/kloc-0 was hired as a lecturer in June 1993, an associate professor in May 1996, and a professor in October 2000165438/kloc-0.
In February 2003, he was employed as a doctoral supervisor of operations research and cybernetics in Fudan University.
June1995-March 1996, I visited CMI in the ATP (Analysis, Topology, Probability) Laboratory of the University of Provence in France for 6 months.
1In August, 1998, he freely applied for funding from the International Mathematical Union (IMU) and the German Organizing Committee to attend the International Congress of Mathematicians (ICM'98), and1visited the International Center for Theoretical Physics (ICTP) in Trieste, Italy in September, 1998.
1999 10 to 20011month, won a research scholarship from the alexander von humboldt foundation in Germany, studied German as a "Humboldt scholar" at the Goethe Institute of Linguistics in Schwaebish Hall, Germany, and visited the University of Constance.
In June 2004, he visited Rennes 1 University in France. His research fields are stochastic control, nonlinear filtering, forward and backward stochastic differential and partial differential equations, and financial mathematics. The existence and uniqueness of solutions to backward stochastic Riccati differential equations with general random coefficients driven by Brownian motion are proved, thus solving a very basic and long-standing unresolved problem in the linear quadratic stochastic optimal control theory proposed by J. M. Bismut, an academician of French Academy of Sciences, in 1978. Under the assumption of maximum rank, the classification problem of "finite dimensional estimation algebra" in nonlinear filtering theory proposed by Brockett in his 45-minute report at 1982 International Congress of Mathematicians is solved.