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陈启宏

 

     陈启宏,上海财经大学亚游登录教授,应用概率、金融数学与金融工程专业博士生导师。197810月起在内蒙古大学数学系攻读偏微分方程方向研究生(师从邱佩璋教授),毕业获理学硕士学位。19959月起在复旦大学数学所攻读最优控制理论与应用方向博士研究生(师从李训经教授),毕业获理学博士学位(毕业论文获得第四届全国百篇优秀博士学位论文奖)。近几年主要从事分布参数系统最优控制理论与应用研究。曾主持并完成国家自然科学基金项目两项(NSFC10171059 2002.12004.12NSFC10971127 2010.1-2012.12);独立承担并完成教育部“面向21世纪教育振兴行动计划”专项资金资助项目一项(FANEDD 2002182003.12007.12);作为第二主持人参加并完成国家自然科学基金项目两项(NSFC10571030 2006.12008.12NSFC10771131 2008.12010.12)。 目前,作为第二主持人参加国家自然科学基金项目“不完全市场模型下涉及寿险相关产品的最优资产组合(NSFC712711272013.12016.12)曾获得宝钢教育奖优秀教师奖;上海市自然科学奖二等奖;上海财经大学首届“学术奖”。

 

近几年已发表的学术论文(SCISSCI)

 著作


 

【1】       Double obstacle control problem for quasilinear elliptic variational inequality with source term  Nonlinear Analysis: Real World Applications  Vol.18 (2014) 108–120

( with Delin Chu, Roger Tan & Yuquan Ye)

【2】       Pontryagin’s Principle for State-Constrained Evolutionary Differential Complementarity System Nonlinear Analysis: Real World Applications  Vol.12 (2011) 1459–1474

( with Delin Chu & Roger Tan )

3Bilateral obstacle control problem of parabolic variational inequalities         

SIAM Journal on Control and OptimizationVol.46, 4(2007), 1518-1537    

( with Delin Chu & Roger Tan )

 

4Bilateral obstacle optimal control for a quasilinear elliptic variational inequality with a source term Nonlinear Analysis: T.M.& A.  Vol.66, 5(2007), 1170-1184

       ( with Yuquan Ye et al.)

 

5Approximate solutions to infinite dimensional  LQ problems over infinite time horizon

Science in China (Series A)   Vol.49, 7(2006),  865-876

       ( with Liping Pan & Xu Zhang )

 

6Optimal control of obstacle for quasilinear elliptic variational bilateral problems

SIAM Journal on Control and Optimization  Vol.44, 3(2005), 1067-1080

( with Delin Chu & Roger Tan )

 

7Bilateral obstacle optimal control for a quasilinear elliptic variational nequality

Numer. Func. Anal. Optim.  Vol.26, 3(2005), 303-320

( with Yuquan Ye)

 

8Optimal obstacle control problem for semilinear evolutionary bilateral variational

Inequalities  J. Math. Anal. Appl.  Vol.307, 2(2005), 677-690

 

9Minimax control for evolutionary variational bilateral problem

Nonlinear Analysis:T.M.& A.  Vol.57,  2(2004),  229-252

 

10Optimal control of the obstacle in a quasilinear elliptic variational inequality

 J. Math. Anal. Appl.   Vol.294, 1(2004), 258-272

   ( with Yuquan Ye)

 

11A new well-posed algorithm to recover implied local volatility

        Quantitative Finance  Vol.3, 6(2003), 451-457

( with Lishang Jiang et al.)

 

12Minimax control for elliptic variational bilateral problem

  ANZIAM Journal  Vol.44,  4(2003), 539-559

 

13Optimal control for semilinear evolutionary variational bilateral problem

  J. Math. Anal. Appl. Vol.277,  1(2003), 303-323

 

14Indirect obstacle minimax control for elliptic variational inequalities

Journal of Optimization Theory and ApplicationsVol.110, 2(2001), 337-359

 

15Indirect obstacle optimal control for evolutionary variational inequalities with state

constraints  Science in China(Series E)   Vol.43, 6(2000), 653-669

 

16A nonlinear parabolic system arising from the eddy currents problem

  Nonlinear Analysis: T.M.& A.  Vol.42, 5(2000), 759-770

 

17Optimal control of semilinear elliptic variational bilateral problem

Acta Mathematica Sinica  Vol.16, 1(2000), 123-140

 

18Indirect obstacle control problem for semilinear elliptic variational inequalities

         SIAM Journal on Control and Optimization  Vol.38, 1(1999), 138-158


1.《网函数插值理论及其应用》邱佩璋、陈启宏著(上海科技出版社2007

 

2.《金融随机分析》(全二卷)陈启宏、陈迪华译(上海财经大学出版社2008 

  3.《微分方程与边界值问题》陈启宏、张凡、郭凯旋译(机械工业出版社2005)

补充材料《金融随机分析》(中文版)勘误表(第一卷) , 《金融随机分析》(中文版)勘误表(第二卷)

 


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