田德建

Associate professor  
Supervisor of Master's Candidates

School/Department:数学学院

Administrative Position:统计学系副主任

Education Level:With Certificate of Graduation for Doctorate Study

Business Address:数学B309-2

Gender:Male

Degree:Doctor

Status:在岗

Alma Mater:中国矿业大学


Current position: Home >> Scientific Research >> Research Field

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Profile

一、个人简介

田德建,男,副教授,硕士生导师,博士。主要研究方向:随机分析与金融数学。在 SIAM Journal on Financial MathematicsMathematics and Financial EconomicsQuantitative FinanceStochastic Processes and their Applications等金融数学和应用概率论权威性学术刊物上发表论文多篇。主持完成国家自然科学基金青年基金项目一项、江苏省自然科学基金青年基金项目一项。

二、工作和学习经历

2017年1月-至今:中国矿业大学,数学学院,副教授

20209-20217月:山东大学,数学学院,访问学者,合作导师:陈增敬教授

20144-201612月:中国矿业大学,理学院,讲师 

2010/09-2013/12,中国矿业大学,金融工程与风险管理,博士.  导师:江龙教授

2012/08-2013/08,美国北卡罗来纳大学夏洛特分校,Belk商学院金融系,国家公派联合培养博士研究生合作导师:Weidong Tian 教授

2007/09-2010/06中国矿业大学,概率论与数理统计,硕士.  导师:江龙教授

2003/09-2007/06,中国矿业大学,数学与应用数学,学士

三、科研项目

[1] 国家自然科学基金面上项目:“多维二次倒向随机微分方程理论及应用研究”,2022/01-2025/12,12171471,参加,排名第3

[2] 国家自然科学基金青年基金项目:“k-无知模糊和Duffie-Epstein模糊模型下的最优投资策略和比较静态分析”,2017/01-2019/12,11601509,主持

[3] 江苏省自然科学基金青年基金项目:“共单调拟凸风险度量的表示定理及最优风险分配”,2015/09-2018/08,BK20150167,主持

四、部分学术论文

[1]     Dejian Tian*Pricing principle via Tsallis relative entropy in incomplete market.  SIAM Journal on Financial Mathematics, to appear, 2022+, pp:1-29.

[2]     Q. Lin, Dejian Tian*. Portfolio choices: comparative statics under both expected return and volatility uncertainty. Quantitative Finance, 2021, 21(6): 1027-1035. 

[3]     Q. Lin, Dejian Tian*, W. Tian. A generalized stochastic differential utility driven by G-Brownian motion. Mathematics and Financial Economics, 2020,14: 547-576. 

[4]     Dejian Tian*, L. Jiang. Quasiconvex risk statistics with scenario analysis.  Mathematics and Financial Economics, 2015, 9: 111-121.

[5]     S. Fan*, L. Jiang,  Dejian Tian. One-dimensional BSDEs with finite and infinite time horizons. Stochastic Processes and Their Applications, 2011, 121(3): 427-440. 

[6]     L. Xiao*, S. Fan, Dejian Tian. A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations. J. Math. Anal. Appl., 2023, 517, 126610.

[7]     田德建,方洁. Knight 不确定下持续业绩模型的最优消费-投资策略. 应用概率统计,2022, 38(3): 402-412.

[8]     Dejian Tian, R. Zhu. Lp solutions for multidimensional BDSDEs with locally weak monotonicity coefficients.  Chinese Annals of Mathematics, Series B, 2021, 42: 409-426. 

[9]     H. Ma, Dejian Tian*. Generalized entropic risk measures and related BSDEs. Statistics and Probability Letters, 2021, 74, 109110. 

[10]  R. Zhu, Dejian Tian*. Lp solutions of backward doubly stochastic differential equations with locally monotone coefficients.Comm. Statist. Theory Methods, 2021, 50(8): 1856-1872.

[11]  L. Xiao*, S. Fan, Dejian Tian. Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs. Electron. Commun. Probab., 2020, 30: 1-10.

[12]  L. Xiao, S. Fan, Dejian Tian. A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems.  ESAIM: Probability and Statistics, 2020, 24: 207-226.

[13]   H. Yuan, L. Jiang*, Dejian Tian. Representation theorems for WVaR with respect to a capacity. Statistics and Probability Letters, 2020, 158, 108655.

[14]  X. Shen, L. Jiang, Dejian Tian. Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators. Comm. Statist. Simulation Comput., 2019, 48: 73-90. 

[15]  R. Zhu, Dejian Tian*. Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients. Statistics and Probability Letters, 2019, 153:  48–55.

[16]  石学军,冯群,田德建,江龙一般时间区间Lp半鞅序列的单调极限定理数学年刊A, 2019, 40(2): 211-230.

[17]   Dejian Tian, W. Tian. Comparative Statics under k-Ambiguity for Log-Brownian Asset Prices. International Journal of Economic Theory, 2016, 12:  361-378. 

[18]   Dejian Tian, L. Jiang. Uncertainty orders on the sublinear expectation space. De Gruyter Open Mathematics, 2016, 14: 247-259. 

[19]  R. Ji, L. Jiang,  Dejian TianOn the minimal members of convex expectations with constraints. Journal of Inequalities and Applications, 2015, 2015(191). 

[20]   Dejian Tian, W. Tian. Optimal risk-sharing under mutually singular beliefs. Mathematical Social Sciences, 2014, 72: 41-49. 

[21]   Dejian Tian, L. Jiang, R. Ji. Representation theorem for AVaR under a submodular capacity. Journal of East China Normal University (Natural Science), 2014, 3: 23-29.

[22]   Dejian Tian, L. Jiang, X. Shi. Lp solutions to backward stochastic differential equations with discontinuous generators. Statistics and Probability Letters, 2013, 83(2): 503-510. 

[23]   Dejian Tian, X. Suo. A note on convex risk statistic. Operations Research Letters, 2012, 40(6): 551-553. 

[24]   Dejian Tian, L. Jiang, M. Davison. On the existence of solutions to BSDEs with generalized uniformly continuous generators. Statistics and Probability Letters, 2010, 80: 903-909. 

[25]  田德建江龙石学军具有拟Holder连续生成元的倒向随机微分方程的可积解应用数学学报, 2013, 5: 783-790.

[26]  田德建,江龙,邓芳系数为广义左Lipschitz的倒向随机微分方程解的存在性.  华东师范大学学报(自然科学版), 2010, (03):119-125.

 

五、主讲课程

研究生课程:测度与概率、金融风险度量、非线性数学期望、数理统计

本科生课程:金融经济学、期权期货及其它衍生品、概率论与数理统计、应用统计学


 六、指导研究生情况  

已毕业硕士研究生:朱润玉;方洁、吴尚日;马汉民;冯子鑫

在读硕士研究生:王训练、李薇薇;张正阳;周昱含

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