姓名：易法槐240){this.width*=240/this.height;this.height=240;}">
英文名字：FahuaiYi
性别：男
出生年月：1948年7月
学位：博士(浙江大学),硕士(南开大学)
职称：教授，应用数学专业博士生导师
研究领域：非线性偏微分方程及其在金融数学中的应用
联系方式：FahuaiYi,email:fhyi@scnu.edu.cn,020-85216655转8214(O)
工作经历：
1.85.1--89.2西安交通大学数学系
2.89.3--99.12苏州大学数学系
3.2000.1---华南师大数学系

4.90.6--90.7加拿大，蒙特利尔大学.
5.91.3--91.6美国，明尼苏达大学.
6.93.4--93.10德国，波恩大学.
7.96.1.14--96.2.24德国，波恩大学.
8.96.3--96.8香港，香港理工大学.
9.97.11--98.2葡萄牙，里斯本大学数学研究中心.
10.98.10--99.1香港，香港城市大学.
11.01.5--01.6,香港中文大学数学研究所.
12.02.09--02.11同济大学数学研究所.
11.03.06--03.07同济大学数学研究所.
12.04.05--04.06美国IOMA大学数学系.
13.05.08--05.09新加坡国立大学大学数学系.
14.06.12--06.12新加坡国立大学大学数学系.
15.08.11--08.12香港中文大学数学研究所.
16.09.01--09.02新加坡国立大学大学数学系.
科研成果：
1.主持国家自然科学基金项目
(1).1995.1--1997.12非线性偏微分方程的古典解存在性
(2).2001.1--2003.12微局部分析与中心流形理论在非线性偏微分方程中的应用
(3).2004.1--2006.12自由边界问题的解的渐近分析(10371045)
(4).2007.1--2009.12金融数学中的自由边界问题(10671075)
(5).2010.1--2012.12具有金融背景的自由边界问题(10971073)
(6).2013.1--2016.12金融数学中与随机控制相关的自由边界问题(11271143)

2.主持省自然科学基金项目
(1).1995.1--1997.12超导的数学理论及其应用
(2).1999.1--2001.12连续铸钢的数学理论,数值模拟及其应用
(3).2001.1--2003.12数学物理中的非线性偏微分方程与变分问题
(4).2006.1--2007.12非线性偏微分方程及其在金融数学中的应用(5005930)

3.主持高等学校博士学科点专项科研基金项目
2007.1--2009.12金融数学中的自由边界问题(20060574002)


出版教材：
1.《数学分析习题课讲义》(上下册),高等教育出版社,2003(上册),2004(下册).
作者:谢惠民,恽自求,易法槐,钱定边

2.《数学物理方程讲义》(第三版),高等教育出版社,2007
作者:姜礼尚,陈亚浙,刘西垣,易法槐

主要奖项:
1.华南师范大学师德标兵,2007
2.华南师范大学教学名师,2008
3.广东省教育系统优秀共产党员,2008
4.南粤优秀教师,2009
5.广东省五一劳动奖章,2010


