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姓名： 吴付科
性别： 男
出生日期： 1976-11-25
职位： 教授
电话： **
Email： wufuke@hust.edu.cn
个人主页： http://maths.hust.edu.cn/teacher/index.php?g=Index&m=Index&a=teacher_view&user=20
基本情况Basic吴付科，教授，1976年11月生于河南邓州，2003年博士毕业于华中科技大学数学与统计学院。主要从事随机微分方程以及相关领域的研究，2011年入选教育部新世纪优秀人才支持计划，2012年入选华中科技大学“华中学者”，2014年获得基金委优秀青年基金资助。近年来，在SIAM J. Appl. Math., SIAM J. Numer. Anal., SIAM J. Control Optim., Numer. Math., J. Differential Equations, Automatica和IEEE TAC等国际权威期刊发表论文60余篇，全部为SCI收录。截止2014年，共主持3项国家自然科学基金和一项教育部新世纪优秀人才基金，出版一部专著(与胡适耕教授和黄乘明教授合著: 随机微分方程, 科学出版社, 2008)和一部译著(与刘金山副教授合译：随机微分方程：导论与应用,科学出版社, 2012年)。联系方式：湖北武汉 华中科技大学 数学与统计学院， 邮编： 430074
教育背景Educational background2000/09-2003/07：华中科技大学数学与统计学院, 概率论与数理统计专业，理学博士;1998/09-2000/07：华中科技大学数学与统计学院，概率论与数理统计专业, 理学硕士;1994/09-1998/07：河南师范大学数学系，基础数学专业, 理学学士。
工作经历Work experience2012/11-至今： 华中科技大学，数学与统计学院，教授；2009/02-2012/11: 华中科技大学，数学与统计学院，副教授；2003/07-2009/01: 华中科技大学，数学与统计学院，讲师；2001/06-2003/06: 华中科技大学，数学与统计学院，助教；2012/07-2013/06: 澳大利亚Monash大学数学科学学院，Research Fellow (ARC资助，从事随机近似及随机生化反应研究，合作教授：A\Prof. Tianhai Tian (田天海副教授));2012/02-2012/04: 中国科学院数学与系统科学研究院，系统控制重点实验室，访问学者(从事多自主体的随机趋同性研究，合作教授：张纪峰研究员);2011/05-2011/07: 德国法兰克福大学数学研究所(Johann Wolfgang Goethe- Universit?t，Institut Fur Mathematik)，访问学者(德意志对外交流文化中心(DAAD)资助，从事随机近似和随机动力系统的研究。合作教授：Prof. Peter E. Kloeden)；2010/11-2011/04: 美国Wayne州立大学数学系，访问学者(从事Markov切换稳定化的研究。合作教授：Prof. George Yin (殷刚教授))；2006/10-2007/09: 英国Strathclyde大学数学与统计系，博士后，(从事随机微分方程及其应用和随机数值方法研究。合作教授：Prof. Xuerong Mao (毛学荣教授))。
研究方向Research fields主要研究随机微分方程及其相关领域，主要包括：随机稳定性；随机近似；Markov切换系统；随机模型(包括随机生物模型和金融模型)
科研成果Scientific achievements主持的项目：1．优秀青年基金项目：随机系统的稳定性与随机近似(No. **), 2015.1-2017.12, 100万元，主持2．国家自然科学基金(面上项目)：多种随机噪声诱导的随机镇定及其在多自主体系统中的应用(No.**), 2015.1-2018.12, 80万元，主持3．国家自然科学基金(青年项目):随机泛函微分方程数值解的稳定性及其相关应用(No. **), 2011.1-2013.12，17万元，主持4． 教育部新世纪优秀人才支持计划，随机延迟型方程的稳定性与稳定化(NECT-11-0186,),2012/01–2014/12, 50万元，主持参与的项目：1．国家自然科学基金(重点项目)：基于忆阻的信息动态存储于获取理论及实现技术(**)，2012.1-2016.122．国家自然科学基金(面上项目)：具有Markov跳跃的随机系统的鲁棒H无穷控制和滤波器设计(**),2009.1-2011.123．国家自然科学基金(面上项目)：随机分布稳定性与随机稳定性的数值方法(**),2008.1-2010.124．国家自然科学基金(面上项目)：公司的经理人股票期权成本评价(**),2007.1-2009.12发表的文章目录(如有需要，可以Email联系)[1]Xiaofeng Zong, Fuke Wu, George Yin, Zhuo Jin, Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems, SIAM Journal on Control and Optimization, 2014, 52(4): 2595-2622. [2]Fuke Wu, George Yin, Tianhai Tian, Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach, Front. Math. China (Frontiers of Mathematics in China), 9 (4) (2014), 947-963.[3]Rongcheng Yin, Fuke Wu and Shigeng Hu, A class of stochastic differential equations with the time average, Acta Mathematica Sinica, English Series, 30 (2014), no. 3, 525-538..[4]Xiaofeng Zong, Fuke Wu, Chengming Huang, Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations, Journal of Difference Equations and Applications, 20(7) (2014), 1091-1111.