<div class="quote"><b>以下是引用<i>irvingy</i>在2009-1-27 2:14:00的发言：</b><br/><div class="quote"><b>以下是引用<i>ihs</i>在2009-1-26 20:56:00的发言：</b><br/><div class="quote"><b>以下是引用<i>金融数学</i>在2009-1-23 16:56:00的发言：</b><br/> 我想读金融数学的研究生，不知道我们国家之这些方面有哪些不足？</div><p>看看中国号称金融数学大侠的教授，在国际上发了那些paper就知道差距多大呢</p><p>一片国际论文都没有的严加鞍也敢号称。。。。胆子倒是比较大啊</p><p></p></div><p>你个小丑又跳出来了</p><p>严加安发过Mathematical Finance，Stochastic Processes and their Applications，你发个我看看</p></div><p>你不服，就来PK 下 SDE</p><p><font face="Times New Roman, Times, serif"></font></p><p>他的论文多着呢，还有 什么 economics and finance</p><p>你找找下面那篇是啊：</p><p> </p><p><font color="#ff0000"><b>国际会议邀请报告</b></font></p><ol><li><font face="Times New Roman, Times, serif">Some results about test and generalized functionals of white noise, International Conference on Probability Theory (Singapore, 1989). </font></li><li><font face="Times New Roman, Times, serif">Constructing kernels via stochastic measures, International Conference on Gaussian random fields (Nagoya, 1990). </font></li><li><font face="Times New Roman, Times, serif">From Feynman-Kac formula to Feynman integrals via analytic continuation,21st Conference on Stochastic Processes and their Applications(Amsterdan, 1993). </font></li><li><font face="Times New Roman, Times, serif">Characterizations for generalized operators on distribution spaces, International Conference on Stochastic Calculus and Stochstic Differential Geometry (Hangzhou,China, 1995). </font></li><li><font face="Times New Roman, Times, serif">A complex scaling approach to sequential Feynman integrals, 24th International Conference on Stochastic Processes and their Applications (Vina Del Mar, Chile,June 16-20, 1997). </font></li><li><font face="Times New Roman, Times, serif">A short presentatio of martingale methods in option pricing, First Pacific Rim Conference on Mathematics (Hong Kong, Jan. 19-23, 1998). </font></li><li><font face="Times New Roman, Times, serif">A new look at the fundamental theorem of asset pricing, International Conference on Probability Theory and its Applications (Taejon, Korea, Feb. 24-26,1998). </font></li><li><font face="Times New Roman, Times, serif">Clarifying some basic concepts and results on arbitrage pricing theory, International Conference on Mathematical Finance (Shanghai, China, May 10-13, 2001). </font></li><li><font face="Times New Roman, Times, serif">Clarifying some basic concepts and results on arbitrage pricing theory, Quantative Finance 2001(Sydney, Australia,<br/>December 12-15, 2001). </font></li><li><font face="Times New Roman, Times, serif">Clarifying some basic concepts and results in arbitrage<br/>pricing theory, Quantitative methods in finance 2001 conference,(Sydney Australia, December 12-15, 2001). </font></li><li><font face="Times New Roman, Times, serif">A Numeraire-free and Original Probability Based Framework<br/>for Financial Markets, International Conference on Applied<br/>Probability, Singapore, August 16-18, 2002. </font></li><li><font face="Times New Roman, Times, serif">A Numeraire-free and Original Probability Based Framework<br/>for Financial Markets, ICM 2002, Beijing, August 20-28, 2002. </font></li><li><font face="Times New Roman, Times, serif">Continuous-Time Mean--Risk Portfolio Selection,<br/>International Conference on Stochastic Processes (in Memory of<br/>P.A. Meyer), Feb. 2-8, 2004. </font></li><li><font face="Times New Roman, Times, serif">Markowitz's portfolio optimization in an incomplete market,<br/>1st Workshop on Mathematical Finance and Insurance, May, 2004.<br/>Huangshan, China. </font></li><li><font face="Times New Roman, Times, serif">Continuous-Time Mean--Risk Portfolio Selection, The Third<br/>International Congress of Chinese Mathematicians (ICCM 2004),<br/>December 17-22, 2004, Hong Kong. </font></li><li><font face="Times New Roman, Times, serif">An Intrinsic Characterization of No-arbitrage for Finite<br/>Discrete-Time Markets, Workshop on Mathematical Finance and<br/>Stochastic Analysis, August 22-24,2005, Imperial College, London,UK. </font></li><li><font face="Times New Roman, Times, serif">A Functional Approach to Interest Rate Modeling, Symposium<br/>on Stochastic Analysis and Application to Mathematical Finance,March 6-10, 2006, Ritsumeikan University, Japan. </font></li><li><font face="Times New Roman, Times, serif">The representations of two types of functionals on<br/>$L^\infty(\Omega,{\cal F})$ and $L^\infty(\Omega,{\cal F}, \P)$,Workshop on Mathematical Finance and Insurance, May 30-June 6, 2006,Lijiang, China. </font></li><li><font face="Times New Roman, Times, serif">The representations of two types of functionals on<br/>$L^\infty(\Omega,{\cal F})$ and $L^\infty(\Omega,{\cal F}, \P)$,International Conference on Probability and Statistics, June 19 to 21, 2006, Hangzhou, China. </font></li><li><font face="Times New Roman, Times, serif">A Functional Approach to Interest Rate Modeling, The 2006 international symposium on Financial Engineering and Risk Management, July 5 to 7,Xiamen, China.</font>
