孙晓斌，男，1986年9月出生于江苏无锡，江苏师范大学数学与统计学院副教授。2015年6月博士毕业于南开大学数学科学学院，师从谢颖超教授。
研究方向：随机分析及其应用，随机(偏)微分方程
Email：xbsun@jsnu.edu.cn
受教育经历：
2012/09 – 2015/06，南开大学，数学科学学院，概率论与数理统计专业，博士
2009/09 – 2012/06，江苏师范大学，数学科学学院，概率论与数理统计专业，硕士
2005/09 – 2009/06，徐州师范大学，数学科学学院，数学与应用数学(师范)，本科
工作经历:
2019/06至今，江苏师范大学，数学与统计学院，副教授
2015/07-2019/06，江苏师范大学，数学与统计学院，讲师
访学经历：
2018/08 - 2019/08, 访问比勒菲尔德大学，数学系 合作导师：MichaelR?ckner 教授
2018/05 - 2018/08, 访问澳门大学，科技学院 合作导师：徐礼虎 副教授
2015/06 - 2015/09, 访问澳门大学，科技学院 合作导师：徐礼虎 副教授
2013/07 - 2014/06, 访问美国堪萨斯大学，数学系 合作导师：DavidNualart 教授
获奖情况：
2014年 南开大学“宝钢”奖学金
主持科研项目：
1.国家自然科学基金青年项目: (**，2017.01-2019.12)
2.江苏省高校自然科学研究面上项目: (16KJB110006, 2016.09-2018.08)
3.江苏师范大学科研启动基金项目: (15XLR010, 2016.01-2017.12)
已发表论文：
1. Y. Li, X. Sun, and Y. Xie. Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Levy noise.Potential Anal. 38(2), 38-396. (2013)
2. Y. Li, H. Lv, X. Sun, and Y. Xie. Exponential behaviour of stochastic 2D Navier-Stokes equations driven by Lévy noise.Chinese J. Appl. Probab. Statist. 29, no. 2, 151-166.(2013)
3.X. Sunand Y. Xie. Ergodicity of stochastic dissipative equations driven by α-stable process.Stoch. Anal. Appl.32 (1), 61-76. (2014)
4. B. Hu,X. Sunand Y. Xie. The Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Levy noise.Illinois J. Math.58, no.1, 167-205. (2014)
5.孙晓斌, 谢颖超. 分数 Brown 运动驱动带 Markov 切换的随机微分方程解的密度存在性.中国科学: 数学, 第 45 卷, 第 5 期: 639-646. (2015)
6.Y. Hu, J. Huang, D. Nualart andX. Sun. Smoothness of the joint density for spatially homogeneous SPDEs.J. Math. Soc. Japan?no.4, 1605-1630.(2015)
7.X. Sunand Y. Xie. Poincaré-type inequality and integration by parts formula for non-symmetrical dissipative stochastic systems driven by Lévy noise.J. Systems Sci. Math. Sci.36, no. 2, 248-266. (2016)
8.X. Sun, Y. Xiao, L. Xu and J. Zhai.Uniform dimension results for a family of Markov processes.Bernoulli24，no.4B， 3924-3951.(2018)
9. Z. Dong, X. Sun, H. Xiao and J. Zhai. Averaging principle for one dimensional stochastic Burgers equation.J. Differential Equations 265,no. 10, 4749-4797. (2018)
10. X. Sunand Y. Xie.Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching.Front. Math. China 13，no. 6, 1447-1467.(2018)
11. X. Sun，Y. Xie and L. Xu.Exponential mixing for SPDEs driven by highly degenerate Lévy noises.Illinois J. Math.63, no. 1, 75–102.(2019)
12. Y. Hu, D. Nualart, X. Sunand Y. Xie.Smoothness of density for stochastic differential equations with Markovian switching.Discrete & Continuous Dynamical Systems-B24, no. 8，3615-3631.(2019)
13. X. Sunand J. Zhai.Averaging principle for stochastic real Ginzburg-Landau equation driven by α-stable process.Commun. Pure Appl. Anal.19, no. 3, 1291-1319. (2020)
14. X. Sun, L. Xie and Y. Xie. Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant
15. W. Liu, M. R?ckner, X. Sunand Y. Xie.Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients.J. Differential Equations 268, 2910-2948.(2020)
16. Y. Chen, Y. Shi, X. Sun. Averaging principle for slow-fast stochastic Burgers equation driven by α-stable process.Appl. Math. Lett.103, 106199.(2020)
17. X. Sun, L. Xie and Y. Xie. Pathwise uniqueness for a class of SPDEs driven by cylindrical α-stable processes. Potential Anal.53,no. 2,659–675. (2020)
18. X. Sun, R. Wang, L. Xu and X. Yang. Large deviation for two-time-scale stochastic Burgers equation. To appear in Stoch. Dyn.
19 M. R?ckner, X. SunandY. Xie. Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations. To appear in Ann. Inst. Henri Poincare Probab.Stat.
20. X. Sun, L. Xie and Y. Xie. Averaging principle for slow-fast stochastic partial differential equations with H?lder continuous coefficients. To appear in J. Differential Equations.
