1. 85.1 -- 89.2 西安交通大学数学系
2. 89.3 -- 99.12 苏州大学数学系 3. 2000.1 --- 华南师大数学系
4. 90.6 -- 90.7 加拿大,蒙特利尔大学.
5. 91.3 -- 91.6 美国,明尼苏达大学.
6. 93.4 -- 93.10 德国,波恩大学.
7. 96.1.14 -- 96.2.24 德国,波恩大学.
8. 96.3 -- 96.8 香港,香港理工大学.
9. 97.11 -- 98.2 葡萄牙,里斯本大学数学研究中心.
10. 98.10 -- 99.1 香港,香港城市大学.
11. 01.5 -- 01.6, 香港中文大学数学研究所.
12. 02.09 -- 02.11 同济大学数学研究所.
11. 03.06 -- 03.07 同济大学数学研究所.
12. 04.05 -- 04.06 美国IOMA大学数学系.
13. 05.08 -- 05.09 新加坡国立大学大学数学系.
14. 06.12 -- 06.12 新加坡国立大学大学数学系.
15. 08.11 -- 08.12 香港中文大学数学研究所.
16. 09.01 -- 09.02 新加坡国立大学大学数学系.
17. 12.02 -- 12.03 香港理工大学数学系.
18. 15.02 -- 15.04 香港理工大学数学系
19. 17.02 -- 17.04 香港理工大学数学系
1. 主持国家自然科学基金项目
(1). 1995.1--1997.12 非线性偏微分方程的古典解存在性
(2). 2001.1--2003.12 微局部分析与中心流形理论在非线性偏微分方程中的应用
(3). 2004.1--2006.12 自由边界问题的解的渐近分析(10371045)
(4). 2007.1--2009.12 金融数学中的自由边界问题 (10671075)
(5). 2010.1--2012.12 具有金融背景的自由边界问题(10971073)
(6). 2013.1--2016.12 金融数学中与随机控制相关的自由边界问题(11271143)
2. 主持省自然科学基金项目
(1). 1995.1--1997.12 超导的数学理论及其应用
(2). 1999.1--2001.12 连续铸钢的数学理论,数值模拟及其应用
(3). 2001.1--2003.12 数学物理中的非线性偏微分方程与变分问题
(4). 2006.1--2007.12 非线性偏微分方程及其在金融数学中的应用(5005930)
3. 主持高等学校博士学科点专项科研基金项目
(1). 2007.1--2009.12 金融数学中的自由边界问题(20060574002)
(2). 2013.1--2015.12 金融数学中与随机控制有关的自由边界问题(20124407110001)
1. 《数学分析习题课讲义》 (上下册), 高等教育出版社, 2003(上册), 2004(下册).
作者: 谢惠民, 恽自求, 易法槐, 钱定边
2. 《数学物理方程讲义》 (第三版), 高等教育出版社, 2007
作者: 姜礼尚, 陈亚浙, 刘西垣, 易法槐
3. 《数学分析》(三), 科学出版社, 2010.
作者: 耿 堤, 易法槐, 丁时进
主要奖项:
1. 华南师范大学 师德标兵, 2007
2. 华南师范大学 教学名师, 2008
3. 广东省教育系统优秀共产党员, 2008
4. 南粤优秀教师, 2009
5. 广东省五一劳动奖章, 2010
93. Xiaoshan Chen, Xun Li and Fahuai Yi, Optimal stopping investment with non-smooth utility over an infinite horizon,
--- Journal of Industral and Management Optimisation,, Volume 15, Number 1, January 2019, 81-96
92. Chonghu Guan, Fahuai Yi and Jing Chen, Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain,
--- J. Differential Equations 266 (2019) 1245–1284
91. 马庆华,易法槐#,管崇虎,A consumption-investment problem with constraints on minimum and maximum consumptrion rates,
--- Journal of Computational and Applied Mathematics, 338(2018), 185-198.
