非线性期望理论
金融数学
随机偏微分方程理论
化学物理中的随机过程
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1. 王茹. Kinetic Network in Milestoning: Clustering, Reduction, and Transition Path Analysis. Journal of chemical theory and computation, 20, 5439-5450, 2024.
2. 纪晓君. On committor functions in milestoning. Journal of Chemical Physics, 159, 2023.
3. 胡明尚. Levy's martingale characterization and reflection principle of G-Brownian motion. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 480, 1, 2019.
4. 纪晓君. Spatial and temporal white noises under sublinear G-expectation. SCIENCE CHINA Mathematics, 63, 61, 2020.
5. Mingshang Hu , Xiaojun Ji and Guomin Liu. On the strong Markov property for stochastic differential equations driven by G-Brownian motion. Stochastic Process. Appl., 131, 417-453, 2021.
6. Xiaojun Ji and Shige Peng. Spatial and temporal white noises under sublinear G-expectation. Sci. China Math., 63, 61-82, 2020.
7. Mingshang Hu , Xiaojun Ji and Guomin Liu. Lévy’s martingale characterization and reflection principle of G-Brownian motion. J. Math. Anal. Appl., 480, 123436, 2019.
8. Qiang Gao , Mingshang Hu , Xiaojun Ji and Guomin Liu. Product space for two processes with independent increments under nonlinear expectations. Electron. Commun. Probab., 22, 1-12, 2017.
1. （包干项目）次线性期望下的随机偏微分方程理论研究, 2024/08/23-2027/12/31
2. （包干项目）时空G-白噪声驱动的随机热方程理论研究, 2022/11/01-2025/12/30
1. 非线性随机分析
2. 非线性随机分析
3. 高等数学（2）
1.鲍欣冉