[5]Tao Li, Fuke Wu and Ji-Feng Zhang, Multi-agent consensus with relative-state-dependent measurement noises, IEEE Trans. on Automatic Control, Vol. 59, No.9, 2463-2468, 2014[6]Xiaofeng Zong, Fuke Wu, Choice of θ and mean-square exponential stability in stochastic theta method of stochastic differential equations, Journal of Computational and Applied Mathematics, 255 (2014), 837-847 [7]Xiaofeng Zong, Fuke Wu, Chengming Huang, Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients, Applied Mathematics and Computation, 228 (2013),240-250[8]Zhuo Jin, George Yin, Fuke Wu, Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods. Insurance: Mathematics and Economics 53 (2013), 733-746[9]Xiaofeng Zong, Fuke, Wu, and Chengming Huang, The Boundedness and Exponential Stability Criterions for Nonlinear Hybrid Neutral Stochastic Functional Differential Equations, Abstract and Applied Analysis, Volume 2013, Article ID 138031, 12 pages, http://dx.doi.org/10.1155/2013/138031(本人为通讯作者)[10]Fuke Wu, Peter E. Kloeden, Mean-square random attractors of stochastic delay differential equations with random delay, Discrete and Continuous Dynamical Systems—Series B, Volume 18, Number 6, August, 2013, 1715—1734[11]Xiaofeng Zong, Fuke Wu, Tianhai Tian, Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems, Journal of Difference Equations and Applications, 19 (11), (2013), 1733-1757.[12]Fuke Wu, Xuerong Mao, Peter, E. Kloeden, Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations，Discrete and continuous dynamical systems-A 33 (2013), 885-903. [13]Yangzi Hu, Fuke Wu, A Class of stochastic differential equations with expectations in the coefficients, Nonlinear Analysis: Theory, Methods & Applications, 81 (2013), 190-199.[14]George Yin, Guangliang Zhao, Fuke Wu, Regularization and Stabilization of Randomly Switching Dynamic Systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382. [15]Fuke Wu, G. Yin, Environmental noises produce suppression and extinction in stochastic Lotka-Volterra model with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785. [16]Lin Chen, Fuke Wu, Choice of θ and its effects on stability in the θ-method of stochastic delay differential equations, International Journal of Computer Mathematics—Section B. 89 (15), (2012), 2106-2122[17]Lin Chen, Fuke Wu, Almost sure exponential stability of the θ-method for stochastic differential equations, statistics and probability letters 82, (2012), 1669--1676[18]Rongcheng Yin, Fuke Wu, Yi Shen, The asymptotic properties of the suppressed system by Brownian noise, International Journal of Control, 85 (2012), 1112-1120. [19]Fuke Wu, Gang George Yin and Le Yi Wang, Moment Exponential Stability of Random Delay Systems with Two-time-scale Markovian Switching, Nonlinear Analysis: Real World Applications 13 (2012) 2476–2490[20]Feng Jiang, Yi Shen, Fuke Wu, Jump systems with the mean-reverting r-process and convergence of the numerical approximation, Stochastics and Dynamics, Vol. 12, No. 2 (2012), DOI: 10.1142/S**3663.[21]Fuke Wu, Gang George Yin and Le Yi Wang, Stability of a Pure Random Delay System with Two-Time-Scale Markovian Switching, Journal of differential equations, 253 (2012), 878-905. [22]Fuke Wu, Shigeng Hu, Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations, International journal robust and nonlinear control. (22) 2012, 763–777[23]Yangzi Hu, Fuke Wu, Chengming Huang, Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate, International Journal of System Science, 43 (2012), 308--318 (通讯作者)[24]Fuke Wu, Shigeng Hu, The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay, Discrete and continuous dynamical systems , Series A, 32 (2012), 1065-1094[25]Feng Jiang, Yi Shen, Fuke Wu, A note on order of convergence of numerical method for neutral stochastic functional differential equations, Communications in Nonlinear Science and Numerical Simulation, 17 (2012), 1194—1200.[26]Yangzi Hu, Fuke Wu, Chengming Huang, General decay pathwise stability of neutral stochastic differential equations with unbounded delay, Acta Mathematica Sinica, English Series, 2011(27), 2153--2168 [27]Fuke Wu, Shigeng Hu, Attraction, stability and boundedness for stochastic functional differential equations with infinite delay, Automatica, 47 (2011), 2224--2232 [28]Fuke Wu, Shigeng Hu, Xuerong Mao, Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay, Acta Mathematica Scientia, Volume 31, Issue 4, July 2011, Pages 1245-1258[29]Yangzi Hu, Fuke Wu, A Class of Stochastic Functional Differential Equations with Markovian Switching, Journal Integral Equations and Applications, 23 (2011), 1-30[30]Fuke Wu, Shigeng Hu, On a class of nonlocal stochastic functional differential equations with infinite delay, Stochastic Analysis and Applications, 29 (2011), 713—721 [31]Fuke Wu, Shigeng Hu, Khasminskii-type theorems for stochastic functional differential equations with infinite delay, Statistics and Probability Letters 81 (2011) 1690–1694[32]Yangzi Hu, Fuke Wu, Chengming Huang, Stochastic Lotka--Volterra model with multiple delays, Journal of Mathematical Analysis and Applications, 375 (2011), 42-57.[33]Fuke Wu, Xuerong Mao, Peter E. Kloeden, Almost sure exponential stability of the Euler--Maruyama approximations for stochastic functional differential equations, the special issue of Random operator and stochastic equations, 19(2011), 165-186.[34]Fuke Wu, Shigeng Hu, On the pathwise growth rates of large fluctuations of stochastic population systems with infinite delay, Stochastic Models,27(2011), 94 – 119. [35]Feng Jiang, Yi Shen, Fuke Wu, Convergence of numerical approximation for jump models involving delay and mean-reverting square root process, Stochastic Analysis and Applications, 29 (2011), 216-236.[36]Fuke Wu, Shigeng Hu, Stochastic suppression and stabilization of delay differential systems, International Journal of Robust and Nonlinear Control (2011) 21:488–500[37]Fuke Wu, Unbounded delay stochastic functional Kolmogorov-type system, Proceedings of the Royal Society of Edinburgh, 140A (2010), 1309-1334 [38]Yangzi Hu, Fuke Wu, Stochastic Kolmogorov-type population dynamics with infinite distributed delays, Acta Applicandae Mathematicae (2010), 110: 1407-1428. [39]Fuke Wu, Xuerong Mao, Shigeng Hu, Stochastic suppression and stabilization of functional differential equations, System and control letters, 59 (2010), 745-753[40]Fuke Wu, Yangzi Hu, Stochastic Lotka--Volterra system with unbounded distributed delay, Discrete and Continuous Dynamical Systems Series B. Volume 14, Number 1, July 2010,275-288 [41]Fuke Wu, Yangzi Hu, Existence and uniqueness of global positive solutions to the stochastic functional Kolmogorov-type system, IMA Journal of Applied Mathematics (2010) 75, 317?332 [42]Fuke Wu, Xuerong Mao, Lukas Szpruch, Almost sure exponential stability of numerical solutions for stochastic delay differential equations, Numerische Mathematik, 115 (2010), 681-697[43]Fuke Wu, Shigeng Hu, A study of a class of nonlinear stochastic delay differential equations, Stochastic and Dynamics. Vol. 10, No. 1 (2010) 97–118[44]Fuke Wu, Shigeng Hu, Chengming Huang, Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay, System and Control Letter. 