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
- 联系方式：txjsong@hotmail.com
访问量：
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[41]
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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[42]
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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[43]
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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[44]
Y. Hu , D. Nualart and J. Song.
Integral representation of renormalized self-intersection local times.
Journal of Functional Analysis,
2507-2532,
2008.
