吴臻男，1971年生；****、国家杰出青年基金获得者；教授、博士生导师。

联系方式E-mail: wuzhen@sdu.edu.cnwuzhensdu@gmail.com办公电话： (86)**传真： (86)**通讯地址： 中国济南 山大南路27号 山东大学数学学院（250100）英文主页(English Version)：http://www.maths.sdu.edu.cn/teachers/zhen_wu/工作经历2010.9—至今，山东大学泰山学堂副院长2004.6—至今，山东大学数学学院，博士生导师2002.9—至今，山东大学数学学院，教授2001.9—至今，山东大学数学学院，副院长1999.9—2002.9，山东大学数学与系统科学学院，副教授1998.11—1999.11，法国Maine大学数学系，博士后1997.7—1999.9，山东大学数学与系统科学学院，讲师学习经历1994.9—1997.7，山东大学数学与系统科学学院，应用数学专业，博士学位1991.9—1994.7，山东大学数学系，运筹学与控制论专业，硕士学位1987.9—1991.7，山东大学数学系，控制科学专业，学士学位讲授课程本科生课程：高等数学，概率论，数理统计，随机过程，金融数学，最优控制研究生课程：概率论与随机过程，随机分析，现代控制理论，现代优化理论，随机控制及其应用，不确定投资学，衍生证券理论，金融市场中的随机最优控制组合理论教研成果2009.9 金融数学高级人才培养体系的创建与实践，国家教学成果二等奖，第三位2009.5 金融数学高级人才培养体系的构建与创新实践，山东省优秀教学成果一等奖，第三位2009.5 大学生数学能力提高与创新型人才培养实践，山东省优秀教学成果二等奖，首位2005.9 大学数学课程体系改革与立体化教材建设，国家教学成果二等奖， 第二位2005.2 大学数学课程体系改革与立体化教材建设，山东省优秀教学成果一等奖，第二位编写教材吴臻主编，大学数学学习指南 – 微积分，线性代数，概率论与数理统计，复变函数与积分变换，山东大学出版社，2004.吴臻副主编，大学数学教程 – 微积分，线性代数，概率论与数理统计，复变函数与积分变换，高等教育出版社，2003.主要学术兼职2015—至今，国际SCI学术期刊SIAM Journal on Control and Optimization编委2014—至今，国际SCI学术期刊Statistics & Probability Letters编委2012—至今，中国数学会，理事2011—2016，国际理论物理中心(ICTP, 意大利)，合作研究员2010—至今，中国概率统计学会，常务理事2008—至今，山东省人民政府金融工作办公室，咨询专家2008—至今，山东省数学会，副理事长2008—至今，山东省自动化学会，常务理事2004—2008，EI学术期刊《控制理论与应用》，编委2003—2007，中国自动化学会控制理论专业委员会，委员2000—2005，国际理论物理中心(ICTP, 意大利)，青年合作研究员研究领域随机控制，正倒向随机微分方程，微分对策，金融数学

访问经历2011.7 中英随机分析及相关领域学术会议（英国 Loughborough大学）组织委员会成员及邀请报告2011.6 第六届国际倒向随机微分方程及应用学术会议（美国South California大学）邀请报告2010.12 国际应用统计和金融数学学术会议（香港理工大学）邀请报告2010.10 第九届全国概率统计会议（天津南开大学）邀请报告2010.9 美国Georgia大学邀请报告2010.7—2010.9 美国South California大学（USC, Los Angeles）学术访问并邀请报告2010年6月 国际应用分析学术会议（上海）邀请报告2010年5月 随机分析及相关领域中德会议（北京）邀请报告2010年4月 法国国家信息与自动化研究院（INRIA-IRISA, Rennes）邀请报告2010.3 国际随机控制与金融数学学术研讨会（法国Roscoff）邀请报告2009.5 香港国际工程与计算数学会议邀请报告2009.4 中国数学会2009年年会（厦门）邀请报告2008.9 法-中概率国际学术会议（法国Marseille）邀请报告2008.8—2008.9 英国Loughborough大学数学系访问教授并两场学术报告2008.6 第五届国际倒向随机微分方程及应用会议（法国Le Mans）邀请报告2008.6 IMS-China 统计与概率学术会议（中国杭州）邀请报告2008.4 随机分析及相关领域国际会议（中国武汉）邀请报告2007.7—2007.9 意大利联合国教科文组织国际理论物理中心（ICTP）访问2007.5 法国Cergy-Pontoise大学经济系访问教授2006.10 韩国Changwon大学学术报告2006.5 法国Maine大学数学系访问教授2005.12 法国Maine大学数学系访问教授2005.8—2005.9 意大利联合国教科文组织国际理论物理中心（ICTP）访问2004.9—2004.12 香港中文大学访问2004.6—2004.8 意大利联合国教科文组织国际理论物理中心（ICTP）访问2003.10—2003.11 法国Cergy-Pontoise大学经济系访问教授2002.8 世界数学家大会卫星会议（威海）“倒向随机微分方程及应用” 邀请报告2002.5 法国Maine 大学学术报告2002.4—2002.5 法国Cergy-Pontoise大学经济系访问教授2001.7—2001.9 意大利联合国教科文组织国际理论物理中心（ICTP）访问2001.2—2001.5 香港浸会大学数学系客座研究学者；2000.7—2000.9 香港浸会大学数学系客座研究学者2000.1 法国Maine 大学参加国际金融会议并访问1999.6 法国Toulouse第三大学学术报告1999.3 法国Evry大学学术报告1998.10—1999.10 法国Maine大学数学系博士后科研奖励2010.9 入选山东大学第二届“我心目中的好导师”2009.12 入选山东省有突出贡献的中青年专家2008.5 第八届山东省青年科技奖2007.12 第五届中国科协期刊优秀学术论文奖2005.12 山东省优秀青年知识分子2004.12 霍英东教育基金会高校青年教师基金奖励2002.12 山东省教育厅科技进步二等奖，独立2000.3 山东省首届优秀博士论文奖科研项目2012.1—2015.12 随机最优控制和正倒向随机微分方程理论及其应用，国家自然科学杰出青年基金，独立2012.1—2015.12 带马尔科夫链的正倒向随机最优控制理论及其应用，国家自然科学面上基金，负责人2008.12—2011.12 随机最优控制和正倒向随机微分方程及其在金融中的应用，山东省自然科学杰出青年基金，负责人2007.1—2009.12 部分可观测信息下的随机最优控制理论及应用，国家自然科学面上基金，负责人2007.1—2009.12 部分可观测信息下的正倒向随机系统最优控制问题的研究，教育部高校博士点基金，负责人2007.1—2009.12 部分可观测信息下的随机递归效用优化问题及其应用，山东省自然科学重点基金，负责人2005.1—2007.12 教育部新世纪优秀人才支持计划，独立2004.3—2007.3 