90. 坚雄飞,易法槐#,Jianbo Zhang,Investment and consumption problem in finite time with consumption constraint,
--- ESAIM: Control, Optimization and Calculus of Variations, 23(2017) 1601-1615
89. 管崇虎, Xun Li,Zuo Quan Xu,易法槐#,A stochastic control problem and related free boundary in finance,
--- Mathematical Control and Related Fields, 7(2017) pp. 563-584
88. 管崇虎, 易法槐#, A free boundary problem arising from a stochastic optimal control model under controllable risk,
--- J. Differential Equations, 260(2016), 4845–4870
87. 韩晓茹,易法槐#, An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis,
--- Journal of Mathematical Analysis and Applications, 440(2016) 597–623
86. 陈晓珊,易法槐#,Free boundary problem of Barenblatt equation arising from stochastic control,
--- Discrete and Continuous Dynamical Systems - Series B , (2016.6). V.21, No.5, 1421-1434
85. Zuo Quan Xu,易法槐,An optimal consumption-investment model with constrant on consumption,
--- Mathematical Control and Related Fields, Volume 6, Number 3, September 2016 pp. 517–534
84. Zhiqi Chen, Ke Liang, 易法槐, Non-trivial m-quasi-Einstein metrics on quadratic Lie groups,
--- Arch. Math. 106 (2016), 391–399.
83. 严慧文, 易法槐, 杨舟, Gechun Liang, Dynkin game of convertible bonds and their optimal strategy,
--- J.Math.Anal.Appl., 426(2015), 64–88
82. 韩晓茹,易法槐#, A stochastic control model of investment, production and consumption on a finite horizon,
--- Mathematical Methods in the Applied Sciences, 38(2015) 1070–1080
81. 韩晓茹,易法槐, Equity value, bankruptcy, and optimal dividend policy with finite maturity -variational inequality approach with discontinuous coefficient,
--- Journal of Inequalities and Applications (2015) 2015:67
80. 管崇虎, 易法槐#, The free boundary problem of American butterfly option,
--- Mathematical Methods in the Applied Sciences, 37(2014), 28-55,
79. 韩晓茹, 易法槐#, Jianbo Zhang,Debt–equity swap with finite time horizon—variational inequality approach,
--- Journal of Mathematical Analysis and Applications, 414(2014), 296–318.
78. 陈晓珊,易法槐#,Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market,
--- Applicable Analysis, 93(2014), 583-590,
77. 管崇虎, 易法槐, A free boundary problem arising from a stochastic optimal control model with bounded dividend rate,
--- Stochastic Analysis and Applications, 32(2014), 742–760.
76. 坚雄飞, Xun Li, 易法槐#, Optimal investment with stopping in finite Horizon,
--- Journal of Inequalities and Applications 2014, 2014:432.
75. The free boundary problem of American butterfly option,
--- MMAS, 37(2014), 48-55.
74. Characterization of stochastic control with optimal stopping in a Sobolev space
--- Automatica, 49(2013), 1654-1662.
73. A problem of singular stochastic control with optimal stopping in finite horizon,
--- SIAM J. Control Optim. 50(2012), 2151–2172.
72. Parabolic Variational Inequality with Parameter and Gradient Constraints,
--- JMAA 385(2012), 928-946.
71. American Lookback Option with Fixed Strike Price--- 2-D Parabolic Variational Inequality,
--- JDE 251(2011) 3063-3089.
70. Free Boundary Problem Concerning Pricing Convertible Bond,
--- MMAS 34(2011) 1036-1049.
69. A Variational Inequality from Pricing Convertible Bond,
--- Advances in Difference Equations, 2011(2011), Article ID 309678, 1-21.
68. A free boundary problem arising from pricing convertible bond,
--- Applicable Analysis, 89(2010) 307-323.
67. A variational inequality arising from American installment call options pricing,
--- JMAA, 357(2009) 54-68.
