金鹏 - 北京师范大学-香港浸会大学

个人简介

金鹏博士于2004年从山东大学获得数学学士学位，于2009年获德国比勒菲尔德大学数学博士学位。获得博士学位之后，他于2009—2010在比勒菲尔德大学担任博士后研究员，于2010-2018在德国伍珀塔尔大学担任研究员。在2020年2月加入UIC之前，他曾在2018年10月至2020年1月在汕头大学担任副教授。他目前担任金融数学专业副教授、课程主任和博士生导师，并且是香港浸会大学-UIC联合研究所研究员。金鹏博士的研究领域是随机分析及其在生物学、金融和物理学中的应用。他曾在概率论领域的几个国际知名期刊上发表论文，包括Ann. Appl. Probab, Ann. Inst. Henri Poincaré Probab. Stat., Stoch. Proc. Appl.等。自2018年以来，他担任美国数学会数学评论的评论员。 Education Aug 2006 - Nov 2009, Ph.D. in Mathematics, Bielefeld University, Germany Sep 2004 - July 2006, Institute of Applied Mathematics, Chinese Academy of Sciences, China Sep 2000 - Aug 2004, B.Sc. in Mathematics, Shandong University, China

研究领域

随机分析、金融数学

近期论文

查看导师最新文章（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）

M. Friesen and P. Jin: Volterra square-root process: stationarity and regularity of the law, Ann. Appl. Probab., to appear. M. Friesen, P. Jin, J. Kremer and B. Rüdiger: Exponential ergodicity for stochastic equations of nonnegative processes with jumps, ALEA Lat. Am. J. Probab. Math. Stat., to appear. M. Friesen, P. Jin, J. Kremer and B. Rüdiger: Regularity of transition densities and ergodicity for affine jump-diffusions, Math. Nachr., 2022, available at https://doi.org/10.1002/mana.202000299. P. Jin: Uniqueness in law for stable-like processes of variable order, J. Theoret. Probab., 34 (2021), no. 2, 522-552. M. Friesen, P. Jin and B. Rüdiger: Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps, Ann. Inst. Henri Poincaré Probab. Stat., 57 (2021), no. 1, 250-271. M. Friesen, P. Jin, J. Kremer and B. Rüdiger: Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices, Adv. in Appl. Probab., 52 (2020), no. 3, 825-854. M. Friesen, P. Jin and B. Rüdiger: Boundary behavior of multi-type continuous-state branching processes with immigration, Electron. Commun. Probab., 25 (2020), 1-14. M. Friesen, P. Jin and B. Rüdiger: Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes, Ann. Appl. Probab., 30 (2020), no. 5, 2165-2195. M. Friesen and P. Jin: On the anisotropic stable JCIR process, ALEA Lat. Am. J. Probab. Math. Stat., 17 (2020), no. 2, 643-674. M. Friesen, P. Jin and B. Rüdiger: Existence of densities for multi-type CBI processes, Stoch. Proc. Appl., 130 (2020), no. 9, 5426-5452. P. Jin, J. Kremer and B. Rüdiger: Existence of limiting distribution for affine processes, J. Math. Anal. Appl., 486 (2020), no. 2, 123912, 31 pp. P. Jin, J. Kremer and B. Rüdiger: Moments and ergodicity of the jump-diffusion CIR process, Stochastics, 91 (2019), no. 7, 974-997. P. Jin: On weak solutions of SDEs with singular time-dependent drift and driven by stable processes, Stoch. Dyn., 18 (2018), no. 2, 1850013, 23 pp. P. Jin, J. Kremer and B. Rüdiger: Exponential ergodicity of an affine two-factor model based on the α-root process, Adv. in Appl. Probab., 49 (2017), no. 4, 1144-1169. P. Jin: Brownian motion with singular time-dependent drift, J. Theoret. Probab., 30 (2017), no. 4, 1499-1538. P. Jin, B. Rüdiger and C. Trabelsi: Exponential ergodicity of the jump-diffusion CIR process, Stochastics of environmental and financial economics-Centre of Advanced Study, Oslo, Norway, 2014-2015, 285-300, Springer Proc. Math. Stat., 138, Springer, Cham, 2016. P. Jin, B. Rüdiger and C. Trabelsi: Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion, Stoch. Anal. Appl. 34 (2016), no. 1, 75-95. P. Jin, V. Mandrekar, B. Rüdiger and C. Trabelsi: Positive Harris recurrence of the CIR process and its applications, Commun. Stoch. Anal. 7 (2013), no. 3, 409-424.