Guomin Liu

September 2013 - June 2019: Shandong University, Institute of Financial Studies, Doctoral Degree, Supervisor: Shige Peng

September 2009 - June 2013: Shandong University, School of Mathematics, Bachelor's Degree

July 2021 - Present: Nankai University, School of Mathematical Sciences, Lecturer

June 2019 - June 2021: Fudan University, School of Mathematical Sciences, Postdoctoral Researcher, Supervisor: Shanjian Tang

Guomin Liu is a lecturer at the School of Mathematical Sciences, Nankai University. I obtained the bachelor's degree from School of Mathematics, Shandong University in June 2013 and the doctoral degree from Institute of Financial Studies, Shandong University in June 2019. Following this, I worked as a postdoctoral researcher at the School of Mathematical Sciences, Fudan University. In July 2021, I join the School of Mathematical Sciences at Nankai University. My main research interests include stochastic analysis and stochastic control, particularly backward stochastic differential equations, nonlinear mathematical expectations, and stochastic optimal control theory.

Stochastic analysis and stochastic control, and particularly backward stochastic differential equations, nonlinear mathematical expectation and stochastic optimal control

Undergraduate Courses: Stochastic Processes, Advanced Mathematics B

Graduate Courses: Foundations of Measure Theory and Probability Theory

9. Liu, G., Tang, S. Maximum principle for optimal control of stochastic evolution equations with recursive utilities. (2023) SIAM Journal on Control and Optimization, 61(6), pp. 3467-3500 .

8. Hu, M., Ji, X., Liu, G. On the strong Markov property for stochastic differential equations driven by G-Brownian motion. (2021) Stochastic Processes and their Applications, 131, pp. 417-453.

7. Liu, G. Exit times for semimartingales under nonlinear expectation. (2020) Stochastic Processes and their Applications, 130, pp. 7338-7362.

6. Liu, G. Girsanov theorem for G-Brownian motion: the degenerate case. (2020) Journal of Theoretical Probability,  34 (1),  pp. 125-140.

5. Hu, M., Ji, X., Liu, G. Lévy's martingale characterization and reflection principle of G-Brownian motion. (2019) Journal of Mathematical Analysis and Applications, 480 (2), 123436.

4. Liu, G. Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs. (2020) Stochastics, 92 (5), pp. 659-683.

3. Liu, G. Local time and Tanaka formula of G-martingales. (2019) Applied Mathematics, 34 (4), pp. 468-479.

2. Liu, G., Wang, F. BSDEs with mean reflection driven by G-Brownian motion. (2019) Journal of Mathematical Analysis and Applications, 470 (1), pp. 599-618.

1. Gao, Q., Hu, M., Ji, X., Liu, G. Product space for two processes with independent increments under nonlinear expectations. (2017) Electronic Communications in Probability, 22, Paper No. 11, 12 pp.