申广君教授简介

文章作者:金融学院时间:2017-12-04浏览:1978

申广君(Guangjun Shen),男、197610月生,安徽寿县人;理学博士、教授、硕士生导师;安徽省学术和技术带头人,安徽省杰出青年科学基金获得者。

E-mail地址:gjshen@163.com

  

一、主要学习、工作经历和学术兼职

1、学习经历

1995.9-1999.7安徽师范大学数学系读本科,获理学学士学位;

2001.9-2004.6安徽师范大学数学系读硕士,获理学硕士学位研究方向:无穷粒子系统,导师:丁万鼎教授、祝东进教授;

2008.9-2011.6华东理工大学数学系读博士,获理学博士学位研究方向:随机分析与金融数学,导师:闫理坦教授

2、工作经历

1999.07--2004.10安徽师范大学数学计算机科学学院,助教;

2004.10--2009.12安徽师范大学数学计算机科学学院,讲师;

2009.12--2013.7 安徽师范大学数学计算机科学学院,副教授;

2013.7--至今安徽师范大学数学计算机科学学院,教授(破格)。

3、学术兼职

美国《数学评论》(Mathematical Reviews)评论员

  

二、主要讲授课程

本科生:概率论与数理统计、高等数学、试验设计

研究生:随机过程、分数布朗运动、Malliavin分析、Levy过程的随机分析

  

三、专业与研究方向

专业:概率统计、应用数学

主要研究方向:随机分析与金融数学  

  

四、主持研究的主要项目

1.国家自然科学基金面上项目:分数布朗运动的扩张及其随机分析(11271020)2013.1-2016.12.主持

2.安徽省杰出青年科学基金:自相似过程的随机分析(1608085J06),2016.7-2019.6主持

3.安徽省自然科学基金面上项目:高斯随机系统的Malliavin分析及相关问题研究(1208085MA11)2012.7-2014.7.主持

4.安徽高校省级自然科学研究重点基金:一般自相似高斯过程的随机分析及其相关问题(KJ2011A139,2011.1-2013.12.主持

  

五、主要研究成果(SCI收录论文24)

1.Guangjun Shen, Litan Yan, Smoothness for the collision local times of bifractional Brownian motions, Science China Mathematics54(9) (2011) 18591873.

2.Guangjun Shen, Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions,Journal of Inequalities and Applications(2011) 2011:139.

3.Guangjun Shen, Litan Yan, Remarks on an integral functional driven by subfractional Brownian motion,Journal of the Korean Statistical Society40 (2011) 337-346.

4.Guangjun Shen, Chao Chen, Remarks on subfractional Bessel processes,Acta Mathematica Scientia31B(5) (2011) 18601876.

5.Guangjun Shen, Chao Chen, Stochastic integration with respect to the sub-fractional Brownian motion with 0< H<1/2, Statistics and Probability Letters82 (2012) 240-251.

6.Guangjun Shen, Litan Yan, Chao Chen, On the convergence to the multiple subfractional WienerIto integral, Journal of the Korean Statistical Society41(2012) 459-469.

7.Guangjun Shen, Litan Yan, Chao Chen, Smoothness for the collision local time of two multidimensional bifractional Brownian motion, Czechoslovak Mathematical Journal62(2012)  969989.

8.Guangjun Shen, Litan Yan, Junfeng Liu, Power variation of subfractional Brownian motion and application, Acta Mathematica Scientia,33B(2013) 901912.

9.Guangjun Shen, Litan Yan, Jing Cui, Berry-Esséen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion, Journal of Inequalities and Applications2013, 2013:275.

10.Guangjun Shen, Dongjin Zhu, Yong Ren, and Xueping DingThe local time of the fractional Ornstein-Uhlenbeck process, Abstract and Applied Analysis,2013, Article ID 375480.

11.Guangjun Shen, Litan Yan, Asymptotic behavior for bi-fractional regression models via Malliavin calculus, Frontiers of Mathematics in China9 ( 2014) 151179.

12.Guangjun Shen, xiuwei Yin,Least Squares Estimation for α-Fractional Bridge with Discrete Observations, Abstract and Applied Analysis2014, Article ID 748376.

13.Guangjun Shen, Litan Yan, Estimators for the drift of subfractional Brownian motion,Communications in Statistics  Theory and methods43 (2014) 1601-1612.

14.Guangjun Shen, Litan Yan, Approximation of subfractional Brownian motion,Communications in Statistics  Theory and methods43 (2014) 1873-1886.

15.Guangjun Shen, Yong Ren, Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space, Journal of the Korean Statistical Society, 44 (2015) 123-133

16.Guangjun Shen, Xiuwei Yin, Dongjin Zhu, Weak convergence to Rosenblatt sheet,Frontiers of Mathematics in China10 (2015) 985-1004

17.Guangjun Shen, Xiuwei Yin, Litan Yan, least squares estimator for the Ornstein-Uhlenbeck process driven by weighted fractional Brownian motion, Acta Mathematica Scientia36(2016)394-408

18.Guangjun Shen, Xiuwei Yin, Litan Yan, Approximation of the Rosenblatt sheet,Mediterranean Journal of MathematicsDOI 10.1007/s00009-015-0576-5.

19.Litan Yan, Guangjun Shen, On the collision local time of sub-fractional Brownian motions,Statistics and Probability Letters80 (2010) 296-308

20.Yongfeng Wu,Guangjun Shen,On convergence for sequences of pairwise negatively quadrant dependent random variables,Applications of Mathematics,59 (2014) 473-487

21.Xiuwei Yin,Guangjun Shen(通讯作者),Dongjin Zhu,Intersection local time of subfractional Ornstein-Uhlenbeck process, Hacettepe Journal of Mathematics and Statistics 44 (2015) 975-990

22.Jinhong Zhang, Guangjun Shen(通讯作者), Mengyu Li,An approximation to the subfractional Brownian sheet using martingale differences, Journal of Inequalities and Applications,2015, 2015:102

23.申广君,尹修伟,王军,Besov空间中Rosenblatt单的弱极限定理,中国科学:数学,46(2016)网络出版日期: 2016-01-19

24.Guangjun Shen,Liangwen Xia, and Dongjin ZhuA strong convergence to the tempered fractional Brownian motionCommunications in Statistics  Theory and methods46 (2017) 4103-4118.

25. Guangjun ShenQian Yu,Least squares estimator for OrnsteinUhlenbeck processes driven by fractional Lévy processes from discrete observations,Stat Papers DOI 10.1007/s00362-017-0918-4

Last Modified: 2017年12月

终审人:戴泽兴

返回原图
/