穆蕊

发布时间:2018-11-02 浏览次数:3814

 名:

穆蕊

 称: 

副教授

 



 别: 

研究方向: 

随机微分博弈、金融数学

出生年月: 

19878

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

 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 BSDEsMathematical 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. BK2016030020万元,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.1170140422万元,主持,2018.1-2020.12,已结题。

Students Awards

 研究生张怡毕业论文被评为2020年度苏州大学优秀硕士学位论文;

 研究生王礼璠毕业论文被评为2021年度苏州大学优秀硕士学位论文;

 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).


 
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