科研论文：
73.Aproblemofsingularstochasticcontrolwithoptimalstoppinginfinitehorizon,
---SIAMJ.ControlOptim.50(2012),2151–2172.
72.ParabolicVariationalInequalitywithParameterandGradientConstraints,
---JMAA385(2012),928-946.
71.AmericanLookbackOptionwithFixedStrikePrice---2-DParabolicVariationalInequality,
---JDE251(2011)3063-3089.
70.FreeBoundaryProblemConcerningPricingConvertibleBond,
---MMAS34(2011)1036-1049.
69.AVariationalInequalityfromPricingConvertibleBond,
---AdvancesinDifferenceEquations,2011(2011),ArticleID309678,1-21.
68.Afreeboundaryproblemarisingfrompricingconvertiblebond,
---ApplicableAnalysis,89(2010)307-323.
67.AvariationalinequalityarisingfromAmericaninstallmentcalloptionspricing,
---JMAA,357(2009)54-68
66.Finitehorizonoptimalinvestmentandconsumptionwithtransactioncosts,
---SIAMJ.ControlOptim.,48(2009)1134-1154.
65.Finite-horizonoptimalinvestmentwithtransactioncosts:aparabolicdoubleobstacleproblem,
---JDE,246(2009)1445-1469.
64.ValuationofEuropeanInstallmentPutOptions—VariationalInequalityApproach
---Comm.Cont.Math.,11(2009)279-307
63.ExerciseboundaryofAmerican-styleAsianoption,
---Appl.Math.Comp.,204(2008)70-81.
62.AnalysisoftheExerciseBoundaryofanAmericaninterestrateoption,
---Appl.Math.Mech.,29(2008),409-420
61.AvariationalinequalityarisingfromEuropeanoptionpricingwithtransactioncosts,
---ScienceinChina(SeriesA),51(2008),935-954
60.AvariationalinequalityarisingfromEuropeaninstallmentcalloptionspricing
---SIAMJ.Math.Anal.,40(2008),306-326
59.Americanputoptionwithregime-switchingvolatility(finitetimehorizon)—Variationalinequalityapproach,
---Math.MethodsAppl.Sci.,31(2008)1461-1477.
58.AfreeboundaryproblemarisingfromthevaluationoftheRussianoption(inChinese),
---ActaMathematicaApplicataeSinica,31(2008)993-1012.
57.Thefixedratemortgagesmodelandthefreeboundaryproblems(inChinese),
---ChineseAnn.Math.,29A(2008)413-424.
56.AparabolicvariationalinequalityarisingfromthevaluationofAmericaninterestrateoptions(inChinese)
---Appl.Math.JCU.23A(2008)13-22.
55.Theobstacleproblemforthepricingofthefixedratemorgages(inChinese),
---ActaMath.Sinica,27A(2007)987-995.
54.Schaudertheoryinawedge-shapeddomain,
---CAM53(2007)1107-1118.
53.Anone-dimensionaltwo-phasefreeboundaryprobleminaangulardomain,
---NonlinearAnalysis:RealWorldApplications,8(2007)959-979.
52.Aparabolicvariationalinequalityarisingfromvaluationofstrikeresetoptions,
---JDE230(2006)481-501.
51.Aparabolicvariationalinequalityarisingfromvaluationoffixedratemortgages,
---Euro.J.Appl.Math.16(2005)361-383.
50.Localclassicalsolutionoffreeboundaryproblemforacoupledsystem,
---ActaMath.Sientia25B(2005)259-273.
49.Globalclassicalsolutionofquasi-stationaryStefanfreeboundaryproblem,
---Appl.Math.Comp.160(2005)797-817.
48.AnalysisofGinzburg-LandaumodelsfortypeIsuperconductivity,Ginzburg-LandauVortices,
---SeriesinContemporaryAppliedMathematics,CAM5,2004,168-176.
47.Classicalsolvabilityandasymptoticbehaviorofcombustionfreeboundaryprobleminmultidimensionalcase,
---AsymptoticAnalysis38(2004)187-199.
46.Onedimensionalcombustionfreeboundaryproblem,
---GlasgowMath.J.46(2004)63-75.
45.Largephaseshiftofnonlocalopticalspatialsolutions,
---PhysicsReviewE,69(2004)016602,1-8.(withphysicists)
44.Afreeboundaryproblemintwo-componentsystem,
---ArchivesofInequalitiesandApplications,1(2003)191-206
43.GlobalclassicalsolutionofMuskatfreeboundaryproblem,
---JMAA288(2003)442-461.
42.Areaction-diffusion'sfreeboundaryproblem,
---ActaMathematicaScientia23(2003)183-192.
41.Nonparaxiallycorrectedsolutionforisodiffractingsub-cyclepulsedbeampropagationinfreespace,
---J.KoreanPhysicalSoc.42(2003)627-630.(withphysicists)
40.Globalclassicalsolutionoffreeboundaryproblemforacoupledsystem,
---Appl.Math.J.ChineseUniv.18B(2003)35-44.
39.Free-spaceultrashortpulsedbeampropagationbeyondtheparaxialapproximation,
---J.KoreanPhysicalSoc.41(2002)706-709.(withphysicists)
38.Afreeboundaryproblemwithnonlocalcondition,
---JournalofSouthChinaNormalUniversity(2002)1-6.
37.Two-phaseStefanproblemasthelimitcaseoftwo-phaseStefanproblemwithkineticcondition,
---JournalofDifferentialEquations183(2002)189-207.
36.Singularperturbationforavariationalinequality,
---Appl.Math.J.ChineseUniv.16(2001)61-67.
35.Onathree-dimensionalfreeboundaryprobleminsuperconductivityinvolvingmeancurvature,
