Curriculum Vitae

Name: Lifeng Wei

Current position: lecturer

Contact Information:

School of Mathematical Sciences,

Ocean University of China,

238 Songling Road,

Qingdao, China, 266100

Email:weilifeng82@126.com

Education:
Ph.D. in Financial Mathematics Research ，December 2009
Department of Mathematics, Shandong University, P. R. China,
B. Sc. in Mathematics and Applied Mathematics Research ，July 2004
Department of Mathematics, Shandong University, P. R. China

Professional Experience:

2010—present: in Department of Mathematics at Ocean University of China
Current position: Lecturer
Teaching Courses: Probability and Mathematical Statistics, Stochastic Process,

Research Interests:

Stochastic Control; Financial Mathematics; Dynamic Programming; Sobolev Weak Solution; Backward Stochastic Differential equation

Selected Publications:

1 Lifeng Wei, Zhen Wu, Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem, Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2012, Article ID 718714, 15 pages doi:10.1155/2012/718714.

2 Lifeng Wei, Zhen Wu, Recursive Zero-sum Stochastic Differential game, Inernational conference on Intelligent Computation technology and Automation Oct 20-22， 2008 998-1001.

3 Lifeng Wei, Li Chen , Viscosity Solution of the Hamilton-Jacobi-Bellman Equation for the Relaxed Control, Journal of Shandong University(Natural Science), Vol. 12, 2009.