66. Finite horizon optimal investment and consumption with transaction costs,
--- SIAM J. Control Optim., 48(2009) 1134-1154.
65. Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem,
--- JDE, 246(2009) 1445-1469.
63. Exercise boundary of American-style Asian option,
--- Appl. Math. Comp., 204(2008) 70-81.
62. Analysis of the Exercise Boundary of an American interest rate option,
--- Appl. Math. Mech., 29(2008), 409-420.
61. A variational inequality arising from European option pricing with transaction costs,
--- Science in China (Series A), 51(2008), 935-954.
60. A variational inequality arising from European installment call options pricing
--- SIAM J. Math. Anal., 40(2008), 306-326.
59. American put option with regime-switching volatility (finite time horizon)—Variational inequality approach,
--- Math. Methods Appl. Sci., 31(2008) 1461-1477.
58. A free boundary problem arising from the valuation of the Russian option (in Chinese),
--- Acta Mathematica Applicatae Sinica, 31(2008) 993-1012.
56. A parabolic variational inequality arising from the valuation of American interest rate options (in Chinese)
--- Appl. Math. JCU. 23A(2008) 13-22.
54. Schauder theory in a wedge-shaped domain,
--- CAM 53(2007) 1107-111853.
53. An one-dimensional two-phase free boundary problem in a angular domain,
--- Nonlinear Analysis: Real World Applications, 8(2007) 959-979.
52. A parabolic variational inequality arising from valuation of strike reset options,
--- JDE 230(2006) 481-501.
51. A parabolic variational inequality arising from valuation of fixed rate mortgages,
--- Euro. J. Appl. Math. 16(2005) 361-383.
49. Global classical solution of quasi-stationary Stefan free boundary problem,
--- Appl. Math. Comp. 160(2005) 797-817.
47. Classical solvability and asymptotic behavior of combustion free boundary problem in multidimensional case,
--- Asymptotic Analysis 38(2004) 187-199.
46. One dimensional combustion free boundary problem,
--- Glasgow Math. J. 46(2004) 63-75.
45. Large phase shift of nonlocal optical spatial solutions,
--- Physics Review E, 69(2004) 016602, 1-8. (with physicists)
44. A free boundary problem in two-component system,
--- Archives of Inequalities and Applications, 1(2003) 191-206.
43. Global classical solution of Muskat free boundary problem,
--- JMAA 288(2003) 442-461.
42. A reaction-diffusion's free boundary problem,
--- Acta Mathematica Scientia 23(2003) 183-192.
41. Nonparaxially corrected solution for isodiffracting sub-cycle pulsed beam propagation in free space,
--- J. Korean Physical Soc. 42(2003) 627-630. (with physicists)
39. Free-space ultrashort pulsed beam propagation beyond the paraxial approximation,
--- J. Korean Physical Soc. 41 (2002) 706-709. (with physicists)
38. A free boundary problem with nonlocal condition,
--- Journal of South China Normal University (2002)1-6.
37. Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition,
--- Journal of Differential Equations 183 (2002)189-207.
36. Singular perturbation for a variational inequality,
--- Appl. Math. J. Chinese Univ. 16(2001) 61-67.
35. On a three-dimensional free boundary problem in superconductivity involving mean curvature,
--- Proceedings of the Royal society of Edinburgh 131 A(2001) 205-224.
34. Global existence and uniqueness for a hyperbolic system with free boundary,
--- Discrete and Continuous Dynamics Systems, A 7(2001) 765—780.
32. On a parabolic system with time derivative in boundary conditions and related free boundary problem,
--- Math. Annalen 315(1999) 61-95.
30. Stefan problem with convection,
--- Appl. Math. Comp. 95(1998) 138-154.
29. A superconductor free boundary problem evolved temperature filed,
--- Soochow J. Math. 24(1998) 183-199.
