閆理坦教授
男、博士生導(dǎo)師、理學(xué)博士；1961年8月生，黑龍江省牡丹江市人；1979年9月—1983年7月黑龍江大學(xué)數(shù)學(xué)系本科畢業(yè)；1996年1月—2002年3月受日本政府獎學(xué)金資助在日本國立富山大學(xué)（Toyama University）留學(xué)，獲理學(xué)博士學(xué)位，師從N. Kazamaki教授與K. Kobayashi教授， 2002年回國，受聘于東華大學(xué)理學(xué)院數(shù)學(xué)系，專業(yè)是概率論，研究方向是隨機分析及其應(yīng)用，發(fā)表論文160多篇，SCI收錄130多篇。
研究方向：
隨機分析及其應(yīng)用主要側(cè)重于
分?jǐn)?shù)Brown運動以及一般Gaussian過程的隨機分析、Levy過程及相關(guān)分析
G-Brown運動的隨機分析
隨機（偏、泛函）微分方程
數(shù)學(xué)金融與風(fēng)險分析
過程統(tǒng)計
榮譽及獲獎情況：
1、 2005年或香港桑麻獎
近年來承擔(dān)的主要科研項目：
1、 （主持）國家自然科學(xué)基金面上項目(No. 11971101)：分?jǐn)?shù)布朗運動驅(qū)動的隨機方程的漸近行為及相關(guān)問題（2020、01、01 — 2023、12、31）
2、 （主持）國家自然科學(xué)基金面上項目(No. 11571071)：分?jǐn)?shù)布朗運動的一些積分泛函及相關(guān)問題（2016、01、01 — 2019、12、31）
3、 （主持）國家自然科學(xué)基金面上項目(No. 11171062)：分?jǐn)?shù)G-布朗運動的分析及其相關(guān)問題（2012、01、01 — 2015、12、31）；
4、 （主持）國家自然科學(xué)基金面上項目(No. 10871041)：自相似高斯過程的分析及其相關(guān)問題（2009、01、01 — 2011、12、31）
5、 （主持）國家自然科學(xué)基金面上項目(No. 10571025)：分?jǐn)?shù)布朗運動的隨機分析及其金融應(yīng)用（2006、01、01 — 2008、12、31）
6、 （主持）教育部重點項目(No. 106076)：Levy與分?jǐn)?shù)布朗運動過程的隨機分析及其金融應(yīng)用（2006、01、01 — 2008、12、31）；
7、 （主持）上海市教委科技創(chuàng)新重點項目(No. 12ZZ063)：Hermite過程的隨機分析（2009、01、01 — 2011、12、31）
8、 （主持）留學(xué)回國基金：正交函數(shù)與鞅的幾個問題
近年來發(fā)表的代表性論著、專利：
論文
[1] (with R. Guo and W. Pei) The linear self-attracting diffusion driven by weighted-fractional Brownian motion II: parameter estimation, to appear in Science China Mathematics 2024 （http://engine.scichina.com/doi/10.1007/s11425-023-2261-5）
[2] (with Y. Sun and H. Xue) Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion, to appear in Probability, Uncertainty and Quantitative Risk 2024
[3] (with H. Gao and R. Guo) Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion, Comm. Statist. Th. Method.53 (2024), 2390-2421.
[4] (with Z. Li and L. Xun) Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes, Stoch. Anal. Appl. 42 (2024), 622-641.
[5] (with X. Xia and Q. Yang) The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift, Acta Math. Sci., Ser. B, Engl. Ed. 44 (2024), 671-685.
[6] (with Z. Chen and W. Pei) Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching, Acta Math. Sci., Ser. B, Engl. Ed. 43 (2023), 1403-1414.
[7] (with Z. Li, H. Qu and L. Xu) Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application, Appl. Anal.102 (2023), 3315-3339.
[8] (with Z. Li and L. Xu) McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion, J. Math. Anal. Appl. 527 (1) (2023), Part 2, Article ID 127336.