</li></ol><p><b><font color="#ff0000">著作</font></b></p><ol><li><font face="Times New Roman, Times, serif">鞅与随机积分引论, 上海科技出版社, 1981.<br/></font></li><li><font face="Times New Roman, Times, serif">测度与积分, 陕西师大出版社, 1988.<br/></font></li><li><font face="Times New Roman, Times, serif">He, S.W., Wang, J.G., Yan, J.A., Semimartingale theory and stochastic calculus, Science Press, Beijing; CRC Press, Boca Raton, FL, 1992.<br/></font></li><li><font face="Times New Roman, Times, serif">何声武、汪嘉冈、严加安: 半鞅与随机分析, 科学出版社, 1995.<br/></font></li><li><font face="Times New Roman, Times, serif">黄志远、严加安: 无穷维随机分析引论, 科学出版社, 1997.<br/></font></li><li><font face="Times New Roman, Times, serif">严加安、彭实戈、方诗赞、吴黎明: 随机分析选讲, 科学出版社, 1997.<br/></font></li><li><font face="Times New Roman, Times, serif">Introduction to Martingale Methods in Option Pricing, LN in Math 4,<br/>Liu Bie Ju Centre for Mathematical Sciences, City Univ. of Hong Kong, 1998.<br/></font></li><li><font face="Times New Roman, Times, serif">测度论讲义, 科学出版社, 1998， 2004年第二版<br/></font></li><li><font face="Times New Roman, Times, serif">Huang Z.Y., Yan, J.A., Introduction to Infinite Dimensional Stochastic Analysis, Kluwer Academic Publishers, 2000.</font>
</li></ol><p><font face="Times New Roman, Times, serif"><b><font color="#ff0000">论文</font></b><br/></font></p><p></p><ol><li><font face="Times New Roman, Times, serif">Forme mesurable de la théorie des ensembles sousliniens, applications à la théorie de la mesure, Scientia Sinica 18 (1975), no. 4, 444--463.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Meyer) Génération d'une famille de tribus par un processus croissant, Séminaire de Probabilités, IX (1975), pp. 466--470. Lecture Notes in Math., Vol. 465, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Yoeurp, Ch.) Representation des martingales comme intégrales stochastiques des processus optionnels, Séminaire de Probabilités, X (1976), pp. 422--431.Lecture Notes in Math., Vol. 511, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">可测过程关于局部鞅的随机积分, 数学学报, 21(1978), 18--25.<br/></font></li><li><font face="Times New Roman, Times, serif">Remarques sur l'intégrale stochastique de processus non bornés, Séminaire de Probabilités, XIV (1980), pp. 148--151, Lecture Notes in Math., 784, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">Caractérisation d'une classe d'ensembles convexes de L^1 ou$H^{1}$. ibid, 220--222. <br/></font></li><li><font face="Times New Roman, Times, serif">Remarques sur certaines classes de semimartingales et sur les intégrales stochastiques optionnelles. ibid, 223--226.<br/></font></li><li><font face="Times New Roman, Times, serif">Sur une équation differentielle stochastique generale, ibid, 305--315.<br/></font></li><li><font face="Times New Roman, Times, serif">指数鞅一致可积性准则, 数学学报, 23(1980), 293--300.<br/></font></li><li><font face="Times New Roman, Times, serif">半鞅局部时的几个公式, 数学年刊, 1 (1980), no. 3-4, 545--551. <br/></font></li><li><font face="Times New Roman, Times, serif">Propriété de représentation prévisible pour les semimartingales spéciales.<br/>Sci. Sinica, 23 (1980), no. 7, 803--813. <br/></font></li><li><font face="Times New Roman, Times, serif">关于E. Langlart若干结果的注记, 数学学报, 23 (1980), 638--640. <br/></font></li><li><font face="Times New Roman, Times, serif">可补偿有限变差过程的刻划, 数学年刊, 2 (1981), no. 4, 445--449. <br/></font></li><li><font face="Times New Roman, Times, serif">指数鞅的一致及$L^r$-可积性, 数学年刊, 3 (1982), no. 3, 285--292. <br/></font></li><li><font face="Times New Roman, Times, serif">A propos de l'intérgrabilité uniforme des martingales exponentielles, Sém. de Probab., XIV (1982), 338--347. Lecture Notes in Math., Vol.784, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">Martingales locales sur un ouvert droit optionnel, Stochastics 8 (1982/83), no. 3, 161--180. <br/></font></li><li><font face="Times New Roman, Times, serif">Une remarque sur les solutions faibles des équations differentielles stochastiques unidimensionnelles. Séminaire de Probabilités, XVII (1983),78--80. Lecture Notes in Math., Vol. 986, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">Sur un théoréme de Kazamaki-Sekiguchi. ibid, 121--122.