基本情况

教授，博士生导师。

联系方式：62932784（O），donghan@sjtu.edu.cn

教育背景

1989年获概率统计专业博士学位（北京师范大学）

1985年获概率统计专业硕士学位（中南大学（原长沙铁道学院））

1982年获基础数学专业学士学位（新疆大学）

研究方向、研究兴趣

随机过程及应用、经济与金融数学模型

科研情况

主持完成“随机聚合理论研究”和“高分子反应随机过程理论及表面活性剂分子的扩散研究”两项国家自然科学基金项目。目前主持一项国家自然科学基金项目“马尔可夫链离散化的参数估计与收敛性”

在国内外学术刊物上发表论文40余篇。获省科技进步三等奖两项。

教学情况

讲授本科生主要课程为：概率统计、经济数学模型；

研究生主要课程为：随机过程论、测度论、时间序列分析、随机微分方程、相互作粒子系统。

已培养11名硕士研究生。目前正培养指导7名硕士生、4名博士生。

PUBLICATIONS


(Stochastic Process Theory and Its Applications)

[1] Dong Han and Fugee Tsung (2004), A Generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes, Ann. Statistics, (to appear, www.stat.washington.edu/annstat)

[2] Dong Han (2003), A necessary and sufficient condition for gelation of a reversible Markov process of polymerization, J. Phys. A: Math. Gen., 36,No.1, 893-909.

[3] Dong Han (2003), Gelation of a reversible Markov process of polymerization, Acta Mathematicae Applicatae Sinica, English Series, 19,No.1, 87-96.


[4] The asymptotic distributions of the size of the largest length of a reversible Markov process of polymerization,J. Phys. A: Math. Gen. (Vol. 36)7485-7496

[5] Han Dong(2000), Construction of the Strong Symmetry Diffusion Processes, Stochastic Analysis and applications, Vol.18, No.2, 201-210

[6] Han Dong(2000), The Near-critical and Supercritical Asymptotic Behavior in the Thermodynamic Limit of Reversible Random Polymerization Processes, Acta Mathematical Scientia, Vol. 20,No.3, 390-396

[7] Han Dong and Han Yianlin(2000),Gelation in the Thermodynamic Limit of Markov Process of Reversible Polymerization, In: Proceedings of International Conference of Markov Processes and Controlled Markov Chains, Kluwer Publishing Corporation, London, 106-114

[8] Han Dong (1998), A Study of Markov Processes of Polymerization Reactions (in Chinese) Chinese Ann.Math.,Vol.19A,No.6,729-740

[9] Han Dong (1996), Sub-critical Asymptotic Behavior in the Modified Lushnikov Process of Polymerization, Acta Math. Phy. Sinica, Vol.16, No.14,412-420

[10] Han Dong (1996), The Stationary Distribution of a discrete Random Graph Process, J. of Xinjiang Univ., Vol.13,No.1, 50-53

[11] Han Dong (1995), Sub-critical Asymptotic Behavior in the Thermodynamic Limit of Reversible Random Polymerization Processes, J. of Stat. Phys., Vol. 80(Nos.1/2), 389-404

[12] Han Dong (1995), The Necessary and Sufficient Condition of the Regular Q-Processes Approaching to the Closed Set (in Chinese), In : New Development in the Basic Science, Chinese Press of Science and Technology, 19-23

[13] Han Dong (1995), Uniqueness of Infinite Dimensional Reaction Diffusion Process with Multi-species, Chinese J. of Contemporary math., Allenton Press, Inc. New York. Vol.16, No.4,373-381

[14] Hu Xijian and Han Dong(1995), Some Results of A Random Graph Process (in Chinese),J. of Xinjiang univ., Supp., 1-6

[15] Han Dong (1994), Existence of Infinite Dimensional Reaction diffusion Process with Multi-species, Chinese J. of Contemporary Math., Vol.15.No.3,575-263, Allerton Press, Inc. New York.Vol.15, No.3, 575-263

[16] Han Dong (1994), The Stationary Distribution of a Continuous-time Random Graph Process,with Interacting Edges, Acta Math. Phy. Sinica, Vol.14 (suppl.), 98-102

[17] Han Dong (1994), The Stationary Distribution of A Continuous-time Random Graph Process,Chinese Quarterly j. of Math., Vol.9, No.2, 64-68

[18] Han Dong (1992), A limit Theorem foe The Distribution of Sums of Independent Random Variables (in Chinese), J. of Xinjiang Univ., Vol.9, No.3, 26-32

[19] Han Dong (1992), Uniqueness of Solution to The Martingale Problem for Infinite Dimensional Reaction Diffusion Particle Systems with Multi-species (in Chinese), Chinese Ann. Math.,Vol.13A, No.2, 271-277

[20] Han Dong (1991), Ergodicity of One Dimensional Brusselator Models (in Chinese), J. of Xinjiang Univ., Vol.8, No.3, 37-40

[21] Han Dong (1990), Existence of Solution to the Martingale Problem for Infinite Dimensional Reaction Diffusion Particle Systems with Multi-species, Chinese J. of Applied Probability And Statistics, Vol.2, No.3, 265-278 (Mathematical Models in Economics)


[22] Han Dong and Hu Xijiang(1999), Some Mathematical Models in Economics and Finance, J. of Xinjiang Univ., Vol. 16, No.3, 15-21

