谢颖超，江苏师范大学数学与统
研究方向：随机分析及其应用，随机偏微分方程，随机过程极限定理
Email:ycxie@jsnu.edu.cn
工作经历
2010年3月至2016年11月南开大学数学科学学院博士生导师
1997年8月至今江苏师范大学数学与统计学院教授
1995年8月–1997年8月徐州师范大学数学系副教授
1987年7月–1995年8月徐州师范学院数学系讲师
1982年2月–1987年7月徐州师范学院数学系助教
主持科研项目
1.国家自然科学基金重点项目：非局部狄氏型和随机偏微分方程若干问题研究（**，2020.01-2024.12）
2. 国家自然科学基金面上项目：Lévy噪声驱动的随机偏微分方程的若干问题（**，2018.01-2021.12）
3. 国家自然科学基金面上项目：Lévy过程驱动的随机偏微分方程的遍历性及相关问题（**, 2013.01-2016.12）
4. 国家自然科学基金面上项目：随机偏微分方程中一些前沿问题的研究（**,2010.01-2012.12）
5. 江苏省“333工程”科研项目（江苏省委组织部）：随机动力系统中若干问题的研究（2007-2010）
6. 国家自然科学基金面上项目：随机分析中若干问题的研究（**，2007.01-2009.12）
7. 江苏省自然科学基金：随机微分方程的研究（BK**, 2006-2008）
8. 江苏省“六大人才高峰”科研项目(江苏省人事厅)：随机微分方程及其在数理金融和数学物理中的应用(06-A-038,2006.12-2008.12)
9. 国家自然科学基金面上项目：可积系统的显式解法及其在非线性随机波中的应用（**, 2005.01-2007.12）
10. 国家自然科学基金面上项目：随机过程论中若干问题的研究（**, 2000.01-2002.12）
获奖与荣誉
1.江苏师范大学第二届研究生教育成果奖一等奖(2018)
2.中华人民共和国教育部：教育部高等学校科学研究优秀成果奖(科学技术)自然科学奖二等奖（2016）
3.江苏省教育厅：江苏高校优势学科“统计学”学科一期、二期、三期项目带头人（2011,2014,2018）
4.江苏省教育厅：江苏省高等教育教学成果奖二等奖（2011，2013）
5.江苏省教育厅：江苏省高等学校精品课程“概率论与数理统计”主持人（2010）
6.江苏省教育厅：江苏省科技创新团队“非线性分析及其应用”的带头人（2009）
7.江苏省教育厅：江苏省精品课程——概率论与数理统计负责人（2009）
8.江苏省委组织部：江苏省“333高层次人才培养工程”首批中青年科技领军人才（2007-2011）
9.中华人民共和国人事部、教育部：全国模范教师称号（2007）
10.江苏省“六大人才高峰”第三批资助获得者（2007）
11.江苏省人民政府：江苏省科学技术进步奖三等奖（排名第一）（2006）
12.中华人民共和国国务院：中华人民共和国政府特殊津贴（2005）
13.江苏省委组织部：江苏省“333高层次人才培养工程”第二层次培养人选（1998-2003, 2003-2007）
14.中共江苏省委教育工委： 江苏省高等学校1996—1999年度优秀共产党员（1999）
15.中共徐州市委：获“优秀共产党员”称号（1998，2004）
16.江苏省教育厅：江苏省普通高校跨世纪学术带头人培养人选（1996）
17.华东地区科技出版社优秀科技图书评选委员会：第九届华东地区科技出版社优秀科技图书二等奖（1996）
学术兼职
1.2017年10月至今：江苏省概率学会常务理事
2.2014年至今：《系统科学与数学》编委
3.2009年10月至2017年10月：江苏省概率学会副理事
4.2006年10月至2014年10月：全国概率学会理事
5.2001年4月至2003年4月:华东师范大学兼职教授
已发表主要论文
1.Li, Shihu; Xie, YingchaoAveraging principle for stochastic 3D fractional Leray-\alpha model with a fast oscillation. Stoch. Anal. Appl.38 (2020), 248–276.
