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]
宋健.
HIGH-DIMENSIONAL LIMITS OF EIGENVALUE DISTRIBUTIONS FOR GENERAL WISHART PROCESS.
ANNALS OF APPLIED PROBABILITY,
30,
1642,
2020.
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[22]
宋健.
Fractional stochastic wave equation driven by a Gaussian noise rough in space.
BERNOULLI,
26,
2699,
2020.
-
[23]
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.
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[24]
宋健 and Balan, Raluca M..
Second order Lyapunov exponents for parabolic and hyperbolic Anderson models.
BERNOULLI,
25,
3069,
2019.
-
[25]
宋健.
Limit theorems for functionals of two independent Gaussian processes.
Stochastic Processes and their Applications,
129,
4791,
2019.
-
[26]
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.
-
[27]
宋健.
NONLINEAR FEYNMAN-KAC FORMULAS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH SPACE-TIME NOISE.
SIAM JOURNAL ON MATHEMATICAL ANALYSIS,
51,
955,
2019.
-
[28]
宋健.
SPDEs with Colored Gaussian Noise: A Survey.
Communications in Mathematics and Statistics,
2018.
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[29]
X. Chen , Y. Hu , J. Song and X. Song.
Temporal asymptotics for fractional parabolic Anderson model.
Electron. J. Probab. 23 (2018) No. 14, 39pp,
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[30]
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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[31]
On a class of stochastic partial differential equations.
Stochastic Processes and Their Applications, 127 (2017), no. 1, 37-79.,
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[32]
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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[33]
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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[34]
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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[35]
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.,
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[36]
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.,
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[37]
Y. Hu , D. Nualart and J. Song.
The 4/3-variation of the derivative of the self-intersection Brownian local time and related process.
J. Theoret. Probab., 27 (2014), no. 3, 789-825.,
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[38]
Y. Hu , D. Nualart and J. Song.
A nonlinear stochastic heat equation: H ̈older continuity and smoothness of the density of the solu.
Stochastic Processes and their Applications, Vol 123, Issue 3, March 2013, Pages 1083-1103.,
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[39]
Y. Han , Y. Hu and J. Song.
Maximum principle for controlled systems driven by fractional brownian motions.
Appl. Math. Optim. 67 (2013), no. 2, 279-322,
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[40]
Asymptotic behavior of the solution of heat equation driven by fractional white noise..
Statistics and Probability Letters 2012. 82 no. 3, 614-620.,