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
1. 彭实戈 and 纪晓君. Stochastic heat equations driven by space-time G-white noise under sublinear expectation. ANNALS OF APPLIED PROBABILITY, 35, 3942-3972, 2025.
2. 纪晓君. Experiment-Guided Refinement of Milestoning Network. Journal of chemical theory and computation, 2025.
3. 王茹. Kinetic Network in Milestoning: Clustering, Reduction, and Transition Path Analysis. Journal of chemical theory and computation, 20, 5439-5450, 2024.
4. 纪晓君. On committor functions in milestoning. Journal of Chemical Physics, 159, 2023.
5. 胡明尚. Levy's martingale characterization and reflection principle of G-Brownian motion. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 480, 1, 2019.
6. 纪晓君. Spatial and temporal white noises under sublinear G-expectation. SCIENCE CHINA Mathematics, 63, 61, 2020.
7. 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.
8. Xiaojun Ji and Shige Peng. Spatial and temporal white noises under sublinear G-expectation. Sci. China Math., 63, 61-82, 2020.
9. 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.
10. 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.郭欣怡
2.杨曦
3.鲍欣冉
