2019/01-至今,华南师范大学,数学科学学院,副教授
2015/06-2019/01,华南师范大学,数学科学学院,讲师
2013/09-2014/08,美国韦恩州立大学,数学系,博士后
2012/07-2013/09,香港城市大学,数学系,博士后
2011/07-2011/08,香港城市大学,数学系,研究助理
1.Xiaoshan Chen,Fahuai Yi,and Lihe Wang,American lookback option with fixed strike price 2-D parabolic variational inequality,J. Differential Equations, 251 (2011), 3063--3089. (SCI)
2. Xiaoshan Chen, Yingshan Chen, and Fahuai Yi,Parabolic variational inequality with parameter and gradient constraints,J. Math. Anal. Appl., 385(2012), 928--946.(SCI)
3. Xiaoshan Chen,and Fahuai Yi,A problem of singular stochastic control with discretionary stopping in finite horizon,SIAM J. Control Optim., 50 (2012), 2151--2172.(SCI)
4. Xiaoshan Chen,Qingshuo Song, Fahuai Yi,and George Yin,Characterization of stochastic control with optimal stopping in a sobolev space,Automatica, 49(2013), 1654--1662.(SCI)
5. Xiaoshan Chen,Fahuai Yi,Investment,consumption and hedging with lump-sum payoff in finite horizon under incomplete market, Applicable Analysis, 93(2014), 583--590. (SCI)
6. Xiaoshan Chen,Fahuai Yi,Free boundary problem of Barenblatt equation arising from stochastic control,Discrete and Continuous Dynamical Systems - Series B,21(2016),1421--1434. (SCI)
7. Xiaoshan Chen, Yu-Jui Huang, Qingshuo Song, Chao Zhu, Thestochastic solution to a Cauchy problem for degenerate parabolic equations, Journalof Mathematical Analysis and Applications, 451(2017), 448—472. (SCI)
8.Xiaoshan Chen, Xun Li, Fahuai Yi, Optimal stopping investment with Non-smooth utility over an infinite time horizon, Journal of Industrial and Management Optimization, 15(2019),81-96.(SCI)
9.Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, George Yin, Properties of switching jump diffusions: Maximum Principle and Harnack Inequlities, Bernoulli, 25(2019),1045—1075.(SCI)
10.Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, George Yin,Recurrence and ergodicity for a class of Regime-switching jump diffusions, Applied Mathematics and Optimization, 80(2019),415-445.(SCI)