Nonlinear expectations and stochastic calculus

Mathematical finance: option pricing and risk measurement

Theory of stochastic differential games

Recursive utilities under risk and uncertainty

Stochastic and deterministic optimal control systems

Controllability of stochastic control systems

Stochastic and deterministic partial differential equations

Singular perturbations method for stochastic systems

国家高等学校学科创新引智计划项目（111 计划）：金融风险控制中的定量分析和计算创新引智基地，2012-2016

国家重点发展基础研究计划（973项目）：金融风险控制中的定量分析与计算，2007-2011

28.Covering the Uncertainty of Distributions by Nonlinear Expectation,Nonlinear PDE and BSDE，
    第八届国际工业与应用数学大会一小时大会报告, 2017年8月10日至14日, 北京

27. Backward Stochastic Differential Equations, Nonlinear Expectation and Their Applications,
    第26届国际数学家大会一小时大会报告, 2008年8月19日至27日, 印度

26. 倒向随机微分方程、非线性数学期望和G-布朗运动，
    第14次院士大会，数理学部学术年会报告，2008年6月26日

25. Plenary Speaker: Risk measure and central limit theorem under sublinearexpectation,
    《International Conference on Stochastic Analysis and Related Fields》,
    April 7–11, 2008 随机分析及相关领域国际会议，华中科技大学，武汉

24. Plenary Speaker: A New Central Limit Theorem under Sublinear Expectation and G-Brownian Motion,
    《Stochastics and Real World Models》,
    Bielefeld May 5th, 2008

23. G-Expectations and BSDE Driven by G-Brownian Motion,
    《5th Colloquium on Backward Stochastic Differential Equations, Finance and Applications, Le Mans, June 18 - 20, 2008》, 第一个Planary Speaker

22. G-Normal Distribution, G-Brownian Motion and Financial Risk 《IMSChina International Conference on Statistics and Probability》,
    Zhejiang University, Hangzhou, June, 2008.

21. Dynamic Risk Measures in Finance, Robust Central Limit Theorem andG-Brownian Motion,
    Lanzhou, Aug. 11, 2007.

20. 《Dynamic Risk Measures in Finance, Robust Central Limit Theorem and G-Brownian Motion》,
    Banff, July 2007.

19. “G–Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty”
    Lectures in CSFI, Osaka University, May 17-June

18. Academic Activities on Stochastic Analysis and its Applications,
    Invited lectures: “G-Brownian motion and related central limit theorem, (Lecture I, April 16, Lecture II, April 18), Institute of Applied Mathematics,
    AMSS, Beijing.

17. Plenary talk: Conference on Probability and Statistics,
    Xuzhou, 2007.

16. Second Sino-German Meeting on Stochastic Analysis,
    Invited talk: “G-Brownian motion, Central Limit Theorem under Sublinear Expectations and Risk Measures”
    March, 19-23, 2007, Beijing .

15. Workshop on Mathematical Finance and Stochastic Control,
    Invited talk:“Risk Measures with G-expectations and G-Brownian motions”,
    August 24-27, 2006, Kyoto.

14. International Workshop on Mathematical Finance and Insurance, Lijiang,
    “G-Expectation, G-Brownian and Related Stochastic Calculus” ,China,
    May 27 – June 3, 2006.

13. 3 Lectures on “G-Expectation, G-Brownian and Related Stochastic Calculus” in 2nd Workshop on “Stochastic Equations and Related Topics”
    July 23–29, 2006, Jena, Germany.

12. Workshop on Risk Measures, 6-7,
    Invited talk: “G-Expectation, G-Measure of Risk and Related Stochastic Calculus”
    July 2006, Evry, France.

11. Intenational Workshop on Mathematical Finance and Insurance,
    May 27-June 3, 2006, Lijiang, China.

10. The 2005 Abel Symbosium, Stochastic Analysis and Applications -A Symposium in Honor of Kiyosi Itô,
    July 29 - August 4, Oslo, Norway.

9. Workshop on Financial Engineering and Risk Management, Institute of Math. Chinese Academic of Science,
    08-10, Dec. 2005.