随机控制和微分对策理论及其应用，霍英东教育基金会高校青年教师基金，独立2004.1—2006.12 随机最优控制理论及其在金融中的应用，国家自然科学面上基金，负责人2003.10—2006.12 随机优化理论及在金融保险中的应用，山东省优秀中青年科学家科研奖励基金，负责人2003.1—2005.12 正倒向随机微分方程、微分对策理论及其应用，教育部优秀青年教师资助计划，独立2003.1—2005.12 随机控制理论及应用，教育部高等学校博士点基金，负责人2001.1—2003.12 正倒向随机微分方程理论及其应用，国家自然科学青年基金，负责人2001.1—2003.12 随机控制和微分对策理论及其应用，国家留学回国基金，独立学术论文Lifeng Wei, Zhen Wu, Huaizhong Zhao, Sobolev Weak Solutions of the Hamilton-Jacobi-Bellman Equations, SIAM Journal on Control and Optimization, 52(3), 1499–1526, 2014. (SCI, EI)Haiyang Wang, Zhen Wu,Convertible Bonds with Higher Loan Rate: Model, Valuation, and Optimal Strategy, Abstract and Applied Analysis, 2014. (SCI)Zhen Wu, Qixia Zhang, Backward Stochastic H-2/H-infinity Control: Infinite Horizon Case, Mathematical Problems in Engineering, 2014. (SCI, EI)Haiyang Wang, Zhen Wu, Partially Observed Time-Inconsistency Recursive Optimization Problem and Application, Journal of Optimization Theory and Applications, 161(2), 664-687, 2014. (SCI)Na Li, Zhen Wu, Maximum principle for anticipated recursive stochastic optimal control problem with delay and Levy processes, Applied Mathematics-A Journal of Chinese Universities Series B, 29(1), 67-85, 2014. (SCI)Zhen Wu, A General Maximum Principle for Optimal Control of Forward-Backward Stochastic Systems,Automatica, Vol. 49, No. 5, 1473-1480, 2013.(SCI,EI)Guangchen Wang, Zhen Wu, JieXiong, Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises，SIAM Journal on Control and Optimization, Vol. 51, No. 1, 491-524，2013.(SCI, EI）Ran Tao, Zhen Wu,Qing Zhang, BSDEs with Regime Switching: Weak Convergence and Applications, Journal of Mathematical Analysis and Applications, Vol. 407, No. 1, 97-111,2013. (SCI)Li Chen, Zongyuan Huang, Zhen Wu,Pricing and hedging problem of Foreign currency option with higher borrowing rate, Journal of Systems Science and Complexity, Vol. 26, No. 3, 407-418, 2013. (SCI,EI)Huaibin Tang, Zhen Wu, Backward Stochastic Differential Equations with Markov Chains and Related Asymptotic Properties, Advances in Differential Equations, Paper ID 285, Vol. 2013, 17 pages, 2013. (SCI)Li Chen, Zhen Wu, Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem with Delayed Systems, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 18, No. 3, 1005-1026, 2012. (SCI)Ran Tao, Zhen Wu, Maximum principle for optimal control problems of forward–backward regime-switching system and applications, Systems & Control Letters, 61(9), 911–917, 2012. (SCI,EI)Jingtao Shi, Zhen Wu, Maximum Principle for Risk-sensitive Stochastic Control Problem and Applications to Finance, Stochastic Analysis and Applications, 30(6), 997-1018, 2012. (SCI)Lifeng Wei, Zhen Wu, Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem, Mathematical Problems in Engineering, Vol. 2012, Article ID 718714, 15 pages, 2012. (SCI,EI)Zhen Wu, Feng Zhang, Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls, Abstract and Applied Analysis, Vol. 2012, Article ID 709682, 16 pages, 2012. (SCI)Zhen Wu, Zhiyong.Yu，Backward Stochastic Viability and Related Properties on Z for BSDES with Applications, Journal of Systems Science and Complexity, 25(4), 675-690, 