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江一鸣

2022-07-03 17:16:15 百科资料

江一鸣, 男 ,南开大学数学科学学院副教授, 研究方向是概率论与随机过程和随机偏微分方程及其在金融中的应用。

  • 中文名 江一鸣
  • 性别 男 
  • 职称 南开大学数学科学学院副教授
  • 研究方向 概率论和随机偏微分方程等

  文章著作

  1, Jiang, Y. (with Wang, Y.) On the collision local time of fractional Brownian motion. Chin. Ann. Math. Ser. B 28(3) ,311-320. (2007).

  2, Jiang, Y. (with Bo, L. and Wang, Y.) On a class of stochastic Anderson models with fractional noises. Stoch. Anal. Appl. 26(2), 270-287 (2008).

  3, Jiang, Y. (with Bo, L. and Wang, Y.) Stochastic Cahn-Hilliard equation with fractional noise . Stoch. Dyn. 8(4), 643-665 (2008).

  4, Jiang, Y. (with Xing, X. and Zhang, W.) On the time to ruin and the deficit at ruin in a risk model with double-sided jumps. Stat. Prob. Lett.78 ( 16 ) , 2692-2699 ( 2008 ) .

  5, Jiang, Y. (with Wang, Y.) Self-intersection local time and collision local time of bifractional Brownian motion. Sci. China Ser. A: Mathematics 52 (9) 1905-1919, (2009).6, Jiang, Y. (with Shi, K. and Wang, Y.) Large deviation principle for the higher-order stochastic heat equations with fractional noises. Acta Math. Sin. Engl.26(1) 89-106,(2010).

江一鸣 副教授

  7, Jiang, Y. (with Wei, T. and Zhou X.) Stochastic generalized Burgers Equations driven by Fractional Noises. J. Differential Equations 252 1934-1961, (2012).

  8, Jiang, Y. (with Wang X. and Wang Y.) Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures. Nonliear Anal.75(13) 5123-5138, (2012).

  9, Jiang, Y. (with Wang X. and Wang Y.) On a stochastic heat equationwith first order fractional noises and applications to finance. J. Math. Anal. Appl. 396(2), 656-669,(2012).

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