一、简介
江龙,男,1964年生,江苏淮安人,理学博士、博士后;中国矿业大学数学学科教授、博士生导师,数学学院院长;全国优秀博士学位论文奖获得者、江苏省“青蓝工程”中青年学术带头人、复旦大学优秀博士后;兼任山东大学学报编委、江苏省研究生教育指导委员会委员、江苏省数学会常务理事、江苏省概率统计学会常务理事、美国“数学评论”评论员。研究方向:非线性数学期望、倒向随机微分方程与金融数学。
二、学习与工作经历
1988.7至今在中国矿业大学任教,历任助教、讲师、副教授、教授。
1981--1985 年华东师范大学数学系学习,获学士学位;
1985--1988 年华东师范大学数学系学习,获理学硕士学位,研究方向:代数群表示理论;
2000--2001年访问山东大学数学学院金融基地,研习金融数学;
2002--2005年山东大学数学学院学习,获理学博士学位,研究方向:非线性数学期望、倒向随机微分方程、金融数学;获得山东大学校长奖学金。
2004 年2月访问中国科学院应用数学研究所;
2005--2007年复旦大学数学科学学院进行博士后研究工作,被评为复旦大学优秀博士后;
2007 年访问加拿大York大学、Waterloo大学与McMaster 大学(期间参加在London 举行的加拿大数学会冬季会议与在York 大学举行的“MICACS-MCME Workshop on Risk Analysis” 并做学术报告);
2008 年访问加拿大The University of Western Ontario(期间参加在法国国际数学会议中心举行的“Chinese-French Meeting in Probability and Analysis”与在Guelph 大学举行的“MOPTA 08”会议并做学术报告);
2011 年参加在英国Loughborough University 举行的“Stochastic Analysis: A UK-China Workshop”并做学术报告。
2015 年参加在荷兰Eindhoven University of Technology举行的SEEEP Workshop.
三、主持的主要科研与教学改革项目
[1] 国家自然科学基金面上项目(主持人),2014-2017
[2] 国家自然科学基金面上项目(主持人),2010-2012
[3] 国家自然科学基金面上项目(主持人),2007-2009
[4] 全国优秀博士学位论文作者专项基金(主持人),2009-2012
[5] 国家“973”重点基础研究计划(主要学术骨干),2007-2011
[6] 中国博士后科学基金一等资助项目(主持人),2007-2008
[7] 江苏省”青蓝工程”中青年学术带头人培养对象基金项目(主持人),2008-2011
[8] 中央高校基本科研业务费专项资金项目(主持人),2010-2013
[9] 江苏省高等教育教学改革研究项目:卓越计划下研究生层次卓越工程师培养(负责人),2015-2017
[10] 江苏省十三五省一级重点学科——中国矿业大学“数学”学科——建设负责人,2016-2020
[11] 中国矿业大学“应用数学”优秀创新团队首席专家,2009-2012
[12] 中国矿业大学“数学与应用数学”品牌专业建设负责人,2017-2020
四、主要获奖与荣誉称号
[1] 全国优秀博士学位论文奖,2007
[2] 江苏省“青蓝工程”中青年学术带头人,2008
[3] 复旦大学优秀博士后,2008
[4] 江苏省优秀教学成果奖一等奖(排名第2),2009
[5] 江苏省优秀教学成果奖一等奖(排名第4),2017
[6] 中国矿业大学优秀教学成果奖特等奖(排名第1),2012
[7] 江苏省壹类优秀课程奖(线性代数课程,排名第2),2000
[8] 江苏省贰类优秀课程奖(概率统计课程,排名第3),2002
[9] 中国矿业大学“十佳共产党员”,2011
[10] 中国矿业大学首届“大学生最喜爱的(十佳)教师”,2011
[11]指导2名本科生刘静、刘坤分别获得江苏省普通高等学校本专科优秀毕业设计(论文)二等奖、三等奖。
[12] 多次获得中国矿业大学年度考核优秀奖、优秀教学质量奖、科学技术奖、优秀教学成果奖、讲课比赛奖、优秀课程奖等奖项。
五、2002年以来部分研究成果
在The Annals of Applied Probability, Stochastic Processes and Their Applications, 中国科学等国内外重要学术期刊上发表学术SCI检索论文约40篇。
[1] Long Jiang(江龙), Convexity, Translation Invariance and Subadditivity for g-Expectations and Related Risk Measures,
The Annals of Applied Probability, 18(1), 1245–258, 2008
[2] Long Jiang(江龙) , Representation theorems for generators of backward stochastic differential equations (BSDEs) and their applications,
Stochastic Processes and Their Applications, 115(12), 1883-1903, 2005
[3] S. Fan, Long Jiang(江龙), Tian DeJian. One-dimensional BSDEs with finite and infinite time horizons.