8. 4th Colloqium on Backward Stochastic Differential Equations and Applications,
    Fudan, Shanghai, 2005.

7. Workshop “Stochastic Equations and Related Topics”
    Jena, March 28 – April 1, 2005.

6. Cours Bachelier, “Nonlinear Expectations and Risk Measures” (4 courses) Institut Henri Poincarre,
    avril 2005.

5. Main Organizer: Satelite Conference of World Conference of Mathematicians: Backward Stochastic Differential Equations and Applications,
    2002, Weihai.

4. Main speaker: “International Symposium on Stochastic Process and Applications to Mathematical Finance”,
    March, 6–7, 2002, Ritsmeikan, Japan.

3. “Nonlinear Expectations, Nonlinear Evaluations and Risk Measures” Lectures given at the C.I.M.E.-E.M.S. Summer School,
    Main lecturer of CIME “Stochastic Methods in Finance” ,
    July 7-12, 2003 in Bressanone/Brixen (Italy).

2. International Conference on Applied Statistics, Actuarial Science and Financial Mathematics,
    Invited talk: “Recent developments in BSDE and nonlinear expectations”,
    Dec. 17-19, 2002, Hong Kong.

1. Planary talk: International Workshop “Recent Development in Derivative Securities Markets”,
    June, 6–8, 1998, Hong Kong.

Nonlinear expectations and stochastic calculus

Mathematical finance: option pricing and risk measurement

Theory of stochastic differential games

Recursive utilities under risk and uncertainty

Stochastic and deterministic optimal control systems

Controllability of stochastic control systems

Stochastic and deterministic partial differential equations

Singular perturbations method for stochastic systems

国家高等学校学科创新引智计划项目（111 计划）：金融风险控制中的定量分析和计算创新引智基地，2012-2016

国家重点发展基础研究计划（973项目）：金融风险控制中的定量分析与计算，2007-2011

28.Covering the Uncertainty of Distributions by Nonlinear Expectation,Nonlinear PDE and BSDE，
    第八届国际工业与应用数学大会一小时大会报告, 2017年8月10日至14日, 北京

27. Backward Stochastic Differential Equations, Nonlinear Expectation and Their Applications,
    第26届国际数学家大会一小时大会报告, 2008年8月19日至27日, 印度

26. 倒向随机微分方程、非线性数学期望和G-布朗运动，
    第14次院士大会，数理学部学术年会报告，2008年6月26日

25. Plenary Speaker: Risk measure and central limit theorem under sublinearexpectation,
    《International Conference on Stochastic Analysis and Related Fields》,
    April 7–11, 2008 随机分析及相关领域国际会议，华中科技大学，武汉

24. Plenary Speaker: A New Central Limit Theorem under Sublinear Expectation and G-Brownian Motion,
    《Stochastics and Real World Models》,
    Bielefeld May 5th, 2008

23. G-Expectations and BSDE Driven by G-Brownian Motion,
    《5th Colloquium on Backward Stochastic Differential Equations, Finance and Applications, Le Mans, June 18 - 20, 2008》, 第一个Planary Speaker

22. G-Normal Distribution, G-Brownian Motion and Financial Risk 《IMSChina International Conference on Statistics and Probability》,
    Zhejiang University, Hangzhou, June, 2008.

21. Dynamic Risk Measures in Finance, Robust Central Limit Theorem andG-Brownian Motion,
    Lanzhou, Aug. 11, 2007.

20. 《Dynamic Risk Measures in Finance, Robust Central Limit Theorem and G-Brownian Motion》,
    Banff, July 2007.

19. “G–Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty”
    Lectures in CSFI, Osaka University, May 17-June

18. Academic Activities on Stochastic Analysis and its Applications,
    Invited lectures: “G-Brownian motion and related central limit theorem, (Lecture I, April 16, Lecture II, April 18), Institute of Applied Mathematics,
    AMSS, Beijing.