2.Liu, Wei; R?ckner, Michael; Sun, Xiaobin; Xie, YingchaoAveraging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients.J. Differential Equations268 (2020), 2910–2948.
3.Sun, Xiaobin;Xie, Longjie; Xie, Yingchao; Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant α-stable process.Statist. Probab. Lett.158 (2020), 108664, 8 pp.
4.Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, YingchaoSmoothness of density for stochastic differential equations with Markovian switching. Discrete Contin. Dyn. Syst. Ser.B24 (2019), 3615–3631.
5.Li, Shihu; Liu, Wei; Xie, YingchaoLarge deviations for stochastic 3D Leray-α model with fractional dissipation. Commun. Pure Appl. Anal.18 (2019), 2491–2510.
6.Sun, Xiaobin; Xie, Yingchao; Xu, Lihu Exponential mixing for SPDEs driven by highly degenerate Lévy noises. Illinois J. Math.63 (2019), 75–102.
7.Li, Shihu; Liu, Wei; Xie, YingchaoErgodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing. Infin. Dimens. Anal. Quantum Probab. Relat. Top.22 (2019), no. 1, **, 20 pp.
8.Li, Shihu; Liu, Wei; Xie, YingchaoExponential mixing for stochastic 3D fractional Leray-α model with degenerate multiplicative noise. Appl. Math. Lett.95 (2019), 1–6.
9.Li, Yueling; Xie, Longjie; Xie, YingchaoWell-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises. J. Differential Equations266 (2019), 2638–2665.
10.Chen, Peng; Song, Renming; Xie, Longjie; Xie, YingchaoHeat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation. J. Korean Math.Soc.56 (2019), 91–111.
11.Sun, Xiaobin; Xie, YingchaoSmooth densities for SDEs driven by subordinated Brownian motion with Markovian switching. Front. Math. China13 (2018), 1447–1467.
12.R?ckner, Michael; Wu, Weina; Xie, YingchaoStochastic porous media equation on general measure spaces with increasing Lipschitz nonlinearities.Stochastic Process. Appl.128 (2018), 2131–2151.
13.Song, Yulin; Xie, YingchaoExistence of density functions for the running maximum of a Lévy-It? diffusion.Potential Anal.48 (2018), 35–48.
14.Xie, Yingchao; Zhang, Xicheng Stochastic integrals and BDG's inequalities in Orlicz-type spaces. Stochastic Process. Appl.127 (2017), 3228–3250.
15.Sun, Xiaobin; Xie, YingchaoPoincaré-type inequality and integration by parts formula for non-symmetrical dissipative stochastic systems driven by Lévy noise. J. Systems Sci. Math. Sci.36 (2016), 248–266.
16.Zhu, Hong; Xie, Yingchao; Xu, Maochao Discrete truncated power-law distributions. Aust. N. Z. J. Stat.58 (2016), 197–209.
17.Li, Yueling;Xie, Yingchao; Zhang, Xicheng Large deviation principle for stochastic heat equation with memory. Discrete Contin. Dyn. Syst.35 (2015), 5221–5237.
18.Hu, Bing; Sun, Xiaobin; Xie, YingchaoKolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise. Illinois J. Math.58 (2014), 167–205.
19.Xie, Yingchao; Zhang, Qi; Zhang, Xicheng Probabilistic approach for semi-linear stochastic fractal equations.Stochastic Process. Appl.124 (2014), 3948–3964.
20.Sun, Xiaobin; Xie, YingchaoErgodicity of stochastic dissipative equations driven by α-stable process. Stoch. Anal. Appl.32 (2014), 61–76.
21.Li, Yueling; Lü, Hongfeng; Sun, Xiaobin;Xie, YingchaoExponential behaviour of stochastic 2D Navier-Stokes equations driven by Lévy noise.Chinese J. Appl. Probab. Statist.29 (2013), 151–166.
