
8. S. Khoo, J. Yin, Z. Man and X. Yu, Finite-time stabilization of stochastic nonlinear systems in strict-feedback form, Automatica, 49, 1403-1410, 2013.
9. Z. Man, W. Wang, S. Khoo and J. Yin, Optimal sinusoidal modeling of gear mesh vibration signals for gear diagnosis and prognosis, Mechanical Systems and Signal Processing, 33, 256-274, 2012.
10. J. Yin, Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty，Bulletin des Sciences Mathématiques, 136(6), 709-729, 2012.
11. J. Yin, S. Khoo, Z. Man and X. Yu, Finite-time stability and instability of stochastic nonlinear systems, Automatica, 47, 2671-2677, 2011.
12. J. Yin, Forward-backward SDEs with a random terminal time and applications to pricing special European-type options for a large investor, Bulletin des Sciences Mathématiques, 135, 883-895, 2011.
13. J. Yin and S. Khoo, Comments on “Finite-time stability theorem of stochastic nonlinear systems”, Automatica, 46, 2105-2108, 2011.
14. J. Yin, Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Ito diffusion type, Bulletin des Sciences Mathématiques, 134(8), 799-815, 2010.
15. J. Yin, X. Mao and F. Wu, Generalized stochastic delay Lotka-Voterra systems, Stochastic Models, 25(3), 436-454, 2009.
16. F. Wu, X. Mao and J. Yin, Uncertainty and economic growth in a stochastic R&D model, Economic Modelling, 25, 1306-1317, 2008.
17. J. Yin, On solutions of a class of infinite horizon FBSDEs, Statistics Probability Letters, 78(15), 2412-2419, 2008.
18. J. Yin and X. Mao, The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications, Journal of Mathematical Analysis and Applications, 346(2), 345-358, 2008.
19. 尹居良, 司徒荣: On solutions and comparison theorems of infinite horizon forward-backward stochastic differential equations with Poisson jumps,《中山大学学报（自然科学版）》47(1), 5-8, 2008.
20. J. Yin and Y. Wang, Hilbert Space-Valued Forward-Backward Stochastic Differential Equations with Poisson Jumps and Applications, Journal of Mathematical Analysis and Applications,328(1), 438-451, 2007.