Yan Jiaan, mathematician, was born in Hanjiang county, Jiangsu Province, in December 6, 1941. He was graduated from  The University of Science and Technology of China in 1964.  He was a Humboldt fellow of Germany from 1981 to 1982.  In 1999, he was elected a academician of the Chinese Academy of Sciences. He was a member of the Council of the Bernoulli Society for Mathematical Statistics and Probability, 1997-2001. He serves or served on the Editorial Boards of four international  journals including Annals of Probability and Stochastic Analysis and Applications. He is an editor of Acta Mathematicae Applicatae Sinica.Prof. Yan  is an influential leading figure in the field of probability theory and stochastic analysis in China. He has made several important contributions to martingale theory, stochastic analysis, white noise analysis and mathematical finance.  His lemma on the decomposition of a local martingale

（cited as the “fundamental theorem of local martingales”） and “elementary” definition of stochastic integrals provide a simple approach for studying properties of stochastic integrals with respect to semimartingles. His characterization on a class of convex sets of integrable  random variables became an important tool in the study of the “fundamental theorem of asset pricing” in mathematical finance and has been named “Yan’s theorem”or“KrepsYan Theorem.” He obtained several criteria for uniform integrability of exponential martingales using a unified and simpler approach. He has extended the wellknown Gross theorem and Minlos theorem in infinite dimensional analysis. A framework for white noise introduced by Meyer and Yan has been named “MeyerYan spaces”in the literature and cited in the authoritative “Encyclopaedia of Mathematics.” In mathematical finance, he proposed a numerairefree and original probability based framework for financial markets. Experts evaluated his joint book “Semimartingale Theory and Stochastic Calculus”(1992)  as one of two books in English  which provide a selfcontained account of stochastic calculus. An reviewer evaluated his another joint book “Introduction to Infinite Dimensional Stochastic Analysis”(2000) as the unique book which deals with Malliavin calculus and white noise analysis simultaneously.