孙晓斌,男,1986年9月出生于江苏无锡,2020欧洲杯买球网站-押注竞彩官方平台副教授。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,Malliavin分析


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 – 2012/06,2020欧洲杯买球网站,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:

2015/07至今,2020欧洲杯买球网站,2020欧洲杯买球网站,讲师,副教授


访学经历:

2018/08 - 2019/08, 访问比勒菲尔德大学,数学系  合作导师:Michael R?ckner 教授

2018/05 - 2018/08, 访问澳门大学,科技学院  合作导师:徐礼虎 教授

2015/06 - 2015/09, 访问澳门大学,科技学院  合作导师:徐礼虎 教授

2013/07 - 2014/06, 访问美国堪萨斯大学,数学系  合作导师:David Nualart 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: (11601196,2017.01-2019.12)

2.江苏省高校自然科学研究面上项目: (16KJB110006, 2016.09-2018.08)

3.2020欧洲杯买球网站科研启动基金项目: (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 noisePotential 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. Sun and Y. Xie. Ergodicity of stochastic dissipative equations driven by α-stable process. Stoch. Anal. Appl., 32 (1), 61-76. (2014)

4. B. Hu, X. Sun and 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 and X. Sun. Smoothness of the joint density for spatially homogeneous SPDEs. J. Math. Soc. Japan,?no.4, 1605-1630.(2015)

7. X. Sun and 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 processesBernoulli, 24, 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. Sun and 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. Sun and Y. Xie. Smoothness of density for stochastic differential equations with Markovian switchingDiscrete & Continuous Dynamical Systems-B, 24, no. 8,3615-3631.(2019)

13. X. Sun, L. Xie and Y. Xie. Pathwise uniqueness for a class of SPDEs driven by cylindrical α-stable processes. Potential Anal., to appear, (2019)

14. X. Sun and J. Zhai. Averaging principle for stochastic real Ginzburg-Landau equation driven by α-stable process. Commun. Pure Appl. Anal., to appear, (2019)

15. W. Liu, M. R?ckner, X. Sun and Y. Xie. Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients. J. Differential Equations,to appear, (2019)




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