Stochastic Processes and their Applications. 121(3), 427-440, 2011
[4] D. Tian, Long Jiang(江龙). Quasiconvex risk statistics with scenario analysis.
Mathematics and Financial Economics,9(2): 111-121, 2015.
[5] Hongmin Yuan , Long Jiang (江龙) , Dejian Tian,Representation theorems for WVaR with respect to a capacity,Statistics and Probability Letters 158:108655, 2020
[6] Xiaohui Shen, Long Jiang(江龙), Dejian Tian, Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators,COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION, 48(1): 73–90, 2019
[7] Xiaohui Shen, Long Jiang(江龙),BSDEs driven by time-changed Lévy noises with non-Lipschitz generators, COMMUNICATIONS IN STATISTICS—THEORY AND METHODS, 48(3): 523–536, 2019
[8] Shengjun FAN, Long Jiang(江龙),Lp Solutions of BSDEs with a New Kind of Non-Lipschitz Coeffiffifficients, Acta Mathematicae Applicatae Sinica, English Series, 35(4): 695–707, 2019
[9] X Shi , Q Feng, D Tian, Long Jiang(江龙),Monotonic limit theorem for Lp -semimartingales on general time horizon.Chinese Journal of Contemporary Mathematics40(2): 181–200,数学年刊A40(2): 211–230, 2019
[10] Xiaohui Shen, Long Jiang(江龙), BSDEs with monotone generator driven by time-changed Lévy noises, Advances in Difffference Equations,2017:214, 2017
[11] D. Tian,Long Jiang(江龙),Uncertainty orders on the sublinear expectation space,De Gruyter Open Math.,14: 247–259,2016
[12] R. Ji,Long Jiang(江龙), D. Tian.On the minimal members of convex
expectations with constraints, Journal of Inequalities and Applications, 2015
[13]X.Shi, Long Jiang(江龙), R. Ji. Nonlinear Decomposition of Doob-Meyer’s Type for Continuous g-Supermartingale with Uniformly Continuous Coefficient, Journal of Applied Mathematics, 2014
[14] S. Fan, Long Jiang(江龙), Xu YingYing. Representation theorem for generators
of BSDEs with monotonic and polynomial-growth generators in the space of
processes. Electronic Journal of Probability 16(27) : 830-844, 2011
[15] Long Jiang( 江龙) , A necessary and sufficient condition for probability
measures dominated by g-expectation, Statistics and Probability Letters 79(2):
196-201, 2009
[16] S. FAN, Long JIANG(江龙),M. DAVISON, Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type, Front. Math. China, 8(4): 811–824, 2013
[17] D. Tian,Long JIANG(江龙),X. Shi,Lp solutions to BSDEs with discontinuous generators, Statistics and Probability Letters, 83:503-510, 2013
[18] W. Hua,Long JIANG(江龙),X. Shi, Infinite time interval RBSDEs with non-Lipschitz coefficients,Journal of the Korean Statistical Society, 42:247-256, 2013
[19] S. Fan, Long JIANG(江龙). A generalized comparison theorem for BSDEs and
its applications. Journal of Theoretical Probability, 25:50–61, 2012
[20] S. Fan,Long JIANG(江龙),Lp solutions of finite and infinite time interval
BSDEs with non-Lipschitz coefficients,Stochastics: an International Journal of Probability and Stochastic Processes,84:487-506, 2012
[21] J. Liu,Long JIANG(江龙),Jensen’s inequality for monetary utility functions,
Journal of Inequalities and Applications,128卷,1-4, 2012
[22] Long Jiang(江龙), Some results on the uniqueness of generators of BSDEs,
