基本信息
科研与学术信息
论文与专著
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胡明尚副教授
山东大学齐鲁证券金融研究院副教授，硕士生导师

现任职务:
荣誉与奖励:
研究方向:
Backward Stochastic Differential Equations,
Nonlinear Expectations, g-Expectations,
G-Expectations,
Mathematical Finance

联系方式:
通讯地址：中国济南 山大南路27号 山东大学数学学院（250100）
办公电话：+86-**
E-mail：humingshang@sdu.edu.cn

其他信息:

胡明尚副教授
山东大学齐鲁证券金融研究院副教授，硕士生导师

研究方向:
Backward Stochastic Differential Equations,
Nonlinear Expectations, g-Expectations,
G-Expectations,
Mathematical Finance

主持承担的科研项目:
[2] 2013.10-2015.10 G-布朗运动驱动的倒向随机微分方程及应用，山东省优秀中青年科学家科研奖励基金，负责人

[1] 2013.1-2015.12 G-Levy过程及其在金融中的应用，国家自然科学青年基金，负责人
国际学术会议报告:
2011.6 InvitedSpeaker, The 6th International Symposium on Backward SDEs and Applications, Los Angeles.

2011.6 InvitedSpeaker, The workshop of Sino-French summer institute, Beijing.

2011.7 InvitedSpeaker, Workshop on Nonlinear Expectation and it's applications in financial economics, Beijing.

2011.6 InvitedSpeaker, The IMS-China International Conference on Statistics and Probability, Xi’an.

2012.3 Invited Speaker, Spring School ``StochasticAnalysis in Finance", Roscoff.

2012.8 Invited Speaker, 第3届“纪念李训经先生学术研讨会”，Qingdao.

2013.6 Invited Speaker, Nonlinear Expectations, Stochastic Calculus underKnightian Uncertainty and Related Topics, NUS

2013.7 Invited Speaker, The IMS-China International Conference on Statistics andProbability, Chengdu

2013.7 Invited Speaker, The workshop of Sino-Frenchsummer institute, Beijing.



胡明尚副教授
山东大学齐鲁证券金融研究院副教授，硕士生导师

论文:
[1]　The relationship between risk measures and Choquet expectations in the framework of g-expectations　Statistics and Probability Letters, 508-512, 2009. (He, K., Hu, M.,Chen, Z.)　　()
[2]　On representation theorem of G-expectations and paths of G-Brownian motion　Acta Math. Appl. Sin., English Series 25(3),pp 539-546, 2009. ( Hu, M., Peng, S.)　　()
[3]　On the integral representation of g-expectations　C. R. Acad. Sci. Paris, Ser. I 348, 571-574, 2010.(Hu, M.)　　()
[4]　Function spaces and capacity related to a sublinear expectation: application to G-Brownian Motion Paths　Potential Analysis 34(2), 139-161, 2011.(Denis, L., Hu, M., Peng, S.)　　()
[5]　Explicit solutions of the G-heat equation for a class of initial conditions　Nonlinear Analysis 75, 6588-6599, 2012.(Hu, M.)　　()
[6]　The domination of g-evaluations and Choquet evaluations　Acta Mathematica Sinica, English Series 29(5), 1027-1032, 2013.(He, K., Hu, M.)　　()
[7]　Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications　 Abstract and Applied Analysis 2013, 1-10, 2013. (He, K., Hu, M.)　　()
[8]　Backward stochastic differential equations driven by G -Brownian motion　Stochastic Processes and their Applications 124, 759-784, 2014. (Hu, M., Ji, S., Peng, S., Song, Y.)　　()
[9]　Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by G -Brownian motion　Stochastic Processes and their Applications 124, 1170-1195, 2014.(Hu, M., Ji, S., Peng, S., Song, Y.)　　()
专著:
胡明尚副教授
山东大学齐鲁证券金融研究院副教授，硕士生导师

预印本: