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
- 所属院系：
数学学院
- 联系方式：2f04cabf39b6b2a4178ce98167cd6c7a928247bf469a2fe46898bf24e3bd502d6ede47bb56180b9a5c5528f12e8934b24b5d7dc043371ead905f9031518b2e7fe442391ac3abd8efb46d9678d0a36518f22af67ed56925a8b0e753f811e974b8741563d167d06a52bfd12a67252cd13220cc041e878c7ee29702cf757e6d645e
访问量：
-
[1]
.
On mean-field control problems for backward doubly stochastic systems.
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,
30,
2024.
-
[2]
.
MOMENTS AND ASYMPTOTICS FOR A CLASS OF SPDES WITH SPACE-TIME WHITE NOISE.
Transactions of the American Mathematical Society,
2024.
-
[3]
.
Stochastic fractional diffusion equations with Gaussian noise rough in space.
BERNOULLI,
30,
1774-1799,
2024.
-
[4]
.
On eigenvalues of the Brownian sheet matrix.
随机过程及其应用,
166,
2023.
-
[5]
.
Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting.
INTERNATIONAL MATHEMATICS RESEARCH NOTICES,
2023.
-
[6]
.
HITTING PROBABILITIES OF GAUSSIAN RANDOM FIELDS AND COLLISION OF EIGENVALUES OF RANDOM MATRICES.
Transactions of the American Mathematical Society,
2023.
-
[7]
.
Recent advances on eigenvalues of matrix-valued stochastic processes.
Journal of Multivariate Analysis,
188,
2022.
-
[8]
.
Skorohod and Stratonovich integrals for controlled processes.
随机过程及其应用,
150,
569-595,
2022.
-
[9]
.
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION.
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,
35,
369,
2021.
-
[10]
.
High-dimensional central limit theorems for a class of particle systems.
ELECTRONIC JOURNAL OF PROBABILITY,
26,
2021.
-
[11]
.
Fractional stochastic wave equation driven by a Gaussian noise rough in space.
BERNOULLI,
26,
2699,
2020.
-
[12]
.
HIGH-DIMENSIONAL LIMITS OF EIGENVALUE DISTRIBUTIONS FOR GENERAL WISHART PROCESS.
ANNALS OF APPLIED PROBABILITY,
30,
1642,
2020.
-
[13]
.
Scaling limit of a directed polymer among a Poisson field of independent walks.
Journal of Funtional Analysis,
281,
2021.
-
[14]
.
On collision of multiple eigenvalues for matrix-valued Gaussian processes.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal,
502,
2021.
-
[15]
.
HOLDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE.
Acta Mathematica Scientia,
39,
717,
2019.
-
[16]
.
Limit theorems for functionals of two independent Gaussian processes.
Stochastic Processes and their Applications,
129,
4791,
2019.
-
[17]
.
Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise.
ELECTRONIC JOURNAL OF PROBABILITY,
24,
2019.
-
[18]
.
Second order Lyapunov exponents for parabolic and hyperbolic Anderson models.
BERNOULLI,
25,
3069,
2019.
-
[19]
Ding, Jian.
A new correlation inequality for Ising models with external fields.
PROBABILITY THEORY AND RELATED FIELDS,
2022.
-
[20]
Choi, Michael C. H..
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION.
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,
35,
369,
2021.