Lijun Bo, Ph.D.

Department of Probability and Statistics
School of Mathematical Sciences
University of Science and Technology of China (USTC)

Short Bio

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 mathemtical finance, in particular it includes credit risk modeling and valuation, systemic risk and continuous-time portfolio optimization. For further information about me, please see my [ CV ].

I also teach two courses: please see the following information on homework and examination.