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宋健
-
教授
博士生导师
硕士生导师
- 性别：男
- 毕业院校：Kansas University, US
- 学历：研究生(博士后)
- 学位：博士生
- 在职信息：在职
- 所在单位：高等研究院、数学与交叉科学研究中心、非线性期望前沿科学研究中心
- 入职时间： 2018-10-30
- 联系方式：txjsong@hotmail.com
访问量：
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[21]
Shen, Hao.
Scaling limit of a directed polymer among a Poisson field of independent walks.
Journal of Funtional Analysis,
281,
2021.
-
[22]
宋健.
High-dimensional central limit theorems for a class of particle systems.
ELECTRONIC JOURNAL OF PROBABILITY,
26,
2021.
-
[23]
宋健.
On collision of multiple eigenvalues for matrix-valued Gaussian processes.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal,
502,
2021.
-
[24]
宋健.
SPDEs with Colored Gaussian Noise: A Survey.
Communications in Mathematics and Statistics,
6,
481,
2018.
-
[25]
宋健.
HIGH-DIMENSIONAL LIMITS OF EIGENVALUE DISTRIBUTIONS FOR GENERAL WISHART PROCESS.
ANNALS OF APPLIED PROBABILITY,
30,
1642,
2020.
-
[26]
宋健.
Fractional stochastic wave equation driven by a Gaussian noise rough in space.
BERNOULLI,
26,
2699,
2020.
-
[27]
宋健 and Balan, Raluca M..
HOLDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE.
Acta Mathematica Scientia,
39,
717,
2019.
-
[28]
宋健 and Balan, Raluca M..
Second order Lyapunov exponents for parabolic and hyperbolic Anderson models.
BERNOULLI,
25,
3069,
2019.
-
[29]
宋健.
Limit theorems for functionals of two independent Gaussian processes.
Stochastic Processes and their Applications,
129,
4791,
2019.
-
[30]
宋健 and Balan, Raluca M..
Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise.
ELECTRONIC JOURNAL OF PROBABILITY,
24,
2019.
-
[31]
宋健.
NONLINEAR FEYNMAN-KAC FORMULAS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH SPACE-TIME NOISE.
SIAM JOURNAL ON MATHEMATICAL ANALYSIS,
51,
955,
2019.
-
[32]
宋健.
SPDEs with Colored Gaussian Noise: A Survey.
Communications in Mathematics and Statistics,
2018.
-
[33]
X. Chen , Y. Hu , J. Song and X. Song.
Temporal asymptotics for fractional parabolic Anderson model.
Electron. J. Probab. 23 (2018) No. 14, 39pp,
-
[34]
R. M. Balan and J. Song.
Hyperbolic Anderson Model with space-time homogeneous Gaussian noise.
ALEA Lat. Am. J. Probab. Math. Stat. 14 (2017), no. 2, 799-849.,
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[35]
On a class of stochastic partial differential equations.
Stochastic Processes and Their Applications, 127 (2017), no. 1, 37-79.,
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[36]
G. Han and J. Song.
Extensions of the I-MMSE Relation..
IEEE Transactions on Information Theory, 62 (2016), no. 10, 5422-5445.,
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[37]
C. Lee and J. Song.
On drift parameter estimation for reflected fractional Ornstein- Uhlenbeck processes.
Stochastics 88 (2016), no. 5, 751-778,
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[38]
X. Chen , Y. Hu , J. Song and F. Xing.
Exponential asymptotics for time-space Hamiltonians..
Ann. Inst. Henri Poincar Probab. Stat. 51 (2015), no. 4, 1529-1561.,
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[39]
Y. Hu , C. Lee , M. Lee and J. Song.
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations.
Statistical Inference for Stochastic Processes, 18 (2015), no. 3, 279-291.,
-
[40]
Y. Hu and J. Song.
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations..
Malliavin calculus and stochastic analysis, 427-442, Springer Proc. Math. Stat., 34, Springer, New York, 2013.,
