宋健
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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
- 所属院系：
数学学院
- 联系方式：2f04cabf39b6b2a4178ce98167cd6c7a928247bf469a2fe46898bf24e3bd502d6ede47bb56180b9a5c5528f12e8934b24b5d7dc043371ead905f9031518b2e7fe442391ac3abd8efb46d9678d0a36518f22af67ed56925a8b0e753f811e974b8741563d167d06a52bfd12a67252cd13220cc041e878c7ee29702cf757e6d645e
访问量：
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[41]
Y. Hu , D. Nualart and J. Song.
The 4/3-variation of the derivative of the self-intersection Brownian local time and related processes..
J. Theoret. Probab., 27 (2014), no. 3, 789-825.,
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[42]
Y. Hu , D. Nualart and J. Song.
A nonlinear stochastic heat equation: H ̈older continuity and smoothness of the density of the solution..
Stochastic Processes and their Applications, Vol 123, Issue 3, March 2013, Pages 1083-1103.,
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[43]
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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[44]
Asymptotic behavior of the solution of heat equation driven by fractional white noise..
Statistics and Probability Letters 2012. 82 no. 3, 614-620.,
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[45]
Y. Hu , D. Nualart and J. Song.
Fractional martingales and characterization of the fractional Brownian motion.
The Annals of Probability 2009, Vol. 37, No. 6, 2404-2430,
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[46]
Y. Hu , D. Ocone and J. Song.
Some results on backward stochastic differential equations driven by fractional Brownian motions.
Stochastic analysis and applications to fi- nance, 225-242,
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[47]
J. Song , D. Nualart and Y. Hu.
Feynman-Kac formula for heat equation driven by a fractional white noise.
The Annals of Probability 2011, Vol. 39, No. 1, 291-326.,
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[48]
Y. Hu , D. Nualart and J. Song.
Integral representation of renormalized self-intersection local times.
Journal of Functional Analysis,
2507-2532,
2008.