- 单位:郑州航空工业管理学院 经济学院
- 职称:副教授
研究领域
1.金融系统性风险及计算
2.人民币汇率波动分析
3.随机微分方程值解法及其收敛性分析
论文与著作
(1) Chao Yue, Exponentialmean-square stability of the improved split-step theta methods for non-autonomousstochastic differential equations, Science China Mathematics, 2017,60(4):735-744.(1区)
(2) ChaoYue,High-order split-step theta methodsfor non-autonomous stochastic differential equations with non-globally Lipschitzcontinuous coefficients,Mathematical Methods inthe Applied Sciences,2016,39(9):2380-2440.(2区)
(3) Chao Yue, Aiguo Xiao,HongliangLiu,Nonlinear Stability and B-convergenceof Additive Runge-Kutta Methods for Nonlinear Stiff Problems,Advancesin Applied Mathematics and Mechanics,2015,7(04):472-495.(4区)
(4) Chao Yue , Chengming Huang,FengzeJiang,Strong convergence of split-steptheta methods for non-autonomous stochastic differential equations,InternationalJournal of Computer Mathematics,2014,91(10):2260-2275.(1区)
(5) Chao Yue , Chengming Huang,StrongConvergence of the Split-Step Theta Method for Stochastic Delay DifferentialEquations with Nonglobally Lipschitz Continuous Coefficients,Abstractand Applied Analysis,2014, 2014:1-9.(1区)
(6) Fengze Jiang , Xiaofeng Zong , Chao Yue , ChengmingHuang, Double-implicit and split two-step Milstein schemes for stochasticdifferential equations[J]. nternational Journal of Computer Mathematics,2016, 93(12): 1987-2011.
(7)岳超, 河南省农村居民消费支出研究[J], 管理工程师,2017,22(3):1-9.
(8) Chao Yue, Strong convergence ofcompensated split-step theta methods for SDEs with jumps under monotonecondition,Applied Mathematics and Computation,2019, 340, 72-83.(2区)
(9)岳超, 随机微分方程高阶分裂步(θ_1,θ_2,θ_3)方法的强收敛性, 计算数学, 41(2019)126-155.
(10) Chao Yue, Longbin Zhao,Strong convergence of the split-step backward Euler method for stochastic delaydifferential equations with a nonlinear diffusion coefficient[J]. Journal ofComputational and Applied Mathematics, 382: 113087.
荣誉与奖励
2014年,获得博士生国家奖学金。
2017年,指导经贸学院学生参加全国大学生统计建模大赛,获得优秀奖,并且发表。
2018年,指导经贸学院学生参加正大杯第八届全国大学生市场调查与分析大赛,获得河南省一等奖。
2018年,获得河南省第四届河南省自然科学优秀学术论文二等奖。
2018年,获得郑州航空工业管理学院优秀教师。
2018年,获得郑州航空工业管理学院优秀班主任。
2020年,指导学生参加研究生数学建模竞赛获得全国三等奖。