<br/></font></li><li><font face="Times New Roman, Times, serif">(with He, S.W. and Zheng, W.A.), Sur la convergence des semimartingales <br/>continues dans $R^n$ et des martingales dans une variété, ibid, 179--184. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Emery, M., Stricker, C.), Valeurs prises par les martingales <br/>locales continues à un instant donné, Ann. Probab., 11 (1983), no. 3,<br/>635--641. <br/></font></li><li><font face="Times New Roman, Times, serif">论测度的扩张, 东北师大学报自然科学版, 1984, no. 1, 1--11.</font>
</li><li><font face="Times New Roman, Times, serif">A formula for local times of semimartingales, Dongbei-Shuxue 1 (1985), no. 2, 138--140. <br/></font></li><li><font face="Times New Roman, Times, serif">A simple proof of El Karoui's upcrossing theorem for semimartingales, 数学研究与评论, 5 (1985), no. 2, 127--129. <br/></font></li><li><font face="Times New Roman, Times, serif">On the commutability of essential infimum and conditional expectation operations. Kexue-Tongbao (Science Bulletin), 30 (1985), no. 8, 1013--1018. <br/></font></li><li><font face="Times New Roman, Times, serif">A comparison theorem for semimartingales and its applications, Séminaire de Probabilités, XX (1986), 349--351, Lecture Notes in Math., 1204,Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">.(with Meyer, P.A.) A propos des distributions sur l'espace de Wiener, Séminaire de Probabilités, XXI (1987), 8--26, Lecture Notes in Math., 1247, Springer. <br/></font></li><li><font face="Times New Roman, Times, serif">. Developpement des distributions suivant les chaos de Wiener et applications à l'analyse stochastique, ibid, 27--32.<br/></font></li><li><font face="Times New Roman, Times, serif">. A perturbation theorem for semigroups of linear operators, Séminaire de Probabilités, XXII (1988), 89--91, Lecture Notes in Math., 1321, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">A formula for densities of transition functions, ibid, 92--100.<br/></font></li><li><font face="Times New Roman, Times, serif">On the existence of diffusions with singular drift coefficient,Acta Math. Appl. Sinica (English Ser.), 4 (1988), no. 1, 23--29. <br/></font></li><li><font face="Times New Roman, Times, serif">半鞅局部时的变量替换公式, 科学通报, 33 (1988), 1755--1759.<br/></font></li><li><font face="Times New Roman, Times, serif">Meyer, P.A., Yan, J.A., Distributions sur l'espace de Wiener (suite), d'après I. Kubo et Y. Yokoi, Séminaire de Probabilités, XXIII (1989),382--392, Lecture Notes in Math., 1372, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">Sur la transformée de Fourier de H. H. Kuo, ibid, 393--394.<br/></font></li><li><font face="Times New Roman, Times, serif">Generalizations of Gross' and Minlos' theorems, ibid, 395--404.<br/></font></li><li><font face="Times New Roman, Times, serif">On the existence of density of the law of a Wiener functional, Acta Math. Sinica, New Series, 5 (1989), no. 2, 97--100. <br/></font></li><li><font face="Times New Roman, Times, serif">论单调类定理, 东北数学, 5 (1989), no. 1, 59--66. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Zhang, T.S.), Dirichlet forms and symmetric diffusions on a bounded domain in $R^d$, Chinese Ann. Math. Ser. A 11 (1990), no. 5,667--674.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Zhang, T.S.), Dirichlet forms and potential theory of symmetric Hunt processes, Science in China, Series-A. 33 (1990), no. 7, 800--809. <br/></font></li><li><font face="Times New Roman, Times, serif">A remark on conditional expectations, Chinese Sci. Bull., 35 (1990), no. 9, 719--722. <br/></font></li><li><font face="Times New Roman, Times, serif">A review of studies in probability theory and stochastic analysis, Probability theory and its applications in China, 313--327, Contemp. Math., 118, Amer. Math. Soc., Providence, RI, 1991. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Meyer, P.A.), Les "fonctions caractéristiques" des distributions sur l'espace de Wiener, Séminaire de Probabilités, XXV (1991), 61--78,Lecture Notes in Math., 1485, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">Notes on the Wiener semigroup and renormalization, ibid, 79--94.<br/></font></li><li><font face="Times New Roman, Times, serif">Some remarks on the theory of stochastic integration, ibid, 95--107.<br/></font></li><li><font face="Times New Roman, Times, serif">Constructing kernels via stochastic measures, Gaussian random fields (Nagoya, 1990), 396--405, Ser. Probab. Statist., 1, World Sci. Publishing, River Edge, NJ, 1991. <br/></font></li><li><font face="Times New Roman, Times, serif">An elementary proof of a theorem of Lee, Acta Math. Sci. (English Ed.)11 (1991), no. 3, 356--360.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Kuo, H.-H. and Potthoff, J.), Continuity of affine transformations of white noise test functionals and applications, Stochastic Process. Appl.,43 (1992), no. 1, 85--98. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Potthoff, J.), Some results about test and generalized functionals of white noise, In: Probability theory, eds: L.Y. Chen et al., Walter de Gruyter, Berlin, 1992, 121--145. <br/></font></li><li><font face="Times New Roman, Times, serif">A formula for continuous additive functionals of nonsymmetric Hunt processes and application to Feynman-Kac transition functions, Probability and statistics (Tianjin, 1988/1989), 228--241, Nankai Ser. Pure Appl. Math. Theoret. Phys., World Sci. Publishing, River Edge, NJ, 1992. <br/></font></li><li><font face="Times New Roman, Times, serif">Inequalities for products of white noise functionals, In: Stochastic processes, Springer, New York, 1993. <br/></font></li><li><font face="Times New Roman, Times, serif">Some recent developments in white noise analysis, In: {\it Probability and<br/>Statistics}, eds: Badrikian et al., World Scientific, 1993, 221--248.<br/></font></li><li><font face="Times New Roman, Times, serif">Notes on Lévy Laplacian operator, Chinese Sci. Bull., 39 (1994), 6--11.<br/></font></li><li><font face="Times New Roman, Times, serif">. (with Liu, K.), Euler operator and homogeneous Hida distributions, Acta Math. Sinica (N.S.), 10 (1994), no. 4, 439--445. <br/></font></li><li><font face="Times New Roman, Times, serif">From Feynman-Kac formula to Feynman integrals via analytic continuation, Stochastic Process. Appl., 54 (1994), no. 2, 215--232. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Carmona, R.A.), A new space of white noise distributions and applications to SPDE's, Seminar on Stochastic Analysis, Random Fields and<br/>Applications (Ascona, 1993), 51--66, Progr. Probab., 36, Birkhauser, Basel, 1995. <br/></font></li><li><font face="Times New Roman, Times, serif">Products and transforms of white-noise functionals (in general setting), Appl. Math. Optim., 31 (1995), no. 2, 137--153.<br/></font></li><li><font face="Times New Roman, Times, serif">Imkeller, P., Yan, J.A., Multiple intersection local time of planar Brownian motion as a particular Hida distribution, J. Funct. Anal., 140 <br/>(1996), no. 1, 256--273. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Imkeller, P.), New distributions over Wiener and Euclidean spaces，Science in China, Ser. A. 39 (1996), 925-934. <br/></font></li><li><font face="Times New Roman, Times, serif">An asymptotic evaluation of heat kernel for short time, Sém. Probab. XXX (1996), LN. in Math. 1626, Springer, 104--107.<br/></font></li><li><font face="Times New Roman, Times, serif">A new look at the fundamental theorem of asset pricing, J. Korean Math. Soc.<br/>Vol. 35, No. 3 (1998), 659--673.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Kondratiev, Y.G., Streit, L. and Westerkamp, W.), Generalized functions <br/>in infinite dimensional analysis, Hiroshima Mathematical Journal, 28(1998),213--260.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Stricker, C.), Some remarks on the optional decomposition theorem,<br/>Séminaire de Probab. XXXII (1998), LN in Math. 1686, Springer, 56-66.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), Characterization of continuous operators on infinite dimensional distribution spaces, in: Proceedings of Second International Workshop,Stoch. Anal. and Math. Physics, Edited by R. Rebolledo, World Scientific, 1998,120--134. