林乾(武漢大學經濟與管理學院金融學助理教授)

林 乾是武漢大學經濟與管理學院金融學助理教授。博士, 法國西布列塔尼大學，博士, 山東大學，學士，中國礦業大學。

基本介紹

• 中文名：林乾
• 畢業院校：法國西布列塔尼大學
• 學位/學歷：博士
• 工作單位：武漢大學經濟與管理學院

教學和研究領域

• 教學課程：高級金融理論、隨機過程、資產定價、金融經濟學
  
• 研究領域：金融數學與金融工程
  

學術經歷

• 金融學助理教授，武漢大學，2014年9月—至今
  
• 博士後，德國比勒費爾德大學，2012年9月—2014年8月。
  
• 國際期刊論文
  
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• · Q. Lin, Nash equilibrium payoffs for stochastic differential games with two reflecting barriers, Advances in Applied Probability 47 (2015) 355-377.
  
• · Q. Lin,Nash equilibrium payoffs for stochastic differential games with reflection, ESAIM: Control, Optimisation andCalculus of Variations19 (2013) 1189--1208.
  
• · Q. Lin, General martingale characterization of G-Brownian motion,Stochastic Analysis and Applications31 (2013) 1024--1048.
  
• · Q. Lin, Differentiability of stochastic differential equations driven by the G-Brownian motion,Science China Mathematics56 (2013) 1087--1107.
  
• · Q. Lin, Some properties of stochastic differential equationsdriven by the G-Brownian motion,Acta Mathematica Sinica,English Series29 (2013) 923--942.
  
• · Q. Lin, Local time and Tanaka formula for the G-Brownianmotion,Journal of Mathematical Analysis and Applications398(2013) 315--334.
  
• · Q. Lin, A BSDE approach to Nash equilibrium payoffs forstochastic differential games with nonlinear cost functionals,Stochastic Processes and their Applications122 (2012) 357--385.
  
• · Q. Lin, Backward doubly stochastic differential equations withweak assumptions on the coefficients, Applied Mathematics andComputation217 (2011) 9322--9333.
  
• · Q. Lin, Z. Wu, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, Acta Mathematicae Applicatae Sinica, English Series27 (2011) 223--232.
  
• · Q. Lin, The Tychonoff uniqueness theorem for the G-heatequation,Science China Mathematics54 (2011) 463--468.
  
• · Q. Lin, A generalized existence theorem of backward doublystochastic differential equations,Acta Mathematica Sinica, EnglishSeries26 (2010) 1525--1534.
  
• · Q. Lin, A class of backward doubly stochastic differentialequations with non-Lipschitz coefficients,Statistics andProbability Letters79 (2009) 2223--2229.