17. Plenary talk: Conference on Probability and Statistics,
    Xuzhou, 2007.

16. Second Sino-German Meeting on Stochastic Analysis,
    Invited talk: “G-Brownian motion, Central Limit Theorem under Sublinear Expectations and Risk Measures”
    March, 19-23, 2007, Beijing .

15. Workshop on Mathematical Finance and Stochastic Control,
    Invited talk:“Risk Measures with G-expectations and G-Brownian motions”,
    August 24-27, 2006, Kyoto.

14. International Workshop on Mathematical Finance and Insurance, Lijiang,
    “G-Expectation, G-Brownian and Related Stochastic Calculus” ,China,
    May 27 – June 3, 2006.

13. 3 Lectures on “G-Expectation, G-Brownian and Related Stochastic Calculus” in 2nd Workshop on “Stochastic Equations and Related Topics”
    July 23–29, 2006, Jena, Germany.

12. Workshop on Risk Measures, 6-7,
    Invited talk: “G-Expectation, G-Measure of Risk and Related Stochastic Calculus”
    July 2006, Evry, France.

11. Intenational Workshop on Mathematical Finance and Insurance,
    May 27-June 3, 2006, Lijiang, China.

10. The 2005 Abel Symbosium, Stochastic Analysis and Applications -A Symposium in Honor of Kiyosi Itô,
    July 29 - August 4, Oslo, Norway.

9. Workshop on Financial Engineering and Risk Management, Institute of Math. Chinese Academic of Science,
    08-10, Dec. 2005.

8. 4th Colloqium on Backward Stochastic Differential Equations and Applications,
    Fudan, Shanghai, 2005.

7. Workshop “Stochastic Equations and Related Topics”
    Jena, March 28 – April 1, 2005.

6. Cours Bachelier, “Nonlinear Expectations and Risk Measures” (4 courses) Institut Henri Poincarre,
    avril 2005.

5. Main Organizer: Satelite Conference of World Conference of Mathematicians: Backward Stochastic Differential Equations and Applications,
    2002, Weihai.

4. Main speaker: “International Symposium on Stochastic Process and Applications to Mathematical Finance”,
    March, 6–7, 2002, Ritsmeikan, Japan.

3. “Nonlinear Expectations, Nonlinear Evaluations and Risk Measures” Lectures given at the C.I.M.E.-E.M.S. Summer School,
    Main lecturer of CIME “Stochastic Methods in Finance” ,
    July 7-12, 2003 in Bressanone/Brixen (Italy).

2. International Conference on Applied Statistics, Actuarial Science and Financial Mathematics,
    Invited talk: “Recent developments in BSDE and nonlinear expectations”,
    Dec. 17-19, 2002, Hong Kong.

1. Planary talk: International Workshop “Recent Development in Derivative Securities Markets”,
    June, 6–8, 1998, Hong Kong.

Nonlinear expectations and stochastic calculus

Mathematical finance: option pricing and risk measurement

Theory of stochastic differential games

Recursive utilities under risk and uncertainty

Stochastic and deterministic optimal control systems

Controllability of stochastic control systems

Stochastic and deterministic partial differential equations

Singular perturbations method for stochastic systems

国家高等学校学科创新引智计划项目（111 计划）：金融风险控制中的定量分析和计算创新引智基地，2012-2016

国家重点发展基础研究计划（973项目）：金融风险控制中的定量分析与计算，2007-2011

28.Covering the Uncertainty of Distributions by Nonlinear Expectation,Nonlinear PDE and BSDE，
    第八届国际工业与应用数学大会一小时大会报告, 2017年8月10日至14日, 北京

27. Backward Stochastic Differential Equations, Nonlinear Expectation and Their Applications,
    第26届国际数学家大会一小时大会报告, 2008年8月19日至27日, 印度

26. 倒向随机微分方程、非线性数学期望和G-布朗运动，
    第14次院士大会，数理学部学术年会报告，2008年6月26日

25. Plenary Speaker: Risk measure and central limit theorem under sublinearexpectation,
    《International Conference on Stochastic Analysis and Related Fields》,
    April 7–11, 2008 随机分析及相关领域国际会议，华中科技大学，武汉

24. Plenary Speaker: A New Central Limit Theorem under Sublinear Expectation and G-Brownian Motion,
    《Stochastics and Real World Models》,
    Bielefeld May 5th, 2008

23. G-Expectations and BSDE Driven by G-Brownian Motion,
    《5th Colloquium on Backward Stochastic Differential Equations, Finance and Applications, Le Mans, June 18 - 20, 2008》, 第一个Planary Speaker

22. G-Normal Distribution, G-Brownian Motion and Financial Risk 《IMSChina International Conference on Statistics and Probability》,
    Zhejiang University, Hangzhou, June, 2008.

