陈增敬老师的个人主页HomePage01.gif (7506 bytes)

　

 

职    称：

　

教授、博士生导师、教育部“长江学者”特聘教授

　

学习经历：

1983年山东师范大学理学士
1988年中国纺织大学理硕士
1998年山东大学理博士
1999年法国国家信息与自动化研究所博士后

研究领域：

金融数学、计量经济学、概率统计、倒向随机微分方程

　

荣誉奖励：

2001年获教育部、国务院学位办 全国百篇优秀博士论文奖
2003年获国家杰出青年基金
2004年入选人事部等七部委“首届新世纪百千万人才工程”国家级人选
2004年获山东省自然科学三等奖
2004年被教育部聘为“长江学者”特聘教授

　

社会兼职：

教育部教学指导委员会统计学分委会委员
山东大学金融研究院常务副院长
加拿大 The University of Western Ontario 统计与精算科学系兼职教授
全国概率统计学会理事、全国应用统计学会常务理事

　

主要访问：

意大利、法国、巴西、加拿大、美国、韩国

　

毕业博士生：

江龙、白山、张慧

　

毕业硕士生：

陈涛 马丽霞 周俊华 王广军 杨广仁 包国豪

 

E-Mail: zjchen@sdu.edu.cn

主要论文：

1.       Z. Chen and R. Kulperger, Minimax pricing and Choquet pricing, to appear Insurance: Mathematics and Economics , 2005.

2.       Z. Chen and R. Kulperger, A stochastic competing species model and ergodicity, to appear Journal of Applied Probability, 2005.

3.       Z. Chen and R. Kulperger, Inequalities for upper and lower probabilities.  Statist. Probab. Lett.  Vol 73, 3(2005) 233-241.

4.       Z. Chen, T. Chen and M. Davison, Choquet expectation and Peng’s g-expectation. Annals of Probability, Vol.33, No. 3 (2005) 1179-1199.

5.       Z. Chen, R. Kulperger and G. Wei, A comonotonic theorem for BSDEs. Stochastic processes and their applications. 115 (2005) 41–54.

6.       L. Jiang and Z. Chen, A result on the probability measures dominated by g-expectation. Acta Mathematicae Applicatae Sinica, English Series，Vol. 20, No. 3 (2004) 507–512.

7.       L. Jiang and Z. Chen, ON Jensen’s inequality for g-expectation. Chin. Ann. Math. 25B, 3 (2004), 401–412.

8.       Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part I. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No.11, 725-730.  

9.       Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part II. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No. 12. 

10.   Z. Chen and L. Epstein, Ambiguity, risk, and asset returns in continuous time. Econometrica 70 (2002), No. 4, 1403—1443.

11.  Z. Chen, On existence and local stability of solutions of stochastic differential equations. Stochastic Anal. Appl. 19 (2001), No. 5, 703--714. 

12.  Z. Chen and S. Peng, Continuous properties of $G$-martingales. Chinese Ann. Math. Ser. B 22 (2001), No. 1, 115--128. 

13. Z. Chen and B. Wang, Infinite time interval BSDEs and the convergence of g-martingales. J. Austral. Math. Soc. Ser. A 69 (2000), No. 2, 187--211.   

14.  Z. Chen and S. Peng, A general downcrossing inequality for g-martingales. Statist. Probab. Lett. 46 (2000), no. 2, 169--175.

15.  Z. Chen, A property of backward stochastic differential equations. C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 4, 483--488.

16.  Z. Chen, A new proof of Doob-Meyer decomposition theorem. C. R. Acad. Sci. Paris Sér. I Math. 328 (1999), no. 10, 919--924.

17.  Z. Chen, Existence and uniqueness for BSDE with stopping time. Chinese Sci. Bull. 43 (1998), no. 2, 96--99.

18.   Z. Chen and S. Peng, A decomposition theorem of g-martingales. SUT J. Math. 34 (1998), no. 2, 197—208

19.  L. Jun, Z. Chen and Y. Qing, Minimum expectation and backward stochastic differential equations.  (Adv. Math) 数学进展，32 (2003), 441—448.

20.  Z. Chen and X. Wang, Comonotonicity of backward stochastic differential equations. Recent developments in mathematical finance (Shanghai, 2001), 28--38, World Sci. Publishing, River Edge, NJ, 2002.

21.  Z. Chen, Generalized nonlinear mathematical expectations: the g-expectations.  (Adv. Math.) 数学进展 28 (1999), no. 2, 175—180

22.  Z. Chen, Existence of solutions to backward stochastic differential equations with stopping times. 科学通报42 (1997), no. 22, 2379--2382