[9] (with X. Xia and L. Yan) Limit theorems for a class of integral functionals driven by fractional Brownian motion, Commun. Stat., Theory Methods52 (2023), 583-601.
[10] (with X. Yin) Local well-posedness for 2D stochastic tropical climate model, Discrete Contin. Dyn. Syst., Ser. B28 (2023), 5037-5054.
[11] (with C. Fei, W. Fei, X. Mao) Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion, J. Franklin Inst.359 (2022), 4366-4392.
[12] (with Z. Li and Y. Peng) Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion, J. Math. Inequal. 16 (2022), 1429-1453.
[13] (with X. Sun) The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications, J. Theor. Probab.35 (2022), 1423-1478.
[14] (with X. Sun) Derivative for the intersection local time of two independent fractional Brownian motions, Stochastics94 (2022), 459-492.
[15] (with L. Shen and X. Xia) Least squares estimation for the linear self-repelling diffusion driven by α-stable motions, Stat. Probab. Lett.181 (2022), Article ID 109259.
[16] (with X. Sun) Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion, Stochastics 93 (2021), 1186-1208.
[17] (with Z. Li and L. Xu) Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion, Stochastics93 (2021), 3-28.
[18] (with Z. Li and L. Xu) Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion, Math. Inequal. Appl. 24 (2021), 1149-1166.
[19] (with Z. Li and L. Xu) Global attracting set, exponential stability and stability in distribution of SPDEs with jumps, Nonlinear Anal., Hybrid Syst. 41 (2021), Article ID 101056.
[20] (with Y. Hu and W. Pei) Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises, Syst. Control Lett.150 (2021), Article ID 104898.
[21] (with J. Han) Lp-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion, Infin. Dimens. Anal. Quantum Probab. Relat. Top.24 (2) (2021), Article ID 2150010, 31p.
[22] (with X. Xia) Weak solutions for stochastic differential equations driven by fractional Brownian motion, Chin. J. Appl. Probab. Stat.37 (2) (2021), 123-135.
[23] (with F. Xia and J. Zhu) Forward and symmetric Wick-Ito integrals with respect to fractional Brownian motion, Front. Math. China, 16 (2021), 623-645.
[24] (with C. Fei, W. Fei, X. Mao) Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations, IEEE Trans. Autom. Control 65 (2020), 2899-2912.
[25] (with Y. Li) Rough path analysis for local time of G-Brownian motion, Appl. Anal.99 (2020), 899-921.
[26] (with X. Sun and X. Yu) Quadratic covariations for the solution to a stochastic heat equation with space-time white noise, Adv. Difference Equ. 2020 (2020), Paper No. 254, 42 p.
[27] (with C. Fei and W. Fei) Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by G-Brownian motion, Appl. Math., Ser. B (Engl. Ed.) 34 (2019), 184-204.
[28] (with C. Fei, W. Fei, X. Mao) Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations, J. Appl. Anal. Comput.9 (2019), 1053-1070.
[29] (with J. Han) A time fractional functional differential equation driven by the fractional Brownian motion, J. Appl. Anal. Comput.9 (2019), 547-567.
[30] (with Z. Li) Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion, J. Theoret. Probab.32 (2019), 1399-1419.
[31] (with Z. Li) Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion, Nonlinear Anal., Hybrid Syst. 31 (2019), 317-333.
[32] (with Z. Li, L. Xu) Weak solutions for stochastic differential equations with additive fractional noise, Stoch. Dyn.19 (2) (2019), Article ID 1950017.
[33] (with Y. Pan) The least squares estimation for the α-stable Ornstein-Uhlenbeck process with constant drift, Methodol. Comput. Appl. Probab.21 (2019), 1165-1182.
[34] (with W. Pei and Z. Zhang) Exponential stability of SDEs driven by fBm with Markovian switching, Discrete Contin. Dyn. Syst.39 (2019), 6467-6483.