22.Li, Yueling; Sun, Xiaobin; Xie, YingchaoFokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise.Potential Anal.38 (2013), 381–396.
23.Dong Zhao,Xie Yingchao, Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise. J. Differential Equations251 (2011), 196–222.
24.Xie Yingchao, Poincaré inequality for linear SPDE driven by Lévy noise. Stochastic Process. Appl.120 (2010) 1950–1965.
25.Xie Yingchao, The random attractors of stochastic Duffing-van der Pol equations with jumps. Chinese J. Appl. Probab. Statist.26 (2010) 9–23.
26.Dong Zhao,Xie Yingchao, Ergodicity of linear SPDE driven by Lévy noise. J. Syst. Sci. Complex.23 (2010) 137–152.
27.Dong Zhao,Xie Yingchao, Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise. Sci. China Ser. A52 (2009) 1497–1524.
28.HanXiu,Xie Yingchao, Hyperbolic white noise functional solutions of Wick-type stochastic compound KdV-Burgers equations. Chaos Solitons Fractals39 (2009) 1715–1720.
29.Xiao Xiaoqing,Xie Yingchao, Convergence theorems for limit processes of integrated errors of a semimartingale sequence.(Chinese) Chinese J.Appl. Probab. Statist.24 (2008) 561–573.
30.Dong Zhao,Xie Yingchao, Approximation of Lyapunov exponents of nonlinear stochastic systems with jumps.(Chinese) Acta Math. Appl. Sin.30 (2007) 23–34.
31.Chen Bin,Xie Yingchao, New solutions for the Wick-type 2-dimensional stochastic compound KdV equations. Chaos Solitons Fractals33 (2007)864–869.
32.Chen Bin,Xie Yingchao, Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations.J. Comput. Appl. Math.203 (2007) 249–263.
33.Chen Bin,Xie Yingchao, Exact solutions of the Wick-type stochastic mKP equation.Chaos Solitons Fractals31 (2007) 173–178.
34.Xie, Yingchao, On the estimation of smooth densities for Poisson functionals. Chinese J. Appl. Probab. Statist.22（2006）89-101.
35.Sun Xinxiu,Xie, Yingchao, Adapted solutions and comparison theorem of a class of BSDE with jumps under non-time-homogeneous and non-Lipschitz conditions. (Chinese) Acta Math. Appl. Sin.29 (2006) 688–698.
36.Chen Bin,Xie, Yingchao, White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations. J. Comput. Appl. Math.197 (2006) 345–354.
37.Xie, Yingchao, Convergence of stochastic integrals with respect to Hilbert-valued semimartingales.J. Math. Soc. Japan57 (2005) 735–751.
38.Xie, Yingchao, Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation. Phys. Lett. A340 (2005) 403–410.
39.Chen Bin,Xie, Yingchao, Exact solutions for Wick-type stochastic coupled Kadomtsev-Petviashvili equations. J. Phys. A 38 (2005) 815–822.
40.Chen Bin,Xie, Yingchao, Exact solutions for generalized stochastic Wick-type KdV-mKdV equations.Chaos Solitons Fractals23 (2005) 281–287.
41.Chen Bin,Xie, Yingchao, An auto-B?cklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations.Chaos Solitons Fractals23 (2005) 243–248.
42.Xie, Yingchao, Exact solutions for Wick-type stochastic coupled KdV equations. Phys. Lett. A327 (2004) 174–179.
43.Xie, Yingchao, An auto-B?cklund transformation and exact solutions for Wick-type stochastic generalized KdV equations. J. Phys.A 37 (2004) 5229–5236.
44.Xie, Yingchao, Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations. Chaos Solitons Fractals21 (2004) 473–480.
45.Xie, Yingchao, Vague convergence of semimartingale random measures. Stochastic Anal. Appl.22 (2004) 315–332.
46.Xie, Yingchao, On the estimations of smooth densities for integro-differential operators. Stochastic Anal. Appl.22 (2004) 211–236.