21. Dynamic Risk Measures in Finance, Robust Central Limit Theorem andG-Brownian Motion,
    Lanzhou, Aug. 11, 2007.

20. 《Dynamic Risk Measures in Finance, Robust Central Limit Theorem and G-Brownian Motion》,
    Banff, July 2007.

19. “G–Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty”
    Lectures in CSFI, Osaka University, May 17-June

18. Academic Activities on Stochastic Analysis and its Applications,
    Invited lectures: “G-Brownian motion and related central limit theorem, (Lecture I, April 16, Lecture II, April 18), Institute of Applied Mathematics,
    AMSS, Beijing.

17. Plenary talk: Conference on Probability and Statistics,
    Xuzhou, 2007.

16. Second Sino-German Meeting on Stochastic Analysis,
    Invited talk: “G-Brownian motion, Central Limit Theorem under Sublinear Expectations and Risk Measures”
    March, 19-23, 2007, Beijing .

15. Workshop on Mathematical Finance and Stochastic Control,
    Invited talk:“Risk Measures with G-expectations and G-Brownian motions”,
    August 24-27, 2006, Kyoto.

14. International Workshop on Mathematical Finance and Insurance, Lijiang,
    “G-Expectation, G-Brownian and Related Stochastic Calculus” ,China,
    May 27 – June 3, 2006.

13. 3 Lectures on “G-Expectation, G-Brownian and Related Stochastic Calculus” in 2nd Workshop on “Stochastic Equations and Related Topics”
    July 23–29, 2006, Jena, Germany.

12. Workshop on Risk Measures, 6-7,
    Invited talk: “G-Expectation, G-Measure of Risk and Related Stochastic Calculus”
    July 2006, Evry, France.

11. Intenational Workshop on Mathematical Finance and Insurance,
    May 27-June 3, 2006, Lijiang, China.

10. The 2005 Abel Symbosium, Stochastic Analysis and Applications -A Symposium in Honor of Kiyosi Itô,
    July 29 - August 4, Oslo, Norway.

9. Workshop on Financial Engineering and Risk Management, Institute of Math. Chinese Academic of Science,
    08-10, Dec. 2005.

8. 4th Colloqium on Backward Stochastic Differential Equations and Applications,
    Fudan, Shanghai, 2005.

7. Workshop “Stochastic Equations and Related Topics”
    Jena, March 28 – April 1, 2005.

6. Cours Bachelier, “Nonlinear Expectations and Risk Measures” (4 courses) Institut Henri Poincarre,
    avril 2005.

5. Main Organizer: Satelite Conference of World Conference of Mathematicians: Backward Stochastic Differential Equations and Applications,
    2002, Weihai.

4. Main speaker: “International Symposium on Stochastic Process and Applications to Mathematical Finance”,
    March, 6–7, 2002, Ritsmeikan, Japan.

3. “Nonlinear Expectations, Nonlinear Evaluations and Risk Measures” Lectures given at the C.I.M.E.-E.M.S. Summer School,
    Main lecturer of CIME “Stochastic Methods in Finance” ,
    July 7-12, 2003 in Bressanone/Brixen (Italy).

2. International Conference on Applied Statistics, Actuarial Science and Financial Mathematics,
    Invited talk: “Recent developments in BSDE and nonlinear expectations”,
    Dec. 17-19, 2002, Hong Kong.

1. Planary talk: International Workshop “Recent Development in Derivative Securities Markets”,
    June, 6–8, 1998, Hong Kong.