59 (2010) 195-202[45]Fuke Wu, Shigeng Hu, Yue Liu, Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system, Journal of Mathematical Analysis and Applications 364 (2010) 104-118[46]吴付科，胡适耕，随机Solow模型的渐近性质，应用概率统计, Vol. 25, (6), (2009), 571-577. [47]Juliang Yin, Xuerong Mao and Fuke Wu, The general stochastic Lotka-Volterra system, Stochastic Models，25 (3), (2009) 436 – 454.[48]Yangzi Hu, Fuke Wu, Chengming Huang, Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay, Automatica 45 (2009), 2577-2584. [49]Fuke Wu, Yangzi Hu, Ultimate boundedness of stochastic functional Kolmogorov-type systems, Dynamics of Continuous, Discrete & Impulsive Systems. Series B: Applications and Algorithms, 16 (2009), 281-301. [50]Fuke Wu, Shigeng Hu, Suppression and stabilisation of noise, International Journal of Control, 82,11 (2009), 2150-2157. [51]Fuke Wu, Yong Xu, Stochastic Lotka–Volterra Population Dynamics with Infinite Delay, SIAM Journal on Applied Mathematics, Volume 70, Issue 3, pp. 641-657 (2009)[52]Yong Xu, Fuke Wu, Yimin, Tan, Stochastic Lotka-Volterra system with infinite delay, Journal of Computational and Applied Mathematics, 232 (2009), 472-480. [53]Fuke Wu, Xuerong Mao, Kan Chen, The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler--Maruyama approximate solutions, Applied Numerical Mathematics, 59 (2009) 2641-2658 [54]Shaobo Zhou, Fuke Wu, Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching, Journal of Computational and Applied Mathematics，229 (2009), 85-96 [55]Yong Xu, Fuke Wu, Global, solutions and boundedness of stochastic functional Kolmogorov system with infinite delay, Stochastics and Dynamics, Vol. 9, No. 2 (2009) 315-333[56]Lin Wang, Fuke Wu, Existence, uniqueness and asymptotic properties of a class of nonlinear stochastic differential delay equations with Markovian switching, Stochastics and Dynamics Vol. 9, No. 2 [57]Fuke Wu, Yangzi Hu, Pathwise estimation of the stochastic functional Kolmogorov-type system, Journal of the Franklin Institute 346 (2009) 191–205[58]Fuke Wu, Yangzi Hu, Asymptotic Properties of Stochastic Functional Kolmogorov-Type System, Acta Applicandae Mathematicae 106 (2009): 251–263 [59]Fuke Wu, Shigeng Hu, Stochastic Kolmogorov-Type Population Dynamics with Variable Delay, Stochastic Models, 25(2009), 129 – 150.[60]Fuke Wu, Xuerong Mao, Numerical Solutions of Neutral Stochastic Functional Differential Equations, SIAM Journal on Numerical Analysis, 46 (2008), 1821-1841. [61]Fuke Wu and Shigeng Hu, Stochastic functional Kolmogorov-type population dynamics, Journal of Mathematical Analysis and Applications, 347 (2008)，534-549[62]Fuke Wu, Xuerong Mao, Kan Chen, A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations, Journal ofMathematical Analysis and Application, 348 (2008), 540-554[63]Fuke Wu, Xuerong Mao and Juliang Yin, Uncertainty and economic growth in a stochastic R&D model, Economic modelling, 25 (2008) 1306-1317[64]Fuke Wu, Xuerong Mao, Kan Chen, Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump, Applied Mathematics and Computation, 206，(2008), 494-505
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