李娜简介
 2016-08-26 10:46:14 浏览

  


 

 

李娜,女,副教授,硕士生导师,山东济南人。2007年硕士毕业于浙江大学,师从“浙江大学求是教授”李松教授;2015年博士毕业于山东大学,师从教育部“长江学者”特聘教授、国家杰出青年基金获得者吴臻教授;同年到山东财经大学工作。研究方向为金融数学、随机优化、随机分析等。

现承担本科生课程《金融计算与模型》,《金融统计分析》;承担研究生课程《应用随机过程》,《金融计算与模型》,《金融统计分析》等。

曾主持国家自然科学基金专项基金项目(数学天元青年基金)一项;现主持山东省自然科学基金(中青年科学家奖励基金)一项、山东省高校学校科技计划项目一项;曾获得“山东财经大学2017年度青年优秀人才支持计划”、“山东财经大学2017年度第一批青年博士学术专项支持计划”、“山东财经大学2016年度第一批青年博士学术专项支持计划”。曾多次访问香港理工大学、澳门大学访问知名教授,并展开深入合作。曾多次受邀参加国内外学术会议,曾参加2017年于香港举办的“The third international conference on engineering and computational mathematics”国际会议;曾分别参加第34届、第35届、第36届中国控制会议并做邀请组报告。

已发表/接受SCI检索论文8篇,发表EI检索会议论文3篇,其中包括:控制论领域三大国际权威期刊之一的IEEE Transactions on Automatic Control;国内外著名期刊Journal of Mathematical Analysis and ApplicationsJournal of Optimization Theory and Applications、Science China MathematicsAdvances in Difference EquationsApplied Mathematics-A Journal of Chinese Universities Series B等。其中基于倒向随机微分方程提出的跳扩散随机变换理论发表于国际知名期刊Journal of Mathematical Analysis and Applications审稿专家对此结果给予了高度评价:“The contributions of the paper are interesting enough to merit consideration and hopefully will spur further researcher exploring these transforms, in particular the open question of transform inversion”

 

发表的主要论文:

[1]Na Li#, ZhenWuandZhiyongYu*,Indefinite stochastic linear-quadratic optimal controlproblems with random jumps and related stochastic Riccati equations,Science China Mathematics, Vol. 61, No. 3, pp. 563–576, 2018 (SCI)

[2]Na Li#,Yuan Wang and Zhen Wu*,An indefinite stochastic linear-quadratic optimal control problem with delay and related forward-backward stochastic differential equations, Journal of Optimization Theory and Applications, published online, 2018 (SCI)

[3]Jianhui Huang# and Na Li*, Linear-quadratic mean-field game for stochastic delayed systems, IEEE Transactions on Automatic Control, to appear (SCI)

[4]Na Li# and Zhen Wu*, Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations, Journal of Mathematical Analysis and Applications, Vol. 425, No. 2, pp.704-725, 2015 (SCI)

[5]Na Li#and Zhiyong Yu*, Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps, Advances in Difference Equations,Vol. 144, pp.1-19, 2015. (SCI)

[6]Na Li#and Zhen Wu*, Maximum principle for anticipated recursive stochastic optimal control problem with delay and Levy processes, Applied Mathematics-A Journal of Chinese Universities Series B, Vol. 29, No. 1, pp.67-85, 2014 (SCI)

[7]Na Li# and Zhisong Liu*, Solutions of multiple vector refinement equations with Infinite mask, Applied Mathematics-A Journal of Chinese Universities Series B, Vol. 24, No. 2, pp. 209-213, 2009 (SCI)

[8]Tailong Li* and Na Li, An extension result for the Landau-Lifshitz equation with Neumann boundary condition, Applied Mathematics-A Journal of Chinese Universities Series B, Vol. 27, No. 1, pp.34-48, 2012 (SCI)

[9]Na Li#*, Guangchen Wang and Zhen Wu, Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay, The 36th Chinese Control Conference 2017, pp. 1822-1827, Dalian, China, July 26-28, 2017 (邀请组报告) (EI)

[10]      Na Li#and ZhenWu*,Stochastic Linear-Quadratic Optimal Control Problems with Delay and Levy Processes,The 35th Chinese Control Conference 2016 , pp:1758-1763,Chengdu, China,July 27-29, 2016. (邀请组报告) (EI)

[11]      Na Li#*, Zhen Wu and Zhiyong Yu, An indefinite stochastic linear quadratic optimal control problem for the FBSDE system with jumps, The 34th Chinese Control Conference and SICE Annual Conference 2015, pp. 1682-1686, Hangzhou, China, July 28-30, 2015. (邀请组报告) (EI)

 

 

 

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