江龙

发布者:李莹发布时间:2020-06-22浏览次数:15737

、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 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

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 TianRepresentation theorems for WVaR with respect to a capacityStatistics 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 spaceDe Gruyter Open Math.,14: 247–2592016

[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): 811824, 2013

[17] D. TianLong JIANG(江龙)X. ShiLp solutions to BSDEs with discontinuous generators, Statistics and Probability Letters, 83:503-510, 2013

[18] W. HuaLong JIANG(江龙)X. Shi, Infinite time interval RBSDEs with non-Lipschitz coefficientsJournal 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. FanLong JIANG(江龙)Lp solutions of finite and infinite time interval

BSDEs with non-Lipschitz coefficientsStochastics: an International Journal of Probability and Stochastic Processes84:487-506, 2012

[21] J. LiuLong JIANG(江龙)Jensen’s inequality for monetary utility functions

Journal of Inequalities and Applications128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: 903-9092010

[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(AB),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.cnTel0516-83591501O

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