Lijun Bo

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I am Professor of Probability at School of Mathematics and Statistics, Xidian University. Affiliate, Department of Probability and Statistics, USTC

My research focuses on theory of stochastic analysis and application to mathematical finance. For the stochastic analysis, I mainly worked on reflected stochastic differential equations and stochastic partial differentiable equations arising from physics and chemistry (e.g. Cahn-Hilliard SPDE) since I was pursing my master degree of probability in Nankai University under the supervision of Prof. Yongjin Wang. Currently I am working on stochastic analysis and applications, in particular, it includes stochastic control, mean field games, systemic risk and portfolio optimization. I serve as an associate editor for Journal of Dynamics and Games and Chinese Journal of Applied Probability and Statistics journals. For further information, please see CV.