杨淑振副教授-中泰证券金融研究院

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杨淑振副教授

山东大学中泰证券金融研究院副教授，硕士生导师

荣誉与奖励：

2015年山东省优秀博士论文；

2017年山东大学未来青年学者计划。

教育经历和工作经历：

2017-9至现在, 山东大学, 中泰证券金融研究院, 副教授

2015-9至2016-9, 德国比勒菲尔德大学, 数理经济中心, 博士后

2014-7至2017-9, 山东大学, 中泰证券金融研究院, 助理研究员

2014-7至2017-4, 山东大学，计算科学与技术学院, 博士后

2009-9至2014-6, 山东大学, 概率论与数理统计, 博士

2005-9至2009-7, 山东大学（威海）, 数学与应用数学

联系方式：

通讯地址：山东省济南市山大南路27号山东大学数学学院

办公电话：883-65458

E-mail：yangsz{@}sdu.edu.cn

其他信息：

山东大学网站个人主页：

https://faculty.sdu.edu.cn/yangshuzhen1/zh_CN/zhym/644536/list/index.htm

杨淑振副教授

山东大学中泰证券金融研究院副教授，硕士生导师

论文：

[1] Shuzhen Yang*. Stochastic maximum principle for optimal control problem with a stopping time cost functional, International Journal of Control, 1-13, 2021,
https://doi.org/10.1080/00207179.2021.1872801.

[2] Shaolin Ji, Shuzhen Yang#. Non-markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDEs, Stochastic Analysis and Applications, 39(1), 91-112, 2021.

[3] Shuzhen Yang*. A varying terminal time structure for stochastic optimal control under constrained condition. International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.

[4] Ying Peng, Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 1-8, 2019,
https://doi.org/10.1080/00207179.2019.1706765.

[5] Shuzhen Yang*. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. Systems & Control Letters, 114, 11-18, 2018.

[6] Shuzhen Yang*. Near-maximum principle for general recursive utility optimal control problem. International Journal of Control, 91, 2187-2198, 2018.

[7] Ferrari, Giorgio, Shuzhen Yang. On an optimal extraction problem with regime switching. Advances in Applied Probability, 50, 671-705, 2018.

[8] Shuzhen Yang*. The deterministic maximum principle for differential systems with a general cost functional. Optim. Control Appl. Meth. 38, 498-505, 2017.

[9] Qiang Gao, Shuzhen Yang*. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597-1603, 2017.

[10] Haodong Liu, Shuzhen Yang*. Representation and converse comparison theorems for multidimensional BSDEs. Statistics and Probability Letters, 127, 67–74, 2017.

[11] Shuzhen Yang*. The maximum principle for stochastic differential systems with general cost functional. Systems & Control Letters, 90, 1-6, 2016.

[12] Shaolin Ji, Lin Wang, Shuzhen Yang*. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems. Optim. Control Appl. Meth, 36, 109-120, 2015.

[13] Shaolin Ji, Shuzhen Yang*. Solutions for Functional Fully Coupled Forward-Backward Stochastic Differential Equations. Statistics and Probability Letters, 99, 70-76, 2015.

[14] Mingshang Hu, Shaolin Ji, Shuzhen Yang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics Optimization, 70, 253–278, 2014.

[15] Ying Peng, Hui Liu, Shuzhen Yang, Bin Gong. Parallel Algorithm for BSDEs based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems, 10, 1–8, 2014.

[16] 宫晓琳, 杨淑振, 胡金焱, 张宁. 非线性期望理论与基于模型不确定性的风险度量. 经济研究, 11, 133-147, 2015.

[17] 宫晓琳, 陈增敬, 张晓普, 杨淑振. 随机极限正态分布与宏观风险监测. 经济研究, 135-148, 2014.

[18] 宫晓琳, 杨淑振. 量化分析宏观金融风险的非线性演变速度与机制. 金融研究, 113-127, 2013.

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