闵慧

发布时间:2021-11-29 15:24:35



https://bdic.bjut.edu.cn/__local/0/00/EE/58495238192B7EADE29384C578B_813844CB_1A9AB.png

 



姓名:闵慧

职称:讲师

教授课程:概率论与数理统计

电子邮件:huimin@bjut.edu.cn

Name: MIN Hui

Title: Lecturer

CourseProbability and Statistics

E-mail: huimin@bjut.edu.cn

个人简介:

闵慧,山东大学概率论与数理统计专业博士,2016年在北京工业大学统计系开展师资博士后研究工作,20187月入职北工大。

共发表SCI论文5篇,主持北京市自然科学基金、中国博士后科学基金、北京市博士后科学基金、朝阳区博士后科学基金。

Personal profile

MIN Hui received her Ph.D. degree in Probability and Statistics from Shandong University in 2016. Then she was working as a postdoctoral fellow in BJUT. She has been a lecture in Statistics in BJUT since 2018.

研究领域:随机微分方程、随机控制、随机微分对策

Research Interests

1. Stochastic differential equations;

2. Stochastic control theory;

3. Stochastic differential games.

主持项目:

1.北京市自然科学基金

2.中国博士后科学基金

3.北京市博士后科学基金

4.朝阳区博士后科学基金

Research projects:

1.     Beijing Natural Science Foundation

2.     Chinese Postdoctoral Science Foundation

3.     Beijing Postdoctoral Science Foundation

4.     Chaoyang Postdoctoral Science Foundation

发表论文

Publications

1.J. Li, H. Min (2017). Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications, 35 (3), 542-568.

2.J. Li, H. Min (2016). Weak solution of stochastic differential equations and application to zero-sum stochastic differential games. SIAM Journalon Control and Optimization, 54(3),1826-1858.

3.J. Li, H. Min (2016). Controlled mean-field backward stochastic differential equations with jumps involving the value function. Journal of Systems Science and Complexity,29 (5),1238-1268.

4.H. Min, Y. Qin, Y. Peng (2014). Fully-coupled mean-field forward-backward stochastic differential equations and stochastic maximum principles. Abstract and Applied Analysis. Hindawi Publishing Corporation.

5.S. Zuo, H. Min (2013). Optimal control problems of mean-field forward-backward stochastic differential equations with partial information.Control and Decision Conference (CCDC),2013 25th Chinese. IEEE, 5010-5014.

 

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