[35] (with X. Sun, X. Yu) An integral functional driven by fractional Brownian motion, Stochastic Processes Appl.129 (2019), 2249-2285.
[36] (with Z. Wang and X. Yu) Local times of the solution to stochastic heat equation with fractional noise, Acta Math. Sci., Ser. A, Chin. Ed. 39 (2019), 582-595.
[37] (with X. Yin) Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion, Discrete Contin. Dyn. Syst., Ser. B，24 (2019), 615-635.
[38] (with X. Yu) Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space, Stochastics91 (2019), 1164-1185.
[39] (with X. Yu) Asymptotic behavior for high moments of the fractional heat equation with fractional noise, J. Theor. Probab.32 (2019), 1617-1646.
[40] (with J. Han) Controllability of a stochastic functional differential equation driven by a fractional Brownian motion, Adv. Difference Equq. 2018.
[41] (with Y. Li) Stability of delayed Hopfield neural networks under a sub-linear expectation framework, J. Franklin Inst.355 (2018), 4268-4281.
[42] (with Z. Li) Harnack inequalities for SDEs driven by subordinator fractional Brownian motion, Statist. Probab. Lett.134 (2018), 45–53.
[43] (with Z. Li) Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise, Comm. Statist. Theory Methods 47 (2018), 1350–1371.
[44] (with Z. Li, X. Zhou) Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process, Front. Math. China 13 (2018), 87–105.
[45] (with J. Liu) On a nonlinear stochastic pseudo-differential equation driven by fractional noise, Stoch. Dyn.18 (2018), No.1, 1850002, 36 pp
[46] (with H. Qi) A law of iterated logarithm for the subfractional Brownian motion and an application, J. Inequal. Appl. 2018.
[47] (with X. Sun) Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. J. Statist. Plann. Inference 192 (2018), 45–64.
[48] (with D. Xia and X. Yin) On a semilinear double fractional heat equation driven by fractional Brownian sheet, J. Appl. Anal. Comput.8 (2018), 202-228.
[49] (with X. Yin) Large deviation principle for a space-time fractional stochastic heat equation with fractional noise, Fract. Calc. Appl. Anal.21 (2018), 462-485.
[50] (with X. Yin) Harnack inequality and derivative formula for stochastic heat equation with fractional noise, Electron. Commun. Probab. 23 (2018), Paper No. 35.
[51] (with X. Yin) Bismut formula for a stochastic heat equation with fractional noise, Statist. Probab. Lett.137 (2018), 165-172.
[52] 甘姚紅、閆理坦：由分?jǐn)?shù)布朗運動驅(qū)動的線性自排斥擴散的最小二乘估計，中國科學(xué)數(shù)學(xué)，2018.
[53] (with J. Cui) Controllability of neutral stochastic evolution equations driven by fractional Brownian motion, Acta Math. Sci. Ser. B，37 (2017), 108-118.
[54] (with Y. Li, D. Wu) Approximation of the Rosenblatt process by semimartingales, Comm. Statist. Theory Methods, 46 (2017), 4556–4578.
[55] (with X. Sun) Weak convergence to a class of multiple stochastic integrals, Comm. Statist. Theory Methods, 46 (2017), 8355–8368.
[56] (with X. Sun, Q. Zhang) The quadratic covariation for a weighted fractional Brownian motion, Stoch. Dyn.17 (2017), No. 4, 1750029, 41 pp.
[57] (with D. Xia) Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process, Math. Probl. Eng. 2017.
[58] (with D. Xia) Some properties of the solution to fractional heat equation with a fractional Brownian noise, Adv. Difference Equ. 2017, No. 107.
[59] (with D. Xia) On a semilinear mixed fractional heat equation driven by fractional Brownian sheet, Bound, Value Probl. 2017, No. 7, 24 pp.
[60] (with X. Yu) On Lp--solution of fractional heat equation driven by fractional Brownian motion, J. Appl. Anal. Comput. 7 (2017), 581-599.
