头像
乔会杰
副教授
数学学院
统计与精算系
电话:
邮箱:
hjqiaogean@seu.edu.cn
地址:
图书馆北楼509室
邮编:
211189
  • 基本情况: 2008年7月进入东南大学数学系工作, 主要从事随机分析及其相关领域的研究工作。
    工作经历: 2011.02-2011.08 访问美国伊利诺伊理工大学数学系 2011.08-2012.02 访问美国加州大学应用数学与纯粹数学研究所 2013.01-2013.02 访问美国加州大学应用数学与纯粹数学研究所 2013.07-2013.08 访问美国明尼苏达大学双城分校
    教育经历: 1999.09-2003.07 在河南师范大学数学与信息科学学院攻读理学学士学位;2003.09-2008.06 在华中科技大学数学与统计学院攻读理学博士学位。
  • 发表的论文:

    1. Qiao H.: Stationary solutions for stochastic differential equations driven by L\'evy processes, Journal of Dynamics and Differential Equations, 29(2017)1195-1213.SCI

       2. Qiao H. and Wu J.: Characterising the path-independence of the Girsanov transformation for non-Lipschnitz SDEswith jumps, Statistics and Probability Letters, 119(2016)326-333. SCI

    3.Qiao H. and Duan J.: Lyapunov exponents of stochastic differential equations driven by L\'evy processes, Dynamical Systems, 31(2016)136-150. EI,SCI

    4. Qiao H. and Duan J.: Stationary measure for stochastic differential equations with jumps, Stochastics, 88(2016)864-883. SCI

    5. Qiao H.and Duan J.:Nonlinear Filtering of Stochastic Dynamical Systemwith L\'evy Noises,Advances in Applied Probability, 47(2015)902-918.EI,SCI

       6. Qiao H. and Duan J.: Asymptotic methods for stochastic dynamical systems with small non-Gaussian L\'evy noise, Stochastics and Dynamics, 15(2015) 1550004 (16 pages).SCI

       7. Qiao H.: Cocycle property of stochastic differential equations driven by G-Brownian motion, Chinese Annals of Mathematics, Series B, 36(2015)147-160.SCI

       8. Qiao H.: Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients,Osaka Journal of Mathematics, 51(2014)47-66.SCI

     9. Qiao H.: Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients, Journal of Theoretical Probability, 27(2014)137-152.SCI

        10. Qiao H. and Duan J.: Topological equivalence for discontinuous random dynamical systems and applications,Stochastics and Dynamics, 14(2014)1350007 (28pages).SCI

       11.Qiao H., Kan X. and Duan J.: Escape probability for stochastic dynamicalsystems withjumps,In: Frederi G. Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart (eds.) Malliavin Calculus and Stochastic Analysis, pp. 195-216. Springer, New York (2013).EI

     12. Wang H., Ji Z., Qiao H. and SunY.: The precision for fluid flow model of window-size behavior of the transmission control protocol, ICIC Express Letters,6(2012)2147-2152.EI

     13. Qiao H.: Homeomorphism flows for non-Lipschitz SDEs driven by L\'evy processes, Acta Mathematica Scientia, 32(2012)1115-1125.SCI

     14. Qiao H.: A dual theorem to the Yamada-Watanabe theorem for stochastic evolution equations, Stochastics and Dynamics, 10(2010)367-374.SCI

     15. Qiao H.: Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces andapplications, Journal of Mathematical Analysis and Applications, 355(2009)725-738.SCI

     16. Qiao H.: A nonlinear stochastic evolution equation in Hilbert space(in Chinese), Acta Mathematica Scientia, 29(2009)383-391.

     17. Qiao H. and Zhang X.: Homeomorphism flows for non-Lipschitz stochasticdifferential equations with jumps, Stochastic Processes and their Applications, 118(2008)2254-2268.EI,SCI

     18. Qiao H. and Zhang X.: Homeomorphism of solutions to backward SDEs and applications, Stochastic Processes and their Applications, 117(2007)399-408.EI,SCI

     19. Qiao H.: Strong solutions of stochastic differential equations, Mathematica Applicata(China),19(2006)863-868.


  • 主持和参与的项目:

    1、主持国家自然科学基金青年项目“带跳随机偏微分方程的若干问题的研究”2011/01-2013/12

    2、参与国家自然科学基金面上项目“粗糙路径理论在随机偏微分方程中的应用2014/01-2017/12

    3参与国家自然科学基金面上项目“求解非线性及刚性随机延迟微分方程的数值方法”2017/01-2020/12