个人简介

I've finished my undergraduate education in Donghua University,majoring in Mathematics in the college of Science and was recommanded to the department of Probability theory and mathematical statistics at Donghua University. My professor is Prof. SuRong You. My research interest is stochastic differential equations, measure theory and financial derivative. Now I am working on the Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay .

    研究方向与个人兴趣

  • 随机微分方程
  • 数理金融
  • 精算
  • 数学建模
  • 视频制作

Almost sure exponential stability of hybrid stochastic functional differential equations

stability, hybrid stochastic differential functional equations, Itô formula, Brownian motion, Markov chain

Preparing for this year's FRM LEVEL1

Now studying the derivation(martingale way/PDE way) of Black-Scholes Option Pricing Model

GTC2018

NVIDIA’s GPU Technology Conference (GTC) is the premier AI and deep learning event, providing you with training, insights, and direct access to experts from NVIDIA and other leading organizations.

2018's travel to *********

Need one more guy to go with me!!!

Tom Clancy's The Division

Perhaps it's time to AFK.Maybe after the next two Global Events.And don't forget to watch my solo DZ&LS pvp video on twitch & bilibili.

Maybe to someone...

Always want to tell you how I feel... Sometime you will see...

Collect from 。。。。。。。

留言板与联系方式

有任何事情想要与我联系可以在下方留言。也可以直接通过右边的联系方式与我交流。