[61] (with X. Yu) Derivative of intersection local time of independent symmetric stable motions, Statist. Probab. Lett.121 (2017), 18–28.
[62] 孫西超、閆理坦：次分?jǐn)?shù)布朗運動一個積分泛函的中心極限定理及其應(yīng)用，中國科學(xué)數(shù)學(xué) 2017.
[63] L. Yan, The fractional derivative for fractional Brownian local time with Hurst index large than 1/2, Math. Z.283 (2016), 437-468
[64] (with J. Liu) Solving a nonlinear fractional stochastic partial differential equation with fractional noise, J. Theoret. Probab.29 (2016), 307-347.
[65] (with X. Yu) Asymptotic behavior of the solution of the fractional heat equation, Statist. Probab. Lett. 117 (2016), 54-61.
[66] (with H. Gao, K. He) The quadratic variation for mixed-fractional Brownian motion, J. Inequal. Appl. 2016, 20 pp.
[67] (with G. Shen, X. Yin) Approximation of the Rosenblatt sheet, Mediterr. J. Math. 13 (2016), 2215-2227.
[68] (with J. Cui, Jing, Y. Li) Temporal variation for fractional heat equations with additive white noise, Bound. Value Probl. 2016, 27 pp.
[69] (with Z. Wang) Approximation of the multidimensional parameter fractional Brownian sheet in Skorokhod space.
[70] (with X. Sun, X. Yu) Solving a stochastic heat equation driven by a bi-fractional noise, Bound. Value Probl. 2016, 66, 22 pp.
[71] (with G. Shen, X. Yin) Least squares estimation for Ornstein-Uhlenbeck processes driven by the weighted fractional Brownian motion, Acta Math. Sci. Ser. B 36 (2016), 394–408.
[72] (with X. Yu) Derivative for self-intersection local time of multidimensional fractional Brownian motion, Stochastics87 (2015), 966–999.
[73] (with Y. Li, D. Wu) Approximating the Rosenblatt process by multiple Wiener integrals, Electron. Commun. Probab. 20 (2015), 16 pp.
[74] (with B. Gao, X. Sun) Integration with respect to the G -Brownian local time, J. Math. Anal. Appl.424 (2015), 835-860.
[75] (with X. Sun) Maximal inequalities for iterated integrals under G -expectation for recurrent event data, Acta Math. Appl. Sin. 37 (2014), 847–856.
[76] (with C. Chen, J. Liu) The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 17 (2014), 1450030, 32 pp.
[77] (with B. Gao, Q. Zhang） Hilbert transform of G -Brownian local time, Stoch. Dyn.14 (2014), No. 4, 1450006, 26 pp.
[78] (with H. Jing, Z. Wang) Some path properties of weighted-fractional Brownian motion, Stochastics 86 (2014), 721-758.
[79] (with Z. Wang, X. Yu) Weak convergence to the fractional Brownian sheet using martingale differences, Statist. Probab. Lett. 92 (2014), 72-78.
[80] (with B. Gao) The Bouleau-Yor identity for a bi-fractional Brownian motion, Stochastics 86 (2014), 382-414.
[81] (with G. Shen) An approximation of subfractional Brownian motion, Comm. Statist. Theory Methods43 (2014), 1873-1886.
[82] (with G. Shen) Estimators for the drift of subfractional Brownian motion, Comm. Statist. Theory Methods 43 (2014), 1601-1612.
[83] (with J. Liu) On a semilinear stochastic partial differential equation with double-parameter fractional noises, Sci. China Math. 57 (2014), 855-872.
[84] (with G. Shen) Asymptotic behavior for bi-fractional regression models via Malliavin calculus, Front. Math. China9 (2014), 151-179.
[85] (with J. Cui) Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions, Math. Comput. Modelling57 (2013), 2378-2387.
[86] (with J. Cui) Asymptotic behavior for neutral stochastic partial differential equations with infinite delays, Electron. Commun. Probab.18 (2013), 12 pp.
