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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2. 胡明尚. Levy's martingale characterization and reflection principle of G-Brownian motion. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 480, 1, 2019.
3. 纪晓君. Spatial and temporal white noises under sublinear G-expectation. SCIENCE CHINA Mathematics, 63, 61, 2020.
4. 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.
5. Xiaojun Ji and Shige Peng. Spatial and temporal white noises under sublinear G-expectation. Sci. China Math., 63, 61-82, 2020.
6. 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.
7. 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)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