贾广岩 教授
山东大学数学学院教授, 博士生导师


现任职务：
山东大学中泰证券金融研究院 副院长

学术兼职：
《多层次资本市场》现任编委

荣誉与奖励：
2007年获应用数学欧拉奖（Euler Award of Applied Mathematics），瑞士联邦教育与研究署颁发

研究方向：
金融数学，随机分析，倒向随机微分方程，非线性数学期望，资产配置，风险度量.


教育和工作经历：
１．教育经历
1985年山东大学数学系本科毕业，专业：控制论
2008年山东大学数学院博士毕业，专业：概率论与数理统计　　
２．工作经历
1985年－1991年，山东大学数学系助教
2008年－至今，山东大学金融研究院教授　

联系方式：
通讯地址： 山东大学金融研究院，济南市山大南路27号（250100）
办公电话：（0531）**
E-mail：jiagy@sdu.edu.cn

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贾广岩 教授
山东大学数学学院教授, 博士生导师


现任职务：
山东大学中泰证券金融研究院 副院长

学术兼职：
《多层次资本市场》现任编委

荣誉与奖励：
2007年获应用数学欧拉奖（Euler Award of Applied Mathematics），瑞士联邦教育与研究署颁发

研究方向：
金融数学，随机分析，倒向随机微分方程，非线性数学期望，资产配置，风险度量.


教育和工作经历：
１．教育经历
1985年山东大学数学系本科毕业，专业：控制论
2008年山东大学数学院博士毕业，专业：概率论与数理统计　　
２．工作经历
1985年－1991年，山东大学数学系助教
2008年－至今，山东大学金融研究院教授　

联系方式：
通讯地址： 山东大学金融研究院，济南市山大南路27号（250100）
办公电话：（0531）**
E-mail：jiagy@sdu.edu.cn

---

贾广岩 教授
山东大学数学学院教授, 博士生导师


研究方向：
金融数学，随机分析，倒向随机微分方程，非线性数学期望，资产配置，风险度量．

主持承担的科研项目：
国家重大社科项目＂地方金融运行动态监测及系统性风险预警研究＂，子课题负责人，项目号：19ZDA091；
　　期限：2019-2024
国家重点研发项目“金融风险的计量理论与方法”学术骨干；项目号：2018YFA**
　　期限：2019-2024

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贾广岩 教授
山东大学数学学院教授, 博士生导师


论文:
1. Na Zhang and Guangyan Jia, W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory,Communications in Nonlinear Science and Numerical Simulation, 2020, Accepted
2. Yingjun Zhu and Guangyan Jia, Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales, Mathematical Problems in Engineering Volume 2020, Article ID **, 11 pages

3. Na Zhang and Guangyan Jia, Lie-Point Symmetries and Backward Stochastic Differential Equations, Symmetry, 2019, 11(9), 1153
4. Jia, G., Xu, Y. A Note on g-Concave Function. Acta Math Sci 39, 1415–1422 (2019).
5. Zhang, N., Jia, G. Jensen’s Inequality Under Nonlinear Expectation Generated by BSDE with Jumps. Acta Math. Appl. Sin. Engl. Ser. 35, 873–884 (2019).
6. Guangyan Jia and Na Zhang, Quadratic g-convexity, C-convexity and their relationships, Stochastic Processes and their Applications Volume 125, Issue 6, June 2015, Pages 2272-2294
7. Peng Luo & Guangyan Jia (2015) On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes, Stochastic Analysis and Applications, 33:1, 67-90
8. Jia, G., Zhang, N. A new representation for second order stochastic integral-differential operators and its applications. Acta Math. Appl. Sin. Engl. Ser. 31, 59–70 (2015).
9. Guangyan Jia and Na Zhang, Invariant Representation for Stochastic Differential Operator by Bsdes with Uniformly Continuous Coefficients and its Applications,Acta Mathematica Scientia,Volume 33, Issue 5, September 2013, Pages 1407-1418
10. Na Zhang and Guangyan Jia, Stochastic monotonicity and order-preservation for a type of nonlinear semigroups,Statistics & Probability Letters　Volume 83, Issue 1, January 2013, Pages 422-429
11. James Huang and Guangyan Jia, On the minimal members of convex expectations, Journal of Mathematical Analysis and Applications Volume 376, Issue 1, 1 April 2011, Pages 42-50
12. Jia G., Xia J. (2011) Comparative Risk Aversion for g-Expected Utility Maximizers. In: Li S., Wang X., Okazaki Y., Kawabe J., Murofushi T., Guan L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg.
13. Jia, G., Peng, S. Jensen’s inequality for g-convex function under g-expectation. Probab. Theory Relat. Fields 147, 217–239 (2010).
14. Guangyan Jia, Backward stochastic differential equations with a uniformly continuous generator and related -expectation,Stochastic Processes and their Applications Volume 120, Issue 11, November 2010, Pages 2241-2257
15. Jia, G. On Jensen’s inequality and Hölder’s inequality for g-expectation. Arch. Math. 94, 489–499 (2010).
16. Jia, G. The minimal sublinear expectations and their related properties. Sci. China Ser. A-Math. 52, 785–793(2009)
17. Guangyan Jia, Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients, Statistics & Probability Letters Volume 79, Issue 4, 15 February 2009, Pages 436-441
18. Guangyan Jia, A uniqueness theorem for the solution of Backward Stochastic Differential Equations, Comptes Rendus Mathematique Volume 346, Issues 7–8, April 2008, Pages 439-444
19. Guangyan Jia,A class of backward stochastic differential equations with discontinuous coefficients,Statistics & Probability Letters,Volume 78, Issue 3, 15 February 2008, Pages 231-237
20. Guangyan Jia and Shige Peng, On the set of solutions of a BSDE with continuous coefficient, Comptes Rendus Mathematique Volume 344, Issue 6, 15 March 2007, Pages 395-397
21. Guangyan Jia, On Existence of Backward Stochastic Differential Equations with Left-Lipschitz Coefficient, Chinese Annals of Mathematics, 2007,28A(5):601-610
22. Guangyan Jia,A generalized existence theorem of BSDEs, Comptes Rendus Mathematique Volume 342, Issue 9, 1 May 2006, Pages 685-688

专著:

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贾广岩 教授
山东大学数学学院教授, 博士生导师


预印本:
1. Peng Luo and Guangyan Jia, A note on characterizations of G-normal distribution, arXiv preprint arXiv:1402.4631, 2014
2. Guangyan Jia and Na Zhang,New Proofs for Several Properties of Capacities,arXiv:1307.0913v1 [math.PR] 3 Jul 2013
3. G Jia, M. Xu, Construction and Uniqueness for reflected BSDE under linear increasing condition, arXiv:0801.3718 [math.SG]，2008
4. G Jia,Z.Yu,The equivalence between uniqueness and continuous dependence of solution for BSDEs with continuous coefficient,arXiv preprint arXiv:0803.3660, 2008