28. Free boundary problem for a viscous compressible flow associated with oxidation of silicon,
--- Acta Math. Sinica 14(1998) 113-120.
27. A free boundary problem of type-I superconductivity,
--- Acta Math. Appl. Sinica, 14(1998) 48-57.
26. The optimal control for the boundary flux to the continuous casting problem,
--- Portugaliae Mathematic 54(1997) 363-379.
25. Muskat problem with surface tension at the free boundary,
--- Journal PDE. 10(1997) 213-231.
24. Asymptotic behavior of the solution of supercooled Stefan problem,
--- Proceedings of the Royal society of Edinburgh,127 A(1997) 181-190.
23. Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem,
--- Science in China (Series A), 40(1997) 151-162.
22. A bidimensional evolutionary Boussinesq-Stefan problem with extraction,
--- Acta math. Scienria, 17(1997) 22-34.
21. Mathematical model and its optical control to the continuous casting problem,
--- Proceedings of nineth national steel conference,1996.
20. On Muskat problem,
--- Variational Problems and related Toics, Kyoto University, Kyoto Japan,1996.
19. The classical Verigin problem as the limit case of the Verigin problem with surface tension at free boundary,
--- Appl. Math. JCU. 11 B(1996) 307-322.
18. Existence, uniqueness and regularity of classical soluyions of the Mullins-Sekerka problem,
--- Commun. PDE, 21(1996) 1705-1727.
17. Classical solution of quasi-stationary Stefan problem,
--- Chinese Annals Math., 17 B(1996 ) 175-186.
16. A note on the local classical solution of a two-dimensional superconductor free boundary problem,
--- Euro. J. Appl. Math. 7(1996) 113-118.
15. Local classical solution of Muskat free boundary problem,
--- Journal of P.D.E. 9(1996) 84-96.
14. A PDE problem arising from calculation of the model for continuous casting of steel,
--- Appl. Math. JCU. 10 B(1995) 1-10.
13. On Stefan problem with prescribed convection,
--- Acta Mathematica Scientia, 14(1994) 154-166.
12. Free boundary problem arising in oil production,
--- Meccanica, 28(1993) 111-115.
11. Regularity of the free boundary of a continuous castings problem,
--- Nonlinear Analysis,T. M. & A. 21(1993) 425-439.
10. Local classical solution of a free boundary problem arising in a dissolution-growth process,
--- Nonlinear Partial Differential Equations. Eds. G. Dong & F. Lin, Int. Acad. Pub., (1993) 284-301.
9. Numerical simulation for the process of continuous casting of steel,
--- Research Report of Suzhou University, 1992.
8. On a two-phase continuous casting Stefan problem with nonlinear flux,
--- Euro. J. Appl. Math. 1(1990) 259-278.
7. The uniqueness of steady-state solution for two-phase continuous casting problem,
--- Journal of P.D.E. 2 (1989) 90-96
6. An evolutionary continuous casting problem of two phases and its periodic behavior,
--- Journal of P.D.E. 2(1989) 7-22.
5. The uniqueness of solutions for a kind of nonlinear hyperbolic equation,
--- Journal of Engineering Math. 5(1988) 99-101.
4. The smoothness of the solution of second order differential equation with nonnegative characteristics,
--- Journal of Xi'an Jiaotong University 22(1988) 109-116.
3. The smoothness of solution for hyperbolic equation with Hormander type,
--- Journal of Engineering Math. 4(1987) 108-112.
2. A Mathematical model for the gas flow in a coal seam and its theoretical analysis,
--- Appl. Math. JCU 2 (1987 ) 388-399.
1. The smoothness of solution of a filtration equation,
--- Shanxi Mining College Learned Journal 3 (1983) 106-110.
APPENDIX: Files for graduate students in mathematical finance
(3). Degenerate parabolic equation
(4). A priori estimates
(5). Convertible bond
抛物方程3
游记
1. 欧洲大陆
2. 英国,爱尔兰
2. 澳大利亚