副教授 硕士生导师
所在单位:数学学院
学历:博士研究生毕业
在职信息:在岗
邮箱:
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.
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
[1]随机分析与金融数学