尤蘇蓉

基本信息

  • 姓名:尤蘇蓉

  • 職稱:副教授

  • 聯系方式:見學院黃頁

  • 電子郵件:sryou@dhu.edu.cn

  • 研究方向:随機微分方程、數理金融

學習經曆

  • 2004/09 - 2010/03,東華大學,管理學院,博士(導師:樂嘉錦、丁曉東)

  • 1996/09 - 1999/06,華東師範大學,數學系,碩士(導師:林武忠)

  • 1992/09 - 1996/07,南京師範大學,數學系,本科

  • 2014/02 - 2015/02,英國Strathclyde大學,數學與統計系,訪問學者(合作導師:毛學榮)

  • 2013/05 - 2013/07,英國Strathclyde大學,數學與統計系,訪問學者(合作導師:毛學榮)

  • 2012/09 - 2013/05,山東大學,數學學院,訪問學者(合作導師:陳增敬)

  • 2004/01 - 2004/05,美國伊利諾伊大學學習(國家留學基金委雙語教學項目)

工作經曆

  • 2007/10 - 至今,東華大學,理學院應用數學系,副教授

  • 2002/10 - 2007/09,東華大學,理學院應用數學系,講師

  • 1999/07 - 2002/09,東華大學,理學院應用數學系,助教

主要教學課程

  • 微積分、數理金融、投資分析與風險管理、金融計算實驗

研究成果和其他

  • 主持上海市自然科學基金項目:高階非線性混雜中立型随機微分方程的穩定性分析(17ZR1401300)

  • 參與國家自然科學基金項目1項,參與上海市自然科學基金項目1項。

發表論文

  • 近年來,共發表論文10餘篇,其中SCI收錄7篇。

  • [1] 趙婷婷,尤蘇蓉,馬爾科夫切換随機區間線性系統的鎮定分析,東華大學學報,43(1), 144-149,2017

  • [2] Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao, Surong You, Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay, Statistics & Probability Letters, 2016, 115: 16-26[SCI收錄]

  • [3] Wei Mao, Surong You, Xuerong Mao, On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps, Journal of Computational and Applied Mathematics, 2016, 301:1-15[SCI收錄]

  • [4] Wei Mao, Surong You, Xiaoqian Wu, Xuerong Mao, On the averaging principle for stochastic delay differential equations with jumps, Advances in Difference Equations, 2015, 2015[70] :1-19[SCI收錄]

  • [5] Surong You,Wei Liu,Jianqiu Lu,Xuerong Mao,Qinwei Qiu, Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations SIAM Journal on Control & Optimization, 2015, 53[2] :905-925[SCI收錄]

  • [6] Surong You, Liangjian Hu, Wei Mao, Xuerong Mao, Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations,Statistics & Probability Letters,2015,102[2] :8-16[SCI收錄]

  • [7] Surong You, Wei Mao, Xuerong Mao, Liangjian Hu, Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients, Applied Mathematics and Computation, 2015,263[3] : 73-83[SCI收錄]

  • [8] Surong You, Pricing and hedging in a single period market with random interval valued assets International Journal of Approximate Reasoning, 2013,54[9] : 1310-1321[SCI收錄]

  • [9] 尤蘇蓉,魏康,基于随機區間損益市場模型的未定權益無差異定價,東華大學學報[自然科學版] ,2016,42(1):145-151

  • [10] YOU Su-rong,QU Zhe,Stability Analysis of Robust Arbitrage in a Random Interval Valued Financial Market,Journal of Donghua University,2014,31(3):339-342[EI收錄]

Baidu
sogou