Comptes Rendus Mathematique, Acad. Sci.-Paris, 338(7), 575-580, 2004
[23] Long Jiang(江龙), A note on g-expectation with comonotonic additivity,
Statistics and Probability Letters, 76(17),1895-1903, 2006
[24] Long Jiang(江龙), Limit theorem and uniqueness theorem of BSDEs, Sciences
in China Series A: Mathematics, 49(10),1353-1362, 2006
[25] Long Jiang ( 江龙) , Jensen’s inequality for BSDEs, Chinese Annals of
Mathematics Series B, 27(5), 553-564, 2006
[26] Long Jiang(江龙), Chen Zengjing, On Jensen’s inequality for g-expectation,
Chinese Annals of Mathematics Series B, 25(3), 401-412, 2004
[27] Long Jiang(江龙), Representation theorem for generators of BSDEs, Comptes
Rendus Mathematique, Acad. Sci.-Paris, 340(2), 161-166, 2005
[28] Long Jiang(江龙), Converse comparison theorems for BSDEs, Statistics and
Probability Letters, 71(2), 173-183, 2005
[29] Long Jiang(江龙), A property of g-expectation, Acta Mathematica Sinica,
English Series, 20(5), 769-778, 2004
[30] Long Jiang(江龙), A converse comparison theorem for g-expectations, Acta
Math Appliticae Sinica, English Ser., 20(4), 701-706, 2004
[31] Long Jiang(江龙), Z. Chen, A result on the probability measures dominated by
g-expectation, Acta Math Appliticae Sinica, English Ser., 20(3), 507-512, 2004
[32] D. Tian, Long Jiang(江龙), M. Davison, On the existence of solutions to
BSDEs with generalized uniformly continuous generators, Statistics and
Probability Letters 80: 903-909,2010
[33] S. Fan, Long Jiang(江龙). A representation theorem for generators of BSDEs
with continuous linear-growth generators in the space of processes. Journal of
Computational and Applied mathematics 235,686-695, 2010
[34] S. Fan, Long Jiang ( 江龙) , M. Davison. Uniqueness of solutions for
multidimensional BSDEs with uniformly continuous generators. Comptes
Rendus Mathematique, Acad. Sci. -Paris 348 (11-12), 683-686, 2010
[35] S. Fan, Long Jiang(江龙). Uniqueness result for BSDEs whose generator is
monotonic in y and uniformly continuous in z. Comptes Rendus Mathematique,
Acad. Sci. -Paris 348(1-2), 89-92, 2010
[36] S. Fan, Long Jiang(江龙). Finite and infinite time interval BSDEs with
non-Lipschitz coefficients. Statistics and Probability Letters80 (11-12), 962-968,
2010
[37] Y. Liu, Long Jiang(江龙), Y. Xu, A Local Limit Theorem for Solutions of
BSDEs with Mao’s non-Lipschitz Generator, Acta Math Appliticae Sinica,
English Ser., 24(2), 329-336, 2008
[38] Z. Chen, R. Kulperger, Long Jiang(江龙), Jensen’s inequality for g-expectation,part 1, Comptes Rendus Mathematique, Acad. Sci.-Paris, 337(12), 797-800,2003
[39] Z. Chen, R. Kulperger, Long Jiang(江龙), Jensen’s inequality for g-expectation,part 2, Comptes Rendus Mathematique, Acad. Sci.-Paris, 337(11), 725-730,2003
[40] 江龙,倒向随机微分方程的极限定理与惟一性定理,中国科学A 辑数学,36(9), 961-970, 2006
六、主讲的主要课程
数学专业研究生课程:
测度与概率论,非线性数学期望,随机金融学,随机过程与随机分析,随机分析,随机微分方程,倒向随机微分方程;
工科研究生课程:
数理统计,随机过程,应用概率统计,矩阵论;
本科生课程:
概率论与数理统计(A,B),近世代数,高等代数,线性代数,工程数学。
主编“线性代数”教材1 部(高等教育出版社)
七、指导研究生情况
指导的研究生获得博士学位6人、获得硕士学位40余人。
指导在读博士研究生、硕士研究生7人。
八、联系方式
Email: jianglong365@cumt.edu.cn,Tel:0516-83591501(O)
通讯地址:江苏徐州中国矿业大学(南湖校区)数学学院,邮政编码:221116