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个人简介

学习经历 2004/09 - 2010/03,东华大学,管理学院,博士(导师:乐嘉锦、丁晓东) 1996/09 - 1999/06,华东师范大学,数学系,硕士(导师:林武忠) 1992/09 - 1996/07,南京师范大学,数学系,本科 2014/02 - 2015/02,英国Strathclyde大学,数学与统计系,访问学者(合作导师:毛学荣) 2013/05 - 2013/07,英国Strathclyde大学,数学与统计系,访问学者(合作导师:毛学荣) 2012/09 - 2013/05,山东大学,数学学院,访问学者(合作导师:陈增敬) 2004/01 - 2004/05,美国伊利诺伊大学学习(国家留学基金委双语教学项目) 工作经历 2007/10 - 至今,东华大学,理学院应用数学系,副教授 2002/10 - 2007/09,东华大学,理学院应用数学系,讲师 1999/07 - 2002/09,东华大学,理学院应用数学系,助教 主要教学课程 微积分、数理金融、投资分析与风险管理、金融计算实验 研究成果和其他 主持上海市自然科学基金项目:高阶非线性混杂中立型随机微分方程的稳定性分析(17ZR1401300) 参与国家自然科学基金项目1项,参与上海市自然科学基金项目1项。

研究领域

研究方向:随机微分方程、数理金融

近期论文

查看导师新发文章 (温馨提示:请注意重名现象,建议点开原文通过作者单位确认)

发表论文 近年来,共发表论文10余篇,其中SCI收录7篇。 [1] 赵婷婷,尤苏蓉,马尔科夫切换随机区间线性系统的镇定分析,东华大学学报,43(1), 144-149,2017 [2] Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao, Surong You, Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay, Statistics & Probability Letters, 2016, 115: 16-26[SCI收录] [3] Wei Mao, Surong You, Xuerong Mao, On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps, Journal of Computational and Applied Mathematics, 2016, 301:1-15[SCI收录] [4] Wei Mao, Surong You, Xiaoqian Wu, Xuerong Mao, On the averaging principle for stochastic delay differential equations with jumps, Advances in Difference Equations, 2015, 2015[70] :1-19[SCI收录] [5] Surong You,Wei Liu,Jianqiu Lu,Xuerong Mao,Qinwei Qiu, Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations SIAM Journal on Control & Optimization, 2015, 53[2] :905-925[SCI收录] [6] Surong You, Liangjian Hu, Wei Mao, Xuerong Mao, Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations,Statistics & Probability Letters,2015,102[2] :8-16[SCI收录] [7] Surong You, Wei Mao, Xuerong Mao, Liangjian Hu, Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients, Applied Mathematics and Computation, 2015,263[3] : 73-83[SCI收录] [8] Surong You, Pricing and hedging in a single period market with random interval valued assets International Journal of Approximate Reasoning, 2013,54[9] : 1310-1321[SCI收录] [9] 尤苏蓉,魏康,基于随机区间损益市场模型的未定权益无差异定价,东华大学学报[自然科学版] ,2016,42(1):145-151 [10] YOU Su-rong,QU Zhe,Stability Analysis of Robust Arbitrage in a Random Interval Valued Financial Market,Journal of Donghua University,2014,31(3):339-342[EI收录]

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