近五年来承担的学术研究课题(含课题名称、来源、年限、本人所起作用) (不超过五项);在国内外公开发行刊物上发表的学术论文(含题目、刊物名称、 署名次序与时间)(不超过五项);获得的学术研究表彰/奖励(含奖项名称、 授予单位、署名次序、时间)(不超过五项) 承担的科研课题 1.由分形布朗运动和纯跳Levy过程驱动的随机微分方程,国家自然科学基金,2007.1-2009.12 课题负责人; 2.扩散过程的模型选择,教育部博士点基金,2002.1-2005.12,课题负责人; 3.马氏过程参数的临界值及其参数离散化估计及收敛性,国家自然科学基金,2004.1-2006.12,与上海交通大学联合申请。 发表的主要学术论文 1.Xinsheng Zhang, On stochastic ordering for diffusion with jumps and applications,Statistics & Probability Letters, Vol. 77(2007), Issue 6, 614-620. 2. Shibin Zhang and Xinsheng Zhang, Exact Simulation of IG-OU Processes,Methodology and Computing in Applied Probability., vol.10(3)(2008),337-355. 3. Zhengyuan Wei and Xinsheng Zhang, Second order exponential differential operator and generalized Hermite polynomials,Applied Mathematics and Computation,vol.206(2) (2008), 781-787. 4. Shuguang Sun and Xinsheng Zhang, Empirical likelihood estimation of discretely sampled processes of OU type. Science in China Vol. 52(2009), No. 9,1231-1257. 《中国科学》(中文版,A辑 )V39, No.1, 99-120. 5. Zhang Shibin and Zhang Xinsheng, On the transition law of tempered stable Ornstein- Uhlenbeck processes. Journal of Applied Probability Vol. 64(2009), No. 3, 721-731. |