陈的工作还是不错的
祝贺一下

陈增敬·第一个在Econometrica上发表文章的中国大陆培养的博士

2009-02-17 19:391961年生。1983年6月，获山东师范大学理学士；1988年1月获中国纺织大学理硕士学位；1998年6月获山东大学数学院理学博士。并于1998--1999年在法国国家信息与自动化研究所(INRIA)从事博士后工作。
    研究领域介绍
陈增敬教授主要从事金融数学、倒向随机微分方程、g-期望、计量经济学、数理经济的理论和应用研究。其研究的特点是以数学理论研究带动金融学应用，以金融学应用促进理论研究，使得数理金融理论研究与应用共同发展。在理论研究方面，证明了ｇ-期望逆定理的唯一性，无穷区间倒向方程解的存在性和一般ｇ-期望的定理。在彭实戈工作的基础上将著名的Doob-Meyer分解定理由推广到、鞅的上穿不等式推广到非线性g-鞅情况，三个定理被其他学者的四篇论文所推广和引用。

在应用研究方面，第一次给出了划分风险和模糊（Ambiguity）的标准，将诺贝尔经济学奖获得者Lucas的理性期望资产定价模型推 广到非线性。解释了经济界著名的Ellsberg悖论。该文已发表在国际三大经济刊物之一Econometrica上，已被哈佛，麻省理工，斯坦福，芝加哥，普里斯顿，牛津，东京，巴黎一大等大学的40多篇论文、3本专著引用或推广。经济学家 Epstein 说“据我所知增敬是第一个在该期刊发表文章的中国大学教授!”

陈增敬教授主要讲授的课程为：高等概率论，资产定价理论，现代鞅论等。

科研成果

学术论文

1. Z. Chen and R. Kulperger, Minimax pricing and Choquet pricing, to appear Insurance: Mathematics and Economics , 2005.
2. Z. Chen and R. Kulperger, A stochastic competing species model and ergodicity, to appear Journal of Applied Probability, 2005.
3. Z. Chen and R. Kulperger, Inequalities for upper and lower probabilities. Statist. Probab. Lett. Vol 73, 3(2005) 233-241.
4. Z. Chen, T. Chen and M. Davison, Choquet expectation and Peng’s g-expectation. Annals of Probability, Vol.33, No. 3 (2005) 1179-1199.
5. Z. Chen, R. Kulperger and G. Wei, A comonotonic theorem for BSDEs. Stochastic processes and their applications. 115 (2005) 41–54.
6. L. Jiang and Z. Chen, A result on the probability measures dominated by g-expectation. Acta Mathematicae Applicatae Sinica, English Series，Vol. 20, No. 3 (2004) 507–512.
7. L. Jiang and Z. Chen, ON Jensen’s inequality for g-expectation. Chin. Ann. Math. 25B, 3 (2004), 401–412.
8. Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part I. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No.11, 725-730.
9. Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part II. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No. 12.
10. Z. Chen and L. Epstein, Ambiguity, risk, and asset returns in continuous time. Econometrica 70 (2002), No. 4, 1403—1443.
11. Z. Chen, On existence and local stability of solutions of stochastic differential equations. Stochastic Anal. Appl. 19 (2001), No. 5, 703--714.
12. Z. Chen and S. Peng, Continuous properties of $G$-martingales. Chinese Ann. Math. Ser. B 22 (2001), No. 1, 115--128.
13. Z. Chen and B. Wang, Infinite time interval BSDEs and the convergence of g-martingales. J. Austral. Math. Soc. Ser. A 69 (2000), No. 2, 187--211.
14. Z. Chen and S. Peng, A general downcrossing inequality for g-martingales. Statist. Probab. Lett. 46 (2000), no. 2, 169--175.
15. Z. Chen, A property of backward stochastic differential equations. C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 4, 483--488.
16. Z. Chen, A new proof of Doob-Meyer decomposition theorem. C. R. Acad. Sci. Paris Sér. I Math. 328 (1999), no. 10, 919--924.
17. Z. Chen, Existence and uniqueness for BSDE with stopping time. Chinese Sci. Bull. 43 (1998), no. 2, 96--99.
18. Z. Chen and S. Peng, A decomposition theorem of g-martingales. SUT J. Math. 34 (1998), no. 2, 197—208
19. L. Jun, Z. Chen and Y. Qing, Minimum expectation and backward stochastic differential equations. (Adv. Math) 数学进展，32 (2003), 441—448.
20. Z. Chen and X. Wang, Comonotonicity of backward stochastic differential equations. Recent developments in mathematical finance (Shanghai, 2001), 28--38, World Sci. Publishing, River Edge, NJ, 2002.
21. Z. Chen, Generalized nonlinear mathematical expectations: the g-expectations. (Adv. Math.) 数学进展 28 (1999), no. 2, 175—180
22. Z. Chen, Existence of solutions to backward stochastic differential equations with stopping times. 科学通报42 (1997), no. 22, 2379--2382