47.Xie, Yingchao, Positonic solutions for Wick-type stochastic KdV equations. Chaos Solitons Fractals20 (2004) 337–342.
48.Xie, Yingchao, Exact solutions for stochastic mKdV equations. Chaos Solitons Fractals19 (2004) 509–513.
49.Xie, Yingchao, Approximation of upper Lyapunov exponents of linear SDE with jumps.Chinese J. Appl. Probab. Statist.19 (2003) 176–186.
50.Xie, Yingchao, Exact solutions for stochastic KdV equations. Phys. Lett.A310 (2003) 161–167.
51.Xie, Yingchao, Φ′-valued martingale measures and their limit theorems. Stochastic Anal. Appl.19 (2001) 413–432.
52.Li Leong-Kwan, Pang Wan-Kai,Xie, Yingchao, Weak convergence of Hilbert-valued semimartingale sequence. Chinese J. Appl. Probab. Statist.16 (2000) 423–434.
53.Xie, Yingchao, Representation of Φ′-valued martingale measures. (Chinese) Chinese J. Appl. Probab. Statist.15 (1999) 147–151.
54.Xie, Yingchao, Weak convergence of Hilbert valued martingale measures. Stochastic Anal. Appl.15 (1997) 443–462.
55.Xie, Yingchao, Φ′-valued martingale measures and stochastic integration. (Chinese) Kexue Tongbao (Chinese)42 (1997) 357–359.
56.Xie, Yingchao, Weak convergence of integrable martingale measures. Chinese J. Appl. Probab. Statist.12 (1996) 393–400.
57.Chen Bin,Xie, Yingchao, Representation theorems for martingale measures with values in a Hilbert space. (Chinese) Gongcheng Shuxue Xuebao13(1996), no. 4, 49–55.
58.Xie, Yingchao, Stability theorem for stochastic differential equations with respect to martingale measures. Nanjing Daxue Xuebao Shuxue Bannian Kan12 (1995), no. 2, 208–219.
59.Xie, Yingchao, Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures. Stochastic Process. Appl.59 (1995) 277–293.
60.Xie, Yingchao, Hilbert valued martingale measures and stochastic integral.Nanjing Daxue Xuebao Shuxue Bannian Kan12 (1995), no. 1, 65–76.
61.Xie, Yingchao, Vague convergence of locally integrable martingale measures. Stochastic Process. Appl.52 (1994) 211–227.
62.Xie, Yingchao, Local convergence of generalized subpramarts. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed.1993, no. 4, 6–12.
63.Xie, Yingchao, Weak convergence of sequences of random measures. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed.1993, no. 4, 1–5.
64.Xie, Yingchao, Weak convergence of a sequence of Markov jump processes to a diffusion process. (Chinese) Chinese Ann. Math. Ser.A 14 (1993), no. 2, 246–254.
65.Xie, Yingchao, Weak convergence of a sequence of Markov chains to a diffusion process.Northeast. Math. J.8 (1992), no. 1, 38–45.
博士研究生
2012级：孙晓斌
2014级：武伟娜
2016级：李石虎
硕士研究生
1999级：周清
2001级：肖小庆 孙信秀 王增武
2003级：刘海洋 时颖慧 朱伏波
2004级：韩修静 毛伟 许建
2005级：韩秀 周勤 朱爱林
2006级：杨翠 高婷 宋玉林
2007级：陈浩 崔柳平 张春 张媛媛
2008级：吕洪风 石常博
2009级：胡冰 聂然 孙晓斌
2010级：杜长鑫 郭明龙 莫志娟
2011级：林晓晓 武伟娜
2012级：朱笑雨 朱虹 侍赛
2013级：李石虎 徐礼柏
2014级：陈鹏 曹宁
2015级：陈进春 陈帅余 苗苗
2016级：丁月 张晓龙 尤康
2017级：陈雅兰高俊蓉
2018级：周星成 葛怡
2019级：刘瑶 张梦鸽
