数学系

个人简介

周清，2005年7月于中科院数学与系统科学研究院应用数学所博士毕业后一直在公司工作，历任讲师、副教授、教授，现为博士生导师。

研究方向

随机分析与金融数学

科研成果

[1] Zhou Q., Zhang X.L* (2020). Pricing equity warrants in Merton jump–diffusion model with credit risk, Physica A: Statistical Mechanics and its Applications, Vol. 557, 124883.

[2] Yang J., Zhou Q.* (2020). Reflected SPDEs driven by fractional noises, Acta Mathematicae Applicatae Sinica (English series), Vol. 36(2): 347-360.

[3] Zhang L.*, Zhou Q., Yang J. (2020). Necessary condition for optimal control of doubly stochastic systems, Mathematical Control and Related Fields, Vol. 10(2): 379-403.

[4] Zhou Q.*, Wang Q., Wu W. X. (2019). Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion, Journal of Systems Science and Complexity, Vol. 32(2): 657-680.

[5] Zhang L. Q.* and Zhou Q. (2018). Near-optimal control of stochastic recursive systems Via viscosity solution, Journal of Optimization Theory and Application, Vol. 178(2): 363-382.

[6] Ren Y.*, Gu Y. F., Zhou Q. (2018). Stability analysis of impulsive stochastic Cohen-Grossberg neural networks driven by G-Brownian motion, International Journal of Control, Vol. 91(8): 1745-1756.

[7] Zhou Q.*, Ren Y., Wu W. X. (2017). On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information, Journal of Systems Science and Complexity, Vol. 30: 825-856.

[8] Zhou Q. *(2016). Lp-solutions for reflected backward stochastic differential equations with time delayed generators, Bulletin of the Korean Mathematical Society, Vol. 53: 793-819.

[9] Zhou Q.*, Ren Y. (2012). Reflected backward stochastic differential equations with time delayed generators, Statistics and Probability Letters, Vol.82, 979-990.

[10] Zhou Q.*, Wu W. X., Wang, Z. W. (2008). Cooperative hedging with a higher interest rate for borrowing, Insurance: Mathematics and Economics, Vol.42(2), 609-616.

科研项目

1、 主持在研1项国家自然科学基金面上项目（2019.1-）

2、 主持结题１项国家自然科学基金面上项目（2015.1-2018.12）

      3、主持结题1项青年基金（2011.1-2013.12）

学术经历

2009年1月-7月 访问美国堪萨斯大学数学系，访问导师：Yaozhong Hu

2013年1月-2014年2月 访问美国堪萨斯大学数学系，访问导师：David Nualart

员工培养

每年招收2名左右的硕士研究生，1名左右博士研究生。