---ProceedingsoftheRoyalsocietyofEdinburgh131A(2001)205-224.
34.Globalexistenceanduniquenessforahyperbolicsystemwithfreeboundary,
---DiscreteandContinuousDynamicsSystems,A7(2001)765—780.
33.3-Dsuperconduterfreeboundaryproblemenvolvingmeancurvatureandkineticundercooling,
---Luso-ChineseSymposiumonNonlinearEvolutionEquationsandtheirApplications,1999,WorldScientific
32.Onaparabolicsystemwithtimederivativeinboundaryconditionsandrelatedfreeboundaryproblem,
---Math.Annalen315(1999)61-95.
31.VanishingspecificheatforclassicalsolutionofamultidimentionalStefanproblemwithkineticcondition
---Quart.Appl.Math.LVII(1999)661-672.
30.Stefanproblemwithconvection,
---Appl.Math.Comp.95(1998)138-154.
29.Asuperconductorfreeboundaryproblemevolvedtemperaturefiled,
---SoochowJ.Math.24(1998)183-199.
28.Freeboundaryproblemforaviscouscompressibleflowassociatedwithoxidationofsilicon,
---ActaMath.Sinica14(1998)113-120.
27.Afreeboundaryproblemoftype-Isuperconductivity,
---ActaMath.Appl.Sinica,14(1998)48-57.
26.Theoptimalcontrolfortheboundaryfluxtothecontinuouscastingproblem,
---PortugaliaeMathematic54(1997)363-379.
25.Muskatproblemwithsurfacetensionatthefreeboundary,
---JournalPDE.10(1997)213-231.
24.AsymptoticbehaviorofthesolutionofsupercooledStefanproblem,
---ProceedingsoftheRoyalsocietyofEdinburgh,127A(1997)181-190.
23.Quasi-stationaryStefanproblemaslimitcaseofMullins-Sekerkaproblem,
---ScienceinChina(SeriesA),40(1997)151-162.
22.AbidimensionalevolutionaryBoussinesq-Stefanproblemwithextraction,
---Actamath.Scienria,17(1997)22-34.
21.Mathematicalmodelanditsopticalcontroltothecontinuouscastingproblem,
---Proceedingsofninethnationalsteelconference,1996.
20.OnMuskatproblem,
---VariationalProblemsandrelatedToics,KyotoUniversity,KyotoJapan,1996.
19.TheclassicalVeriginproblemasthelimitcaseoftheVeriginproblemwithsurfacetensionatfreeboundary,
---Appl.Math.JCU.11B(1996)307-322.
18.Existence,uniquenessandregularityofclassicalsoluyionsoftheMullins-Sekerkaproblem,
---Commun.PDE,21(1996)1705-1727.
17.Classicalsolutionofquasi-stationaryStefanproblem,
---ChineseAnnalsMath.,17B(1996)175-186.
16.Anoteonthelocalclassicalsolutionofatwo-dimensionalsuperconductorfreeboundaryproblem,
---Euro.J.Appl.Math.7(1996)113-118.
15.LocalclassicalsolutionofMuskatfreeboundaryproblem,
---JournalofP.D.E.9(1996)84-96.
14.APDEproblemarisingfromcalculationofthemodelforcontinuouscastingofsteel,
---Appl.Math.JCU.10B(1995)1-10.
13.OnStefanproblemwithprescribedconvection,
---ActaMathematicaScientia,14(1994)154-166.
12.Freeboundaryproblemarisinginoilproduction,
---Meccanica,28(1993)111-115.
11.Regularityofthefreeboundaryofacontinuouscastingsproblem,
---NonlinearAnalysis,T.M.&A.21(1993)425-439.
10.Localclassicalsolutionofafreeboundaryproblemarisinginadissolution-growthprocess,
---NonlinearPartialDifferentialEquations.Eds.G.Dong&F.Lin,Int.Acad.Pub.,(1993)284-301.
9.Numericalsimulationfortheprocessofcontinuouscastingofsteel,
---ResearchReportofSuzhouUniversity,1992.
8.Onatwo-phasecontinuouscastingStefanproblemwithnonlinearflux,
---Euro.J.Appl.Math.1(1990)259-278.
7.Theuniquenessofsteady-statesolutionfortwo-phasecontinuouscastingproblem,
---JournalofP.D.E.2(1989)90-96
6.Anevolutionarycontinuouscastingproblemoftwophasesanditsperiodicbehavior,
---JournalofP.D.E.2(1989)7-22.
5.Theuniquenessofsolutionsforakindofnonlinearhyperbolicequation,
---JournalofEngineeringMath.5(1988)99-101.
4.Thesmoothnessofthesolutionofsecondorderdifferentialequationwithnonnegativecharacteristics,
---JournalofXi'anJiaotongUniversity22(1988)109-116.
3.ThesmoothnessofsolutionforhyperbolicequationwithHormandertype,
---JournalofEngineeringMath.4(1987)108-112.
2.AMathematicalmodelforthegasflowinacoalseamanditstheoreticalanalysis,
---Appl.Math.JCU2(1987)388-399.
1.Thesmoothnessofsolutionofafiltrationequation,
---ShanxiMiningCollegeLearnedJournal3(1983)106-110.


APPENDIX:Filesforgraduatestudentsinmathematicalfinance
(1).Stefanproblem
(2).Americanputoption
(3).Degenerateparabolicequation
(4).Aprioriestimates
(5).Convertiblebond


热传导方程1
热传导方程2
热传导方程3
热传导方程4
习题解答
热传导方程5
热传导方程6
热传导方程7
热传导方程8
热传导方程9

位势方程1,2,3

抛物方程1
抛物方程2
抛物方程3
抛物方程4
抛物方程5
抛物方程6
抛物方程7,8
抛物方程9
抛物方程10
抛物方程11
抛物方程12
抛物方程13
抛物方程14
抛物方程15
先验估计

正态总体参数的区间估计
7.1
双侧检验
7.2
7.3
7.4