[87] (with K. He) The generalized Bouleau-Yor identity for a sub-fractional Brownian motion, Sci. China Math.56 (2013), 2089-2116.
[88] (with J. Liu) p-variation of an integral functional associated with bi-fractional Brownian motion, Filomat27 (2013), 995-1009.
[89] (with G. Shen), Berry-Esseen bounds and almost sure CLT for quadratic variation of weighted fractional Brownian motion, J. Inequal. Appl. 275 (2013), 1-18.
[90] (with G. Shen), Power variation of subfractional Brownian motion and application, Acta Math. Sci. 33 (2013), 901-922.
[91] (with Z. Wang), Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion, Abstract Appl. Anal. 2013.
[92] (with Z. Wang), The S-transform of sub-fBm and a class of linear sub-fractional BSDEs, Adv. Math. Phy. Volume 2013，Article ID 827192.
[93] (with Z. Wang, X. Yu) Weak approximation of the fractional Brownian sheet from random walks, Electron. Commun. Probab. 18 (2013), 13 pp.
[94] (with Q. Zhang) Successive approximation of SFDEs with finite delay driven by G-Brownian motion, Abstr. Appl. Anal. 2013.
[95] (with C. Chen and L. Sun) An approximation to the Rosenblatt process using martingale differences, Statist. Probab. Lett. 82 (2012), 748-757.
[96] (with J. Cui) Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Appl. Math. Comput.218 (2012), 6776–6784.
[97] (with J. Cui) Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces, J. Korean Statist. Soc. 41 (2012), 279–290.
[98] (with J. Liu) Remarks on asymptotic behavior of weighted quadratic variation of sub-fractional Brownian motion, J. Korean Statist. Soc. 41 (2012), 177–187
[99] (with J. Liu) On a jump-type stochastic fractional partial differential equation with fractional noises, Nonlinear Anal. 75 (2012), 6060-6070.
[100] (with J. Liu) Confidence intervals for self-similarity parameter of a sub-fractional Brownian motion, Abstract Appl. Anal. 2012.
[101] (with G. Shen) Smoothness for the collision local time of two multidimensional bifractional Brownian motions, Czech. Math. J. 62 (2012), 969-989.
[102] (with G. Shen) On the convergence to the multiple subfractional Wiener integral, J. Korean Statist. Soc.41 (2012), 459–469.
[103] (with X. Wu) Wenbing; Tang, Yang Stability of stochastic nonlinear switched systems with average dwell time, J. Phys.A, 45 (2012), No. 8, 085207, 11 pp
[104] (with X. Wu) Exponential stability of impulsive stochastic delay differential systems, Discrete Dyn. Nat. Soc. 2012, 15 pp.
[105](with C. Chen) Central limit theorem for weighted local time of L^2 modulus of fractional Brownian motion, J. Korean Statist. Soc.41 (2011), 451-458.
[106](with J. Cui), Existence result for fractional neutral stochastic integro-differential equations with infinite delay, J. Phys. A 44 (2011), No. 33, 335201, 16 pp.
[107](with J. Cui) Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps, Statist. Probab. Lett.81 (2011), 1970–1977.
[108](with G. Shen) Remarks on an integral functional driven by sub-fractional Brownian motion, J. Korean Statist. Soc.40 (2011), 337–346
[109](with G. Shen) Remarks on sub-fractional Bessel processes, Acta Math. Sci.31 (2011), 1860–1876.
[110] (with G. Shen) Smoothness for the collision local times of bifractional Brownian motions, Sci. China Math.54 (2011), 1859–1873.
[111](with X. Wu) Yang Exponential stability of stochastic differential delay systems with delayed impulse effects, J. Math. Phys. 52 (2011), No. 9, 092702, 14 pp.
[112](with C. Chen) Remarks on the intersection local time of fractional Brownian motions, Statist. Probab. Lett.81 (2010), 1003–1012.