[23] Han Dong and Hu Xijiang (1998), On the Relative Balanced Growth of Price of the Closed Dynamic Input-Output Model with Variable Coefficients, In: Lecture Notes in Operational Research (3), World Publishing Corporation, Beijing, 345-356,

[24] Han Dong, Zhang Guangyan and Hu Xinjian (1997), The Relation Between Production and Consumption in Non-homogeneous Input-Output Model (in Chinese), Chinese J. of Appl. Math., Vol.10, No.1, 71-74

[25] Han Dong, Hu Xijian and zhong Ping (1997), A Study on Variable, Factors of Economic Development and Industrial Structure of Xinjiang (in Chinese), Finance and Economics of Xinjiang, Vol.14, No.2, 33-36

[26] Hu Xijian, Han Dong and zhong Ping (1997), A Positive Analysis of Input-Output Model for Industrial Structure of Xinjiang, in: Proceedings of international Conference on Economic Development of Mid-Asia, Urumqi, China, 60-67

[27] Han dong (1997), A new Method of Revising the Coefficient Matrix of Consumption, Systems Engineering, Vol.15, No.2, 66-68

[28] Han Dong and Hu Xinjian (1996), A Study on the Economic Dislocation in Dynamic Input-Output Model, Chinese J. of System Engineering Theory and Practice, Vol.5, No.2 205-214.

[29] Han Dong (1996), One the Limit Theorems of Non-homogeneous Input-Output Model with Consumption (in Chinese), II, J. of Xinjiang Univ.,Vol. 13, No.4, 1-10

[30] Han Dong (1996), One the Limit Eheorems of Non-homogeneous Input-Output Model (in Chinese),I, Chinese J. of Engineering Mathematics, Vol.14, No.3, 24-32.

[31] Han Dong and Hu Xinjian (1996), A Random input-Output Model (in Chinese), II, J. of Xinjiang Univ., Vol.13, No.2, 33-36.

[32] Han Dong and Hu Xijian (1996), The Turnpike Theorems of Optimum Capital Accumulation at the Final State (in Chinese), In: Proceedings of Fifth Operations Research Society of China, Press of Xidian univ., 544-548

[33] Han Dong and Hu Xijian (1996), A Study on Monitoring and Warning of Economic Development of Xinjiang Finance and Economics of Xinjiang Vol.13, No.5, 16-19

[34] Han Dong and Hu Xijian (1996), Some Mathematical Models in Economics (in Chinese), In: Proceedings of Eourth Industry andApplied Mathematics Society of China, Press of Fudan Univ., 245-249

[35] Han Dong and Hu Xijian (1995), On the Random Dynamic Input-Output Model, In: Proceedings of International Conference on Information and Knowledge Engineering, Dalian Maritime University Publishing House, Dalian, China, 800-803.

[36] Han Dong, Zhang Guangyan and Hu Xijian (1995), Some Limit Properties of Non-homogeneous Input-Output Model (in Chinese), Chinese J. of Pure and Applied Math., Vol.1, No.2, 110-114

[37] Han Dong, Zhang Guangyan and Zhang Xinwen (1995), A Study on the Mathematical Model of sales Management (in Chinese), J. of Xidian Univ., Vol.22 (Suppl.), 157-161

[38] Han Dong and Hu Xijian (1995), A Random Input-Output Model (I) (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4

[39] Han Dong, Hu Xijian and Zhang Guangyuan (1995), An Analysis of Time Series in Input-Output Model, J. of Xinjiang Petroleum Institute, Vol. (Suppl.), 25-27

[40] Hu Xijian and Han Dong (1995), A Dynamic Random Input-Output Model (in Chinese), J. of Xinjiang Petroleum Institute, Vol. (Supp.), 1-4

[41] Hu Xijian and Han Dong (1995), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), II, J. of Xinjiang Univ., Vol.12, No.1, 1995, 28-31

[42] Han Dong and Hu Xijian (1993), A Study on Input-Output Model of Suiting the Needs of Market (in Chinese), I, Chinese J. of Pure and Applied Math., Vol.(Supp.), 58-61

[43] Han Dong (1993), Non-homogeneous Input-Output Model (in Chinese), In: Proceedings of First Operations Research of China for Youth, Press of Wuhan Univ., Vol.1, 265-271 (Financial Mathematics)


[44] Hu Xinjian and Han Dong (1998), An Analysis and Forecast of Stock Price by Using the Combination Model of Regression and Markov China (in Chinese), Chinese J. of Forecast, Vol.10, No.2, 34-39

[45] Shayiti Assanjiang, Han Dong and Zhu Weibao (1996), An Application of Markov Chain to Forecasting Stock Price (in Chinese), Mathematics in Economics, Vol., 13, No.2, 112-116.

[46] Han Dong (1995), An Analysis of Markov Chain on the Stock Price and Stock Speculation, In: The Proceedings of International Conference on Optimization: Techniques and Application, World Scientific, Singapore, Vol.2, 810-814

[47] Han Dong (1995), On the Combination Forecasting Model of Time Series and Markov Chain (in Chinese), Statistics and management, Vol. (Suppl.), 357-359

[48] Han Dong (1995), A Discrete Random Model of Optimal Advertising, In: Lecture Notes in Operations Research, World Publishing Corporations, Beijing, Vol.1, 518-521.