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安徽师范大学数学与统计学院导师教师师资介绍简介-申广君

本站小编 Free考研考试/2021-04-24

申广君 (Guangjun Shen),理学博士、教授、博士生导师,硕士生导师(学术型、专业型);安徽省学术和技术带头人,安徽省****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 安徽师范大学数学与统计学院,教授。
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
三、专业与研究方向
1. 专业:概率论与数理统计
2. 主要研究方向:随机分析与随机过程
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(**), 2013.1-2016.12. 主持
2. 安徽省****科学基金:随机过程与随机分析(**J06),
2016.7-2019.6 主持
3. 安徽高校学科(专业)拔尖人才学术资助项目 (gxbjZD03) ,
2017.1-2019.12 主持
4. 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 (**MA11),2012.7-2014.7. 主持
5. 安徽高校省级自然科学研究重点项目: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
6. 2019年度安徽省学术和技术带头人科研活动经费择优资助项目, 主持
五、主要研究成果
与分数布朗运动的高斯型扩张有关的主要学术论文(*表示通讯作者)
[1] Guangjun Shen*, Litan Yan, Smoothness for the collision local times of bifractional Brownian motions, Science China Mathematics , 54 (2011) 1859–1873.
[2] Guangjun Shen, Litan Yan, Remarks on an integral functional driven by sub-fractional Brownian motion, Journal of the Korean Statistical Society, 40 (2011) 337-346.
[3] Guangjun Shen*, Chao Chen, Litan Yan, Remarks on sub-fractional Bessel processes, Acta Mathematica Scientia, 31B(5) (2011) 1860–1876.
[4] Guangjun Shen*, Chao Chen, Stochastic integration with respect to the sub-fractional Brownian motion with 0< H<1/2, Statistics and Probability Letters, 82 (2012) 240-251.
[5] Guangjun Shen*, Litan Yan, Chao Chen, On the convergence to the multiple subfractional Wiener–Ito integral, Journal of the Korean Statistical Society, 41(2012) 459-469.
[6] Guangjun Shen*, Litan Yan, Chao Chen, Smoothness for the collision local time of two multidimensional bifractional Brownian motion, Czechoslovak Mathematical Journal, 62(2012) 969–989.
[7] Guangjun Shen*, Litan Yan, Junfeng Liu, Power variation of subfractional Brownian motion and application, Acta Mathematica Scientia, 33B(4)(2013) 901–912.
[8] Guangjun Shen, Litan Yan, Asymptotic behavior for bi-fractional regression models via Malliavin calculus, Frontiers of Mathematics in China, 9 ( 2014) 151–179.
[9] Guangjun Shen*, Litan Yan, Estimators for the drift of subfractional Brownian motion, Communications in Statistics – Theory and methods, 43 (2014) 1601-1612.
[10] Guangjun Shen*, Litan Yan, Approximation of subfractional Brownian motion, Communications in Statistics – Theory and methods, 43 (2014) 1873-1886.
[11] Guangjun Shen*, Xiuwei Yin, Litan Yan, Least squares estimator for the Ornstein-Uhlenbeck process driven by weighted fractional Brownian motion, Acta Mathematica Scientia, 36B(2)(2016)394-408. (编辑部评为优秀论文)
[12] Guangjun Shen*, Liangwen Xia, and Dongjin Zhu, A strong convergence to the tempered fractional Brownian motion,Communications in Statistics – Theory and methods, 46 (2017) 4103-4118.
[13] Litan Yan, Guangjun Shen, On the collision local time of sub-fractional Brownian motions, Statistics and Probability Letters,80 (2010) 296-308.
[14] Xiuwei Yin, Guangjun Shen*, Dongjin Zhu, Intersection local time of subfractional Ornstein-Uhlenbeck process, Hacettepe Journal of Mathematics and Statistics, 44 (2015) 975-990.
[15] Hongshuai Dai, Guangjun Shen*, Lingtao Kong, Limit theorems for functionals of Gaussian vectors, Frontiers of Mathematics in China, 12(2017) 821-842.
[16] Hongshuai Dai, Guangjun Shen*, Liangwen Xia, Operater fractional Brownian sheet and martingale difference, Bulletin of the Korean Mathematical Society, 55(2018)9-23.
[17] Liheng Sang, Guangjun Shen*, Qiangqiang Chang, Approximation of fractional Brownian sheet by Wiener integral, Communications in Statistics – Theory and methods, 47 (2018) 1423-1441.
与分数布朗运动的非高斯型扩张过程有关的主要学术论文(*表示通讯作者)
[1] 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.
[2] Guangjun Shen*, Xiuwei Yin, Dongjin Zhu, Weak convergence to Rosenblatt sheet, Frontiers of Mathematics in China, 10 (2015) 985-1004.
[3] Guangjun Shen*, Xiuwei Yin, Litan Yan, Approximation of the Rosenblatt sheet, Mediterranean Journal of Mathematics, 13 (2016) 2215–2227.
[4] 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) 817-830
[5] Qian Yu, Guangjun Shen*, and Mingxiang Cao, Parameter estimation for Ornstein-Uhlenbeck processes of the second kind driven by alpha-stable Lévy motions, Communications in Statistics – Theory and methods, 46 (2017) 10864-10878.
[6] Guangjun Shen*,Qian Yu, An optimal approximation of Rosenblatt sheet by multiple Wiener integrals,Mediterranean Journal of Mathematics, 14(2017)36
[7] Guangjun shen, Qian Yu, Yunmeng Li, Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean, Frontiers of Mathematics in China, 14(2019) 1281–1302
[8] Guangjun Shen*,Qian Yu, Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations, Statistical Paper, 60 (2019):2253–2271.
[9] Guangjun Shen*, Qinbo Wang, Xiuwei Yin, Parameter Estimation for the Discretely Observed Vasicek Model with Small Fractional Levy Noise, Acta Mathematica Sinica, 36(2020) 443-461
[10] Guangjun Shen, R. Sakthivel, Yong Ren, Mengyu Li, Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process, Collectanea Mathematica, 71 (2020) 63–82
[11] Guangjun Shen, Qian Yu, local times of linear multifractional stable sheets, Applied Mathematics-A Journal of Chinese Universities, 35(2020) 1-15.


前一记录->任永 后一记录->张琼
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