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 Mathematics、Stochastic Processes and their Applications等金融数学和应用概率论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

2020年9月-2021年7月：山东大学，数学学院，访问学者，合作导师：陈增敬教授

2014年4月-2016年12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、学术论文

[1] Dejian Tian*. Pricing principle via Tsallis relative entropy in incomplete market.  SIAM Journal on Financial Mathematics, 2023, 14(1): 250-278.

[2]Z. Feng, Dejian Tian*.  Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. Probability, Uncertainty and Quantitative Risk, 2023, 8(2): 281-308.

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

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

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

[6]  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. 

[7]  Dejian Tian*, S. Wu. Optimal risk sharing for maxmin Choquet expected utility model. Acta Mathematicae Applicatae Sinica, English Series, 2024, 40(2):430-444.

[8] 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.

[9]  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.

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

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

[12]  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.

[13]  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.

[14]  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.

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

[16]  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. 

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

[18]  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.

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

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

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

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

[23] 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.

[24] 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. 

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

[26] 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. 

[27] 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.

[28] 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.

Working papers

[1]  W. Li, Dejian Tian*.  Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty.  arXiv:2304.04396

[2] Dejian Tian*, X. Wang. Dynamic star-shaped risk measures and g-expectations.    arXiv:2305.02481

[3] Bingchu Nie, Dejian Tian*, Long Jiang.  Set-valued Star-Shaped Risk Measures.   arXiv:2402.18014 

[4] Zixin Feng, Dejian Tian*, Harry Zheng. Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets.  arXiv:2407.19995 

[5] Tao Pang,  Dejian Tian, Weidong Tian. Optimal portfolio choice with comfortable consumption.  2024.  available at SSRN 4965211. 

[6] Dejian Tian, Weidong Tian, Zhou Yang. Epstein-Zin utility maximization with discretionary stopping. 2024. Working paper. 

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、金融衍生品定价、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（读博）；方洁（大中专教师）、吴尚日（中小学教师）；马汉民（中小学教师）；冯子鑫（读博）；王训练（大中专教师）、李薇薇（中小学教师）；张正阳（事业单位）

在读硕士研究生：周昱含；黄雪莹、李婉洵、秦怡；李倩、葛惠文、史云天