2012. (SCI,EI)Li Chen, Zhen Wu, Zhiyong.Yu，Delayed Stochastic Linear-Quadratic Control Problem and Related Applications, Journal of Applied Mathematics, Vol. 2012, Article ID 835319, 22 pages, 2012. (SCI)M.Bellalah, Shujuan Ding, Zhen Wu, Corporate Optimal Investment under Incomplete Information: A Real Option Method, The Review of Finance and Banking, 4(1), 7-14, 2012.Li Chen, Zhen Wu, A Type of General Forward-backward Stochastic Differential Equations and Applications, Chin. Ann. Math., Ser. B, 32(2), 279-292, 2011.(SCI)Qian Lin, Zhen Wu, A Comparison Theorem and Uniqueness Theorem of Backward Doubly Stochastic Differential Equations, Acta Mathematicae Applicatae Sinica, 27( 2) , 223-232, 2011. (SCI)Jingtao Shi, Zhen Wu, A Risk-Sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, Ser. B., 31(2), 419-433, 2011. (SCI)Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions, Appl. Math. Optim., 63, 151-189, 2011. (SCI)Guangchen Wang, Zhen Wu, Mean-Variance Hedging and Forward-Backward Stochastic Differential Filtering Equations, Abstract and Applied Analysis, Volume 2011, Article ID 310910, 20 pages, 2011. (SCI)Zhen Wu, Zhiyong Yu, Backward stochastic viability and related properties on Z for BSDEs with applications, Journal of System Science and Complexity, 25, 675–690, 2012. (SCI, EI)Zhen Wu, Feng Zhang, Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls, Abstract and Applied Analysis, Volume 2012, Article ID 709682, 16 pages, 2012.(SCI)Zhen Wu, Feng Zhang, Stochastic Maximum Principle for Optimal Control Problems of Forward -Backward Systems Involving Impulse Controls, IEEE Trans. Auto. Control, 56(6), 1401-1406, 2012.(SCI, EI)Zhen Wu, Feng Zhang, BDSDEs with Locally Monotone Coefficients and Sobolev Solutions for SPDEs, J. Diff. Equ., Vol. 251, 759-784, 2011. (SCI)Zhen Wu, Feng Zhang, Stochastic Maximum Principle for Optimal Control Problems of Forward -Backward Systems Involving Impulse Controls, IEEE Trans. Auto. Control, Vol. 56, No. 6, 1401-1406, 2011. (SCI, EI)Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions, Appl. Math. Optim., Vol. 63, 151-189, 2011. (SCI)Shi Jingtao, Wu Zhen, A Risk-Sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, Ser. B., Vol. 31, No.2, 419-433, 2011. (SCI)Chen Li, Wu Zhen, A Type of General Forward-backward Stochastic Differential Equations and Applications, Chin. Ann. Math., Ser. B, Vol. 32, No. 2, 279-292, 2011. (SCI)Qian Lin, Zhen Wu, A Comparison Theorem and Uniqueness Theorem of Backward Doubly Stochastic Differential Equations, Acta Mathematicae Applicatae Sinica, English Series, Vol. 27, No. 2 , 223-232, 2011. (SCI)Shi Jingtao, Wu Zhen, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chin. J. Appl. Proba. Stat., Vol. 27, No. 2, 127-137, 2011.Yuecai Han, Shige Peng, Zhen Wu, Maximum Principle for Backward Doubly Stochastic Control Systems with Applications, SIAM J. Control Optim., Vol. 48, No. 7, 4224-4241, 2010. (SCI, EI)Li Chen, Zhen Wu, Maximum Principle for Stochastic Optimal Control Problem with Delay and Application, Automatica, Vol. 46, No. 6, 1074-1080, 2010. (SCI, EI)Jingtao Shi, Zhen