易法槐个人简历
基本资料
姓名：
易法槐
英文名：
Fahuai Yi
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：
Fahuai Yi, email: fhyi@scnu.edu.cn

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.
17. 12.02 -- 12.03 香港理工大学数学系.
18. 15.02 -- 15.04 香港理工大学数学系
19. 17.02 -- 17.04 香港理工大学数学系

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(**)
(4). 2007.1--2009.12 金融数学中的自由边界问题 (**)
(5). 2010.1--2012.12 具有金融背景的自由边界问题(**)
(6). 2013.1--2016.12 金融数学中与随机控制相关的自由边界问题(**)

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(**)

3. 主持高等学校博士学科点专项科研基金项目
(1). 2007.1--2009.12 金融数学中的自由边界问题()
(2). 2013.1--2015.12 金融数学中与随机控制有关的自由边界问题(001)
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

3. 《数学分析》(三), 科学出版社, 2010.
作者: 耿 堤, 易法槐, 丁时进

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

93. Xiaoshan Chen, Xun Li and Fahuai Yi, Optimal stopping investment with non-smooth utility over an infinite horizon,
--- Journal of Industral andManagementOptimisation,, Volume 15, Number 1, January 2019, 81-96
92. Chonghu Guan, Fahuai Yi andJing Chen, Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain,
--- J. Differential Equations 266 (2019) 1245–1284
91. 马庆华，易法槐^#，管崇虎，A consumption-investment problem with constraints on minimum and maximum consumptrion rates,
--- Journal of Computational and Applied Mathematics, 338(2018), 185-198.
90. 坚雄飞，易法槐^#，Jianbo Zhang，Investment and consumption problem in finite time with consumption constraint,
--- ESAIM: Control, Optimization and Calculus of Variations, 23(2017) 1601-1615
89. 管崇虎, Xun Li，Zuo Quan Xu，易法槐^#，A stochastic control problem and related free boundary in finance，
--- Mathematical Control and Related Fields, 7(2017) pp. 563-584
88. 管崇虎, 易法槐^#, A free boundary problem arising from a stochastic optimal control model under controllable risk，
--- J. Differential Equations， 260(2016)， 4845–4870
87. 韩晓茹，易法槐^#, An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis，
--- Journal of Mathematical Analysis and Applications, 440(2016) 597–623
86. 陈晓珊，易法槐^#，Free boundary problem of Barenblatt equation arising from stochastic control,
--- Discrete and Continuous Dynamical Systems - Series B , (2016.6). V.21, No.5, 1421-1434
85. Zuo Quan Xu，易法槐，An optimal consumption-investment model with constrant on consumption,
--- Mathematical Control and Related Fields, Volume 6, Number 3, September 2016 pp. 517–534
84. Zhiqi Chen, Ke Liang, 易法槐, Non-trivial m-quasi-Einstein metrics on quadratic Lie groups,
--- Arch. Math. 106 (2016), 391–399.
83. 严慧文, 易法槐, 杨舟, Gechun Liang, Dynkin game of convertible bonds and their optimal strategy,
--- J.Math.Anal.Appl., 426(2015), 64–88
82. 韩晓茹，易法槐^#, A stochastic control model of investment, production and consumption on a finite horizon,
--- Mathematical Methods in the Applied Sciences, 38(2015) 1070–1080
81. 韩晓茹，易法槐, Equity value, bankruptcy, and optimal dividend policy with finite maturity -variational inequality approach with discontinuous coefficient,
--- Journal of Inequalities and Applications (2015) 2015:67
80. 管崇虎, 易法槐^#, The free boundary problem of American butterfly option,
--- Mathematical Methods in the Applied Sciences, 37(2014), 28-55,
79. 韩晓茹, 易法槐^#, Jianbo Zhang，Debt–equity swap with finite time horizon—variational inequality approach，
--- Journal of Mathematical Analysis and Applications, 414(2014), 296–318.
78.陈晓珊，易法槐^#，Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market,
--- Applicable Analysis, 93(2014), 583-590,
77. 管崇虎, 易法槐, A free boundary problem arising from a stochastic optimal control model with bounded dividend rate,
--- Stochastic Analysis and Applications, 32(2014), 742–760.
76. 坚雄飞, Xun Li, 易法槐^#, Optimal investment with stopping in finite Horizon,
--- Journal of Inequalities and Applications 2014, 2014:432.
75. The free boundary problem of American butterfly option,
--- MMAS, 37(2014), 48-55.
74. Characterization of stochastic control with optimal stopping in a Sobolev space
--- Automatica, 49(2013), 1654-1662.
73. A problem of singular stochastic control with optimal stopping in finite horizon,
--- SIAM J. Control Optim. 50(2012), 2151–2172.
72. Parabolic Variational Inequality with Parameter and Gradient Constraints,
--- JMAA 385(2012), 928-946.
71. American Lookback Option with Fixed Strike Price--- 2-D Parabolic Variational Inequality,
--- JDE 251(2011) 3063-3089.
70. Free Boundary Problem Concerning Pricing Convertible Bond,
--- MMAS 34(2011) 1036-1049.
69. A Variational Inequality from Pricing Convertible Bond,
