姓 名: | 穆蕊 | 职 称: | 副教授 | |
性 别: | 女 | 研究方向: | 随机微分博弈、金融数学 | |
出生年月: | 1987年8月 | 联系方式: | rmu@suda.edu.cn 本部览秀楼212办公室 | |
最后学历: | 博士 | 毕业学校: | 法国勒芒大学、山东大学 | |
介 绍: | Research Interests Stochastic Optimal Controls Zero-sum and Nonzero-sum Stochastic Differential Games Backward Stochastic Differential Equations Financial Mathematics
Academic Experience • 2009.09 - 2015. 06 Shandong University, China Major: Probability and Statistics Degree: Ph.D Supervisor: Professor Zhen WU • 2011.11 - 2014.10 Université du Maine, France Major: Applied Mathematics Degree: Ph.D Supervisor: Professor Said HAMADENE • 2015.06 – 2021.07 Soochow University, China Lecturer • 2021.07 – Now Soochow University, China Associate Professor Courses Probability Derivative Pricing Stochastic Calculus for Finance Stochastic Process Stochastic Control and its Application in Finance Python for Finance Thesis Writing Guidance
Publications [1] Said Hamadène, Rui Mu, Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game, Comptes Rendus Mathematique, 2014, 352(9): 699-706. [2] Said Hamadène, Rui Mu, Existence of Nash equilibrium points for Markovian nonzero-sum stochastic differential games with unbounded Coefficients, Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87(1): 85-111. [3] Rui Mu, Zhen Wu, One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators, Advances in Difference Equations, 2015, 2015(1): 1-15. [4] Rui Mu, Zhen Wu, Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional BSDEs,Mathematical Control and Related Fields, 2017, 7(2): 289~304. [5] Said Hamadène, Rui Mu, Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games, Stochastic Processes and their Applications, 2020, 130(11): 6901–6926. [6] Said Hamadène, Rui Mu, Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients, Dynamic Games and Applications, 2020,11(1): 84-108. Prepublications [1] Rui Mu, Jing Zhang, Nonzero-sum stochastic differential game with controlled SPDEs, 2022, 1-15. Funds 1. 江苏省自然科学基金青年基金项目,不连续型随机微分博弈及其应用,No. BK20160300,20万元,主持,2016.8-2019.8,已结题。 2. 国家自然科学基金青年基金项目,带有非连续型纳什均衡点的随机微分博弈问题及其应用,No.11701404,22万元,主持,2018.1-2020.12,已结题。 Students Awards 研究生张怡毕业论文被评为2020年度18新利体育 优秀硕士学位论文; 研究生王礼璠毕业论文被评为2021年度18新利体育 优秀硕士学位论文; 指导本科生王海光、蒋雨昊、易天伦获得2020年美国数学建模竞赛一等奖(Meritorious Winner); 指导本科生王海光、蒋雨昊、易天伦获得2020年高教社杯全国大学生建模竞赛一等奖; 指导敬文书院本科生张严文团队江苏省高等学校大学生创新创业训练计划项目,2020.06-2022.05 (省重点项目). |