师资队伍

 

 
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 8051918, 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

 

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