Wu, Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic Systems, J. Optim. Theory Appl., Vol. 145, No. 3, 543-578, 2010. (SCI)Jingtao Shi, Zhen Wu, Maximum Principle for Forward- Backward Stochastic Control System with Random Jumps and Applications to Finance, J. Syst. Sci. Comp., Vol. 23, No. 2, 219-231, 2010. (SCI, EI)Jianhui Huang, Guangchen Wang, Zhen Wu, Optimal Premium Policy of an Insurance Firm: Full and Partial Information, Insur. Math. Econ., Vol. 47, 208-215, 2010. (SCI, SSCI)Zhen Wu, A Maximum Principle for Partially Observed Optimal Control of Forward-Backward Stochastic Control Systems, Sci. China F-Infor. Sci., Vol. 53, No. 11, 2205-2214, 2010. (SCI, EI)Zongyuan Huang, Jean-Pierre Lepeltier, Zhen Wu, Reflected Forward- Backward Stochastic Differential Equations with Continuous Monotone Coefficients, Stat. Proba. Lett., Vol. 80, 1569-1576, 2010. (SCI)Zongyuan Huang, Zhen Wu, An Application of Dynamic Programming Principle in Corporate International Optimal Investment and Consumption Choice Problem, Math. Prob. Engin., Article ID 472867, 16 pages，doi:10.1155/2010/472867，2010. (SCI)Wu Zhen, Xiao Hua, Multi-dimensional Reflected Backward Stochastic Differential Equations and the Comparison Theorem, Acta Mathematica Scientia, Ser. B, Vol. 30, No. 5, 1819-1836, 2010. (SCI)Guangchen Wang, Zhen Wu, The Maximum Principles for Stochastic Recursive Optimal Control Problems under Partial Information, IEEE Trans. Auto. Control, Vol. 54, No. 7, 1230-1242, 2009. (SCI, EI)M. Bellalah, Zhen Wu, A Simple Model of Corporate International Investment under Incomplete Information and Taxes，Ann. Oper. Research, Vol. 165, 123-143, 2009. (SCI)Guangchen Wang, Zhen Wu, General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to Finance, J. Optim. Theory Appl., Vol. 41, 677-700, 2009. (SCI)Zhen Wu, Mingyu Xu, Comparison for Forward-Backward SDEs, Stat. Proba. Lett., Vol. 79, 426-435, 2009. (SCI)J.P. Lepeltier, Zhen Wu, Zhiyong Yu, Nash Equilibrium Point for One Kind of Stochastic Nonzero-Sum Game Problem and BSDEs, C. R. Acad. Sci. Paris, Ser. I, Vol. 347, 959-964, 2009. (SCI)Huaibin Tang, Zhen Wu, Stochastic Differential Equations and Stochastic Linear Quadratic Optimal Control Problem with Levy Processes, J. Syst. Sci. Comp., Vol. 22, 122-136, 2009. (SCI, EI)Shi Jingtao, Wu Zhen, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009. (EI)M. Bellalah, Zhen Wu, An Intertemporal Capital Asset Pricing Model under Incomplete Information, Inter. J. Busi., Vol. 14, No. 1, 47-63, 2009.Guangchen Wang, Zhen Wu, Kalman-Bucy Filtering Equations of Forward and Backward Stochastic Systems and Applications to Recursive Optimal Control Problems, J. Math. Anal. Appl., Vol. 342, 1280-1296, 2008. (SCI)Zhen Wu, Zhiyong Yu, Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton- Jacobi-Bellman Equation, SIAM J. Control Optim., Vol 47, No. 5, 2616-2641, 2008. (SCI)Ji Shaolin, Wu Zhen, The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk, Acta Mathematica Sinica, English Series, Vol.23, No.12, 2189-2204, 2007. (SCI)Wang Guangchen, Wu Zhen, Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice, Acta