陈晓珊个人简历
基本资料
姓名：
陈晓珊
性别：
女
学位：
博士
职称：
副教授
研究领域：
金融数学，随机控制，自由边界问题
联系方式：
xschen@m.scnu.edu.cn

工作经历
2019/01-至今，华南师范大学，数学科学学院，副教授
2015/06-2019/01，华南师范大学，数学科学学院，讲师
2013/09-2014/08，美国韦恩州立大学，数学系，博士后
2012/07-2013/09，香港城市大学，数学系，博士后
2011/07-2011/08，香港城市大学，数学系，研究助理

科研论文
1.Xiaoshan Chen，Fahuai Yi，and Lihe Wang，American lookback option with fixed strike price 2-D parabolic variational inequality，J. Differential Equations, 251 (2011), 3063--3089. (SCI)
2. Xiaoshan Chen, Yingshan Chen, and Fahuai Yi，Parabolic variational inequality with parameter and gradient constraints，J. Math. Anal. Appl., 385(2012), 928--946.(SCI)
3. Xiaoshan Chen，and Fahuai Yi，A problem of singular stochastic control with discretionary stopping in finite horizon，SIAM J. Control Optim., 50 (2012), 2151--2172.(SCI)
4. Xiaoshan Chen，Qingshuo Song, Fahuai Yi，and George Yin，Characterization of stochastic control with optimal stopping in a sobolev space，Automatica, 49(2013), 1654--1662.(SCI)
5. Xiaoshan Chen，Fahuai Yi，Investment,consumption and hedging with lump-sum payoff in finite horizon under incomplete market, Applicable Analysis, 93(2014), 583--590. (SCI)
6. Xiaoshan Chen，Fahuai Yi，Free boundary problem of Barenblatt equation arising from stochastic control，Discrete and Continuous Dynamical Systems - Series B，21(2016),1421--1434. (SCI)
7. Xiaoshan Chen, Yu-Jui Huang, Qingshuo Song, Chao Zhu, Thestochastic solution to a Cauchy problem for degenerate parabolic equations, Journalof Mathematical Analysis and Applications, 451(2017), 448—472. (SCI)
8.Xiaoshan Chen, Xun Li, Fahuai Yi, Optimal stopping investment with Non-smooth utility over an infinite time horizon, Journal of Industrial and Management Optimization, 15(2019),81-96.(SCI)
9.Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, George Yin, Properties of switching jump diffusions: Maximum Principle and Harnack Inequlities, Bernoulli, 25(2019),1045—1075.(SCI)
10.Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, George Yin,Recurrence and ergodicity for a class of Regime-switching jump diffusions, Applied Mathematics and Optimization, 80(2019),415-445.（SCI）