--- Advances in Difference Equations, 2011(2011), Article ID 309678, 1-21.
68. A free boundary problem arising from pricing convertible bond,
--- Applicable Analysis, 89(2010) 307-323.
67. A variational inequality arising from American installment call options pricing,
--- JMAA, 357(2009) 54-68.
66. Finite horizon optimal investment and consumption with transaction costs,
--- SIAM J. Control Optim., 48(2009) 1134-1154.
65. Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem,
--- JDE, 246(2009) 1445-1469.
64. Valuation of European Installment Put Options— Variational Inequality Approach
--- Comm. Cont. Math., 11(2009) 279-307
63. Exercise boundary of American-style Asian option,
--- Appl. Math. Comp., 204(2008) 70-81.
62. Analysis of the Exercise Boundary of an American interest rate option,
--- Appl. Math. Mech., 29(2008), 409-420.
61. A variational inequality arising from European option pricing with transaction costs,
--- Science in China (Series A), 51(2008), 935-954.
60. A variational inequality arising from European installment call options pricing
--- SIAM J. Math. Anal., 40(2008), 306-326.
59. American put option with regime-switching volatility (finite time horizon)—Variational inequality approach,
--- Math. Methods Appl. Sci., 31(2008) 1461-1477.
58. A free boundary problem arising from the valuation of the Russian option (in Chinese),
--- Acta Mathematica Applicatae Sinica, 31(2008) 993-1012.
57. The fixed rate mortgages model and the free boundary problems(in Chinese),
--- Chinese Ann. Math., 29A(2008) 413-424.
56. A parabolic variational inequality arising from the valuation of American interest rate options (in Chinese)
--- Appl. Math. JCU. 23A(2008) 13-22.
55. The obstacle problem for the pricing of the fixed rate morgages (in Chinese),
--- Acta Math. Sinica, 27A(2007) 987-995.
54. Schauder theory in a wedge-shaped domain,
--- CAM 53(2007) 1107-111853.
53. An one-dimensional two-phase free boundary problem in a angular domain,
--- Nonlinear Analysis: Real World Applications, 8(2007) 959-979.
52. A parabolic variational inequality arising from valuation of strike reset options,
--- JDE 230(2006) 481-501.
51. A parabolic variational inequality arising from valuation of fixed rate mortgages,
--- Euro. J. Appl. Math. 16(2005) 361-383.
50. Local classical solution of free boundary problem for a coupled system,
--- Acta Math. Sientia 25B(2005) 259-273.
49. Global classical solution of quasi-stationary Stefan free boundary problem,
--- Appl. Math. Comp. 160(2005) 797-817.
48. Analysis of Ginzburg-Landau models for type I superconductivity, Ginzburg-Landau Vortices,
--- Series in Contemporary Applied Mathematics, CAM5, 2004, 168-176.
47. Classical solvability and asymptotic behavior of combustion free boundary problem in multidimensional case,
--- Asymptotic Analysis 38(2004) 187-199.
46. One dimensional combustion free boundary problem,
--- Glasgow Math. J. 46(2004) 63-75.
45. Large phase shift of nonlocal optical spatial solutions,
--- Physics Review E, 69(2004) 016602, 1-8. (with physicists)
44. A free boundary problem in two-component system,
--- Archives of Inequalities and Applications, 1(2003) 191-206.
43. Global classical solution of Muskat free boundary problem,
--- JMAA 288(2003) 442-461.
42. A reaction-diffusion's free boundary problem,
--- Acta Mathematica Scientia 23(2003) 183-192.
41. Nonparaxially corrected solution for isodiffracting sub-cycle pulsed beam propagation in free space,
--- J. Korean Physical Soc. 42(2003) 627-630. (with physicists)
40. Global classical solution of free boundary problem for a coupled system,
--- Appl. Math. J. Chinese Univ. 18 B(2003) 35-44.
39. Free-space ultrashort pulsed beam propagation beyond the paraxial approximation,
--- J. Korean Physical Soc. 41 (2002) 706-709. (with physicists)
38. A free boundary problem with nonlocal condition,
--- Journal of South China Normal University (2002)1-6.
37. Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition,
--- Journal of Differential Equations 183 (2002)189-207.
36. Singular perturbation for a variational inequality,
--- Appl. Math. J. Chinese Univ. 16(2001) 61-67.
35. On a three-dimensional free boundary problem in superconductivity involving mean curvature,
--- Proceedings of the Royal society of Edinburgh 131 A(2001) 205-224.
34. Global existence and uniqueness for a hyperbolic system with free boundary,
--- Discrete and Continuous Dynamics Systems, A 7(2001) 765—780.
33. 3-D superconduter free boundary problem envolving mean curvature and kinetic undercooling,
--- Luso-Chinese Symposium on Nonlinear Evolution Equations and their Applications,1999, World Scientific
32. On a parabolic system with time derivative in boundary conditions and related free boundary problem,
--- Math. Annalen 315(1999) 61-95.
31. Vanishing specific heat for classical solution of a multidimentional Stefan problem with kinetic condition
--- Quart. Appl. Math. LVII(1999) 661-672.
30. Stefan problem with convection,
--- Appl. Math. Comp. 95(1998) 138-154.
29. A superconductor free boundary problem evolved temperature filed,
--- Soochow J. Math. 24(1998) 183-199.
28. Free boundary problem for a viscous compressible flow associated with oxidation of silicon,
--- Acta Math. Sinica 14(1998) 113-120.
27. A free boundary problem of type-I superconductivity,
--- Acta Math. Appl. Sinica, 14(1998) 48-57.
26. The optimal control for the boundary flux to the continuous casting problem,
--- Portugaliae Mathematic 54(1997) 363-379.
25. Muskat problem with surface tension at the free boundary,
--- Journal PDE. 10(1997) 213-231.
24. Asymptotic behavior of the solution of supercooled Stefan problem,
--- Proceedings of the Royal society of Edinburgh,127 A(1997) 181-190.
23. Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem,
--- Science in China (Series A), 40(1997) 151-162.
22. A bidimensional evolutionary Boussinesq-Stefan problem with extraction,
--- Acta math. Scienria, 17(1997) 22-34.
21. Mathematical model and its optical control to the continuous casting problem,
--- Proceedings of nineth national steel conference,1996.
20. On Muskat problem,
--- Variational Problems and related Toics, Kyoto University, Kyoto Japan,1996.
19. The classical Verigin problem as the limit case of the Verigin problem with surface tension at free boundary,
--- Appl. Math. JCU. 11 B(1996) 307-322.
18. Existence, uniqueness and regularity of classical soluyions of the Mullins-Sekerka problem,
--- Commun. PDE, 21(1996) 1705-1727.
17. Classical solution of quasi-stationary Stefan problem,
--- Chinese Annals Math., 17 B(1996 ) 175-186.
16. A note on the local classical solution of a two-dimensional superconductor free boundary problem,
--- Euro. J. Appl. Math. 7(1996) 113-118.
15. Local classical solution of Muskat free boundary problem,
--- Journal of P.D.E. 9(1996) 84-96.
14. A PDE problem arising from calculation of the model for continuous casting of steel,
--- Appl. Math. JCU. 10 B(1995) 1-10.
13. On Stefan problem with prescribed convection,
--- Acta Mathematica Scientia, 14(1994) 154-166.
12. Free boundary problem arising in oil production,
--- Meccanica, 28(1993) 111-115.
11. Regularity of the free boundary of a continuous castings problem,
--- Nonlinear Analysis,T. M. & A. 21(1993) 425-439.
10. Local classical solution of a free boundary problem arising in a dissolution-growth process,
--- Nonlinear Partial Differential Equations. Eds. G. Dong & F. Lin, Int. Acad. Pub., (1993) 284-301.
9. Numerical simulation for the process of continuous casting of steel,
--- Research Report of Suzhou University, 1992.
8. On a two-phase continuous casting Stefan problem with nonlinear flux,
--- Euro. J. Appl. Math. 1(1990) 259-278.
7. The uniqueness of steady-state solution for two-phase continuous casting problem,
--- Journal of P.D.E. 2 (1989) 90-96
6. An evolutionary continuous casting problem of two phases and its periodic behavior,
--- Journal of P.D.E. 2(1989) 7-22.
5. The uniqueness of solutions for a kind of nonlinear hyperbolic equation,
--- Journal of Engineering Math. 5(1988) 99-101.
4. The smoothness of the solution of second order differential equation with nonnegative characteristics,
--- Journal of Xi'an Jiaotong University 22(1988) 109-116.
3. The smoothness of solution for hyperbolic equation with Hormander type,
--- Journal of Engineering Math. 4(1987) 108-112.
2. A Mathematical model for the gas flow in a coal seam and its theoretical analysis,
--- Appl. Math. JCU 2 (1987 ) 388-399.
1. The smoothness of solution of a filtration equation,
--- Shanxi Mining College Learned Journal 3 (1983) 106-110.


APPENDIX: Files for graduate students in mathematical finance




(1). Stefan problem
(2). American put option
(3). Degenerate parabolic equation
(4). A priori estimates
(5). Convertible bond
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
游记
1. 欧洲大陆

2. 英国，爱尔兰
2. 澳大利亚