Automatica Sinica, Vol. 33, No. 10, 1043-1047, 2007. (EI)Zhen Wu, Linyan Zhang, The Corporate Optimal Portfolio and Consumption Choice Problem in the Real Project with Borrowing Rate Higher than Deposit Rate, Appl. Math. Comp., Vol. 175, 1596-1608, 2006. (SCI, EI)Shi Jingtao, Wu Zhen, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, Acta Automatica Sinica, Vol. 32, No. 2, 161-169, 2006. (EI)Wu Zhen, Yu Zhiyong, Linear Quadratic Nonzero-Sum Differential Games with Random Jumps, App. Math.Mech. – English Edition, Vol. 26, No. 8, 1034-1039, 2005. (SCI, EI)Zhen Wu, Forward-Backward Stochastic Differential Equations, Linear Quadratic Stochastic Optimal Control and Nonzero Sum Differential Games, J. Sys. Sci. Complex., Vol. 18, No. 2, 179-192, 2005.Wu Zhen, Forward-Backward Stochastic Differential Equations with Stopping Time, Acta Mathematica Scientia, Ser. B, Vol. 24, No. 1, 91-99, 2004. (SCI)Wu Zhen, Yu Zhiyong, Fully Coupled Forward-Backward Stochastic Differential Equations and Related Partial Differential Equations System, Chin. J. Contem. Math., Vol. 25, No. 3, 269-282, 2004.Zhen Wu, Fully Coupled FBSDE with Brownian Motion and Poisson Process in Stopping Time Duration, J. Aust. Math. Soc., Vol. 74, 249-266, 2003. (SCI)Wu Zhen, Wei Gang, One Kind of Optimal International Security Investment Portfolio and Consumption Choice Problem, Acta Automatica Sinica, Vol. 29, No. 5, 673-680, 2003. (EI)Bellalah M., Zhen Wu, A Model for Market Closure and International Portfolio Management within Incomplete Information, Inter. J. Theo. Appl. Finance, Vol.5, No.5, 479-495, 2002.Bellalah M., Zhen Wu, Corporate International Investment and Diversification, Finance India, Vol. 16, No. 3, 977-989, 2002.Shige Peng, Zhen Wu, Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control, SIAM. J. Control Optim. , Vol. 37, No.3, 825-843, 1999. (SCI, EI)Zhen Wu, The Comparison Theorem of FBSDE, Stat. Proba. Lett., Vol. 44, 1-6, 1999. (SCI)S. Hamadene, J-P. Lepeltier, Zhen Wu, Infinite Horizon Reflected Backward Stochastic Differential Equation and Applications in Mixed Control and Game Problems, Proba. Math. Stat., Vol. 19, 211- 234, 1999.Wu Zhen, Forward-Backward Stochastic Differential Equations with Brownian Motion and Poisson Process, Acta Mathematicae Applicatae Sinica, Vol. 15, No.4, 433-443, 1999.Wu Zhen, Maximum Principle for Optimal Control Problem of Fully Coupled Forward-Backward Stochastic Systems, Systems Sci. Math. Sci. Vol. 11, No.3, 249-259, 1998.Wu Zhen, Adapted Solution of Generalized Forward- Backward Stochastic Differential Equations and Its Dependence on Parameters, Chin. J. Contem. Math., Vol. 19, No. 1, 9-18, 1998.Wu Zhen, Xu Wensheng, A Direct Method in Optimal Portfolio and Consumption Choice, Appl. Math-JCU. Vol.11, Ser. B, 349-354, 1996.已毕业研究生 （以入学时间为序）博士研究生：王光臣、史敬涛、黄宗媛、唐怀宾、魏立峰、张峰、陈丽、张德涛、张启侠

硕士研究生：史敬涛、王光臣、吴霜、肖华、邓伟、张林言、黄常青、黄宗媛、唐怀宾、孙艳艳、孟祥波、林琪、张明绗、殷辰坤、张峰、魏立峰、孙厚兴、张明、徐瑞民、周丽、王伟娟、许荣霞、刘新玲、孙朕、张德涛、陈丽、马兴菊、赵晶、张宏安、杨博、翟毅、孙新新、张启侠、林乾、曲丹丹、张益平、王频、聂天洋、崔毅、马晓丽、李程程、辛玉鑫

在读研究生（以入学时间为序）博士研究生：孙朕、林乾、肖华、聂天洋、张良泉、张静思、陶然、徐瑞民、李娜、王树军、穆蕊

硕士研究生：崔丹丹、常德健、王海洋、吴媛厂、宗晓、袁猷林、崔恒、吕思宇、王晓祎