王法磊 副教授
山东大学高等研究院副教授，硕士生导师


现任职务:


荣誉与奖励:
2016年山东省优秀博士论文

研究方向:
倒向随机微分方程，非线性随机分析

联系方式:
通讯地址：山东济南山大南路27号山东大学中泰证券金融研究院
办公电话：+86-
E-mail：flwang@sdu.edu.cn

其他信息:

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王法磊 副教授
山东大学高等研究院副教授，硕士生导师


研究方向:
倒向随机微分方程，非线性随机分析

主持承担的科研项目:
(1) 2015.07-2017.07， G-扩散过程的遍历理论及其应用， 博士后面上基金项目，负责人
(2)2017.01-2019.12， 全非线Feynman-Kac公式及其应用的若干研究，国家自然科学青年基金，负责人



国际学术会议报告:
(1) 2019.7.6-2019.7.10, 第七届IMS-China 概率统计国际学术研讨会邀请报告，大连。
(2) 2018.8.15-2018.8.19，随机分析、随机控制及其最新进展国际研讨会邀请报告，威海。
(3) 2018.7.30-2018.7.31，山东大学-拉夫堡大学随机分析国际研讨会邀请报告，拉夫堡。
(4) 2018.4.23-2018.4.27, 2018-倒向随机微分方程、非线性期望及金融数学青年****研讨会邀请报告, 上海。


国外学术访问经历：
2016.09-2017.09 法国雷恩一大 访问****

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王法磊 副教授
山东大学高等研究院副教授，硕士生导师


论文:
[1] Li Hanwu, Wang Falei*: Stochastic optimal control problem with obstacle constraints in sublinear expectation framework, Journal of Optimization Theory and Applications, 2019, 183(2): 422-439
[2] Luo Peng, Wang Falei*: Viability for stochastic differential equations driven by G-Brownian motion, Journal of Theoretical Probability, 2019, 32(1): 395-416
[3] Liu Guomin, Wang Falei*: BSDEs with mean reflection driven by G-Brownian motion, Journal of Mathematical Analysis and Applications, 2019, 470(1): 599-618
[4] Hu Mingshang, Wang Falei*: Ergodic BSDEs driven by G-Brownian motion and applications, Stochastics and Dynamics, 2018, 18(6): 1-35
[5] Hibon Hélène, Hu Ying*, Lin Yiqing, Luo Peng, Wang Falei: Quadratic BSDEs with mean reflection, Mathematical control and related fields, 2018, 8(3-4): 721-738
[6] Wang Falei, Zheng Guoqiang*: Sample path properties of G-Brownian motion, Journal of Mathematical Analysis and Applications, 2018, 467(1): 421-431
[7] Hu Mingshang, Wang Falei*: Stochastic optimal control problem with infinite horizon driven by G-Brownian motion, ESAIM: Control, Optimisation and Calculus of Variations, 2018, 24(2): 873-899
[8] Li Xinpeng, Wang Falei*: Some properties for Itô processes driven by G-Brownian motion, Electronic Communications in Probability, 2017, 22(46): 1-10
[9] Hu Mingshang, Wang Falei*, Zheng Guoqiang: Quasi-continuous random variables and processes under the G-expectation framework, Stochastic Processes and their Applications, 2016, 126(8): 2367-2387
[10] Peng Shige*, Wang Falei: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula, Science China Mathematics, 2016, 59(1): 19-36
[11] Wang, Falei*: BSDEs with jumps and path-dependent parabolic integro-differential equations, Chinese Annals of Mathematics, Series B, 2015, 36(4): 625-644
[12] Hu Mingshang, Li Hanwu, Wang Falei*, Zheng Guoqiang: Invariant and ergodic nonlinear expectations for G-diffusion processes, Electronic Communications in Probability, 2015, 20(30): 1-15
[13] Luo Peng, Wang Falei*: On the comparison theorem for multi-dimensional G-SDEs, Statistics and Probability Letters, 2015, 96(1): 38-44
[14] Luo Peng, Wang Falei*: Stochastic differential equations driven by G-Brownian motion and ordinary differential equations, Stochastic Processes and their Applications, 2014, 124(11): 3869-3885



专著:

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王法磊 副教授
山东大学高等研究院副教授，硕士生导师


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