胡明尚，男，山東大學中泰證券金融研究院副教授，碩士生導師。
基本介紹
- 中文名：胡明尚
- 職業：教師
- 專業方向：Mathematical Finance
- 職務：碩士生導師
- 任職院校：山東大學中泰證券金融研究院
研究方向,學術成果,
研究方向
Backward Stochastic Differential Equations,
Nonlinear Expectations, g-Expectations,
G-Expectations,
Mathematical Finance
學術成果
[2] 2013.10-2015.10G-布朗運動驅動的倒向隨機微分方程及套用，山東省優秀中青年科學家科研獎勵基金，負責人
[1] 2013.1-2015.12G-Levy過程及其在金融中的套用，國家自然科學青年基金，負責人
國際學術會議報告:
2011.6InvitedSpeaker, The 6th International Symposium on Backward SDEs and Applications,Los Angeles.
2011.6InvitedSpeaker, The workshop of Sino-French summer institute,Beijing.
2011.7InvitedSpeaker, Workshop on Nonlinear Expectation and it's applicationsin financial economics,Beijing.
2011.6InvitedSpeaker, The IMS-China International Conference on Statistics and Probability,Xi’an.
2012.3Invited Speaker, Spring School “StochasticAnalysis in Finance”, Roscoff.
2012.8Invited Speaker,第3屆“紀念李訓經先生學術研討會”，Qingdao.
2013.6Invited Speaker, Nonlinear Expectations, Stochastic Calculus underKnightian Uncertainty and Related Topics, NUS
2013.7Invited Speaker, The IMS-China International Conference on Statistics andProbability, Chengdu
2013.7 Invited Speaker, The workshop of Sino-Frenchsummer institute, Beijing.
論文:
[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.)