[113] (with G. Shen) On the collision local time of sub-fractional Brownian motions, Statist. Probab. Lett.80 (2010), 296–308.
[114](with G. Shen) Ito's formula for a sub-fractional Brownian motion, Comm. Stoch. Anal. 5 (2010), 135-159.
[115](with J. Liu) On the collision local time of bifractional Brownian motions, Stoch. Dyn. 9 (2009), 479–491.
[116] L. Yan, J. Liu and X. Yang, Integration with respect to fractional local time, Potential Analysis, 30 (2009), 115-138.
[117](with Y. Lu) Some properties of fractional Ornstein-Uhlenbeck process, J. Phys. A: Math. Theor. 41 (2008) 145007 (17pp)
[118](with Y. Sun) On the linear fractional self-attracting diffusion, Journal of Theoretical Probability, 21 (2008), 502–516.
[119] (with J. Liu, X. Yang) p--variation of an integral functional driven by fractional Brownian motion, Stat. Prob. Lett.78 (2008), 1148–1157.
[120](with X. Yang) Some remarks on local time-space calculus, Stat. Prob. Lett.77 (2007), 1600-1607.
[121] (with N. Yoshida) Oscillations of characteristic initial value problems for hyperbolic equations with delays, Indian J Pure Appl Math.37 (2006), 357-377.
[122](with M. Tian) On local time of fractional Ornstein-Uhlenbeck process, Lett. Math. Phy. 73 (2006), 209 – 220.
[123] (with N. Kazamaki) On the distance between and in the space of continuous BMO-martingales, Studia Math.168 (2005), 129-134.
[124] (with B. Zhu) Lp-estimates on diffusion processes, J. Math. Anal. Appl.303 (2005), 418-435.
[125] (with J. Ling) Stochastic integral for Bessel process, Stat. Prob. Lett. 74 (2005), 93-102.
[126]L. Yan, Maximal inequalities for a time-inhomogeneous diffusion process, J. Math. Phy. 46 No. 8 (2005).
[127]L. Yan, Maximal inequalities for iterated fractional integrals, Stat. Prob. Lett. 69 (2004), 69-79.
[128]L. Yan, Two inequalities for iterated stochastic integrals, Archiv der Mathematik, 82 (2004), 377-384.
[129](with Y. Li) Maximal inequalities for CIR processes, Lett. Math. Phy.68 (2004), 17-30.
[130] (with B. Zhu) A ration inequality for Bessel processes, Stat. Prob. Lett.66 (2004), 35-44.
[131] L. Yan, Maximal inequalities for a continuous semimartingale, Stoch. Stoch. Reports, 75 (2003), 47-56.
[132] L. Yan, Some ration inequalities for iterated stochastic integrals, Math. Nachr.259 (2003), 84-98.
[133] (with Y. Guo) Maximal inequalities for a series of continuous local martingales, SUT J. Math. 39 (2003), 71—84.
[134] (with Y. Guo) Convergence of weighted sums of products of random variables with long-range dependence, Inter. Inform. Sci. 9 (2003), 269-289.
著作
1、 閆理坦、魯立剛、許志強：《隨機積分與不等式》，科學(xué)出版社、北京2005.
2、 閆理坦譯：《伊藤清概率論》，人民郵電出版社，2011.
國際交流與合作：
199601—200204,在日本國立富山大學(xué)留學(xué)
其他愿意公開的信息：
1、 指導(dǎo)研究生情況
畢業(yè)碩士研究生50余名；畢業(yè)博士研究生16名。
2、 主要教學(xué)課程
本科生：概率論、數(shù)理統(tǒng)計、隨機過程；
研究生（碩士、博士）：測度論、Levy過程、隨機積分、分?jǐn)?shù)布朗運動、Malliavin分析、隨機偏微分方程
聯(lián)系電話：67798693；13917278271
E-MAIL：litanyan@dhu.edu.cn; litan-yan@hotmail.com