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), On Wick product of general operators, Chinese Science Bulltin,<br/>Vol. 43, No. 15, 1252--1256.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), Generalized Fourier- Mehler transforms on white noise<br/>functional spaces, Chinese Science Bulltin, Vol. 43, No. 16, 1321--1325. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), A complex scaling approach to sequential Feynman integrals,<br/>Stoch. Proc. and their Appl. 79 (1999), 287--300.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), A complex scaling approach to sequential Feynman integral<br/></font></li><li><font face="Times New Roman, Times, serif">(with Cao, Z.), A comparison theorem for solutions of backward stochstic differential equations, Advance in Mathematics, Vol. 28, No.1,(1999), 304-308.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L.), Gaussian kernel operators on white noise functional spaces, Sience in China, 43(10), 2000, 1067-1074. <br/></font></li><li><font face="Times New Roman, Times, serif">An overview on the martingale approach to option pricing, Proceedings of IMS <br/>Workshop on Applied Probability, 2000.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Zhang Q., Zhang, S.G.), Growth optimal portfolio in a market griven by a jump-diffusion-like process or a L\'evy process, Annals of Economics and Finance, 1(1), 2000, 101-116.<br/></font></li><li><font face="Times New Roman, Times, serif">金融数学:历史、现状和展望, 投资与证券, 2000年第11期, 62-65. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Li P. and Xia, J.M.) Martingale measure method for expected utility<br/>maximization in discrete time incomplete markets, Annals of Economics and Finance, 2(2), 2001, 445-465. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Xia, J.M.) Some remarks on arbitrage pricing theory, in: Recent evelopments<br/>in Mathematical Finance, World Scientific, 2002, 218-227. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Luo, S.L. and Zhang, Q.) Arbitrage pricing systems in a market driven by an It? process, in: Recent Developments in Mathematical Finance, World Scientific, 2002, 263-271. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Tang, Q.H.), A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails, Science in China (Series A), 45(8), 2002, 1006-1011. <br/></font></li><li><font face="Times New Roman, Times, serif">An overview on the martingale approach to option pricing, AWS/IP Studies <br/>in Advanced Mathematics, Volume 26, 2002, 121-134. <br/></font></li><li><font face="Times New Roman, Times, serif">Semimartingale theory and stochastic calculus, in: Handbook of Stochastic Analysis and Applications, D. Kannan and V. Lakshmikantham (Eds.), Marcel Dekker, Inc. 2002, 47-106. <br/></font></li><li><font face="Times New Roman, Times, serif">A numeraire-free and oringinal probability based framework for financial markets, Proceedings of the ICM 2002, Vol. III, 861-871. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Liu, W. and Yang, W.G.), A limit theorem for partial sums of random variables and its applications, Statistics and Probability Letters, 62(1), 2003, 79-86. <br/></font></li><li><font face="Times New Roman, Times, serif">(with Ng, K., Tang, Q. and Yang, H.) Precise large deviations for the prospective-loss process, J. Appl. Prob. 40, 2003, 1-10.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Ng, K., Tang, Q. and Yang, H.) Precise large deviations for sums of random variables with consistently varying tails, J. Appl. Prob. 41, 2004, 93-107.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Jin, H. and Zhou, X.Y.) Continuous-Time Mean-Risk Portfolio Selection, Ann. I. H. Poincar\'e - PR 41, 2005, 559-580.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Xia, J.M.) Markowitz's portfolio optimization in an incomplete market, Mathematical Finance, Vol. 16, No. 1, 2006, 203-216.<br/></font></li><li><font face="Times New Roman, Times, serif">A simple proof of two generalized Borel-Cantelli lemmas, S\'eminaire de Probabilit\'es, XXV (2006), 77--79, Lecture Notes in Math., 1874, Springer.<br/></font></li><li><font face="Times New Roman, Times, serif">(with Song, Y.)The representations of two types of functionals on L^\infty(\Omega,{\cal F})$ and $L^\infty(\Omega,{\cal F}, \P)$, Science in China Series A-Mathematics 2006 Vol.49, No. 10 pp.1376-1382</font>
</li></ol>
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