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石学军
职 称：准聘副教授
办公室：长清湖校区文渊楼A212
邮 箱：shixuejun@sdnu.edu.cn
个人简介
石学军，河北乐亭人，本科、硕士、博士阶段均就读于中国矿业大学，专业为概率论与数理统计。博士毕业后，入职山东师范大学，从事教学与科研工作。主要研究方向为随机分析及其应用，研究内容涉及随机控制、金融数学、倒向随机微分方程和非线性期望等多个领域。
近期发表论文
•Xuejun Shi（石学军）, Qun Feng, Long Jiang, Lp-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon, Acta Mathematicae Applicatae Sinica, English Series, 2024
•Xuejun Shi（石学军）, Long Jiang, Representation theorem and viability property for multidimensional BSDEs and their applications, Probability, Uncertainty and Quantitative Risk, 2023
•Xuejun Shi（石学军）, Qun Feng, Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application, Communications in Statistics - Simulation and Computation, 2022
•Xuejun Shi（石学军）, Ronglin Ji, Qun Feng, Representation of filtration-consistent nonlinear expectation by g-expectation in general framework, Communications in Statistics - Theory and Methods, 2021
•Xuejun Shi（石学军）, Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem, Communications in Statistics - Theory and Methods, 2021
•Xuejun Shi（石学军）, Yongshun Zhao, Xiaodi Li, Finite-time synchronization for chaotic neural networks with stochastic disturbances, Advances in Difference Equations, 2020
主持科研项目
• 山东省自然科学基金面上项目：模型不确定下的最优转换与停止问题, 2023.1-2025.12
• 国家自然科学基金专项项目（天元）：多维斜反射倒向随机微分方程及最优转换和停止问题, 2017.1-2017-12
• 山东省自然科学基金培养项目：多维斜反射倒向随机微分方程解的存在性与生存性质, 2016.8-2018.6
开设过的课程
概率论与数理统计、随机分析、经济学基础、金融经济学、数据分析案例、强化学习等
学院宣传片
