个人简介 宋永生 研究员


教育经历
2003---2008:博士, 中国科学院 数学与系统科学研究院
1999---2003:本科, 山东大学 数学学院


工作经历
2020---至今: 研究员, 中国科学院 数学与系统科学研究院
2013---2020:副研究员,中国科学院数学与系统科学研究院
2008---2013:助理研究员, 中国科学院数学与系统科学研究院
研究方向
概率论与随机分析

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学术论文 Limit theorems with rate of convergence under sublinear expectations Fang X, Peng S, Shao Q, and Song Y: Bernoulli, 25, (2019), 2564-2596.

Properties of G-martingales with finite variation and the application to G-Sobolev spaces Song Y: Stochastic Processes and their Applications, 129, (2019), 2066-2085.

Supermartingale decomposition theorem under G-expectation Li H, Peng S and Song Y：Electron. J. Probab. 23 (2018), no. 50, 1-20.

Stein type characterization for G-normal distributions Hu M, Peng S and Song Y: Electron. Commun.Probab. 22 (2017), Paper No. 24, 12 pp.

G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE Peng S and Song Y：J. Math. Soc. Japan, Vol. 67 (2015), No. 4, 1725–1757.

A Note On G-normal Distributions Song Y: Statistics & Probability Letters, Volume 106, November 2015, Pages 142–146.

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion Hu M, Ji S, Peng S and Song Y: Stochastic Processes and their Applications 124 (2014), 1170-1195.

Backward Stochastic Differential Equations Driven by G-Brownian Motion Hu M, Ji S, Peng S and Song Y: Stochastic Processes and their Applications 124 (2014), 759-784.

A complete representation theorem for -normal G-martingales Peng S, Song Y, and Zhang J: , Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 86 (2014), No. 4, 609–631.

Characterizations of processes with stationary and independent increments under G-expectation Song Y: Annales de l'Institut Henri Poincare, Vol. 49 (2013), No. 1, 252–269.

Uniqueness of the representation for G-martingales with finite variation Song Y: Electron. J. Probab. 17 (2012), 1-15.

Properties of hitting times for G-martingale and their applications Song Y: Stochastic Processes and their Applications 121 (2011) 1770– 1784.

Some properties on G-evaluation and its applications to G-martingale decomposition Song Y: Science China Mathematics, 54 (2011), 287-300.

Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders Song Y and Yan J: Insurance: Mathematics and Economics 45 (2009), 459-465.

The representations of two types of functionals on L∞(Ω,F) and L∞(Ω,F,P) Song Y and Yan J: Science in China Series A: Mathematics, 49 (2006) , no. 10, 1376-1342.

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我的相册

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联系方式 北京市海淀区中关村东路55号 思源楼

yssong@amss.ac.cn

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