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1. 概率论与数理统计(本科生)
2. 高等数学(本科生)
3. 测度论(研究生)
4. 随机过程(研究生)
5. 测度收敛(研究生)
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1. 概率论极限理论
2. 金融数学
 
- 在研项目
1. 国家自然科学基金项目,《概率极限理论的若干问题研究》, 2005.1--2007.12 (主持人)
 
- 期刊杂志
- [1] Almost-sure path properties of fractional Brownian sheet, Ann. Inst. Henri. Poincare (Probabilites et
Statistiques), 2007.
[2] Small ball probability and Chung type law of the iterated logarithm for l^p-valued Gaussian processes, Acta
Mathematica Sinica, English Series, 22(2006), No.2, 551-560. (With Lixin Zhang)
[3] The fuctional limit theorems for fractional Brownian motion in Holder norm, Acta Mathematica Sinica, English
Series, 22(2006),
No.6, 1767-1780. (With Kyo-Shin Hwang, Zhenyan Lin)
[4] The invariance principle for the total length of the nearest neighbor graph, Jounal of Theoretic Probability,
18(2005), No.3, 649-664; MR2167645. (With Yong-Hoon Kim, Sungchul Lee, Zhengyan Lin)
[5] A strong approximation theorem for quasi-associated sequences, Acta Mathematica Sinica, English Series,
21(2005), No.6, 1269-1276.
[6] Functional limit theorems for increments of Gaussian samples, Jounal of Theoretic Probability, 18(2005),
No.2, 327-343.
[7] How big are the Csorgo-Revesz increments of two-parameter Wiener processes? Science in China, 2004,
34(4), 499-512.
[8] Strassen-type laws of the iterated logarithm for a fractional Brownian sheet, Stochastic Analysis and its
Applications, 2004, 24(1).
(With Yong-Kab Choi, Zhengyan Lin)
[9] Asymptotic behaviors for partial sum processes of a Gaussian sequence, Acta Mathematica Hungarica,
103(1-2)(2004), 43-54.
(With Yong-Kab choi, Kyo-Shin Hwang, Zhenyan Lin)
[10] On fractal nature of functional law of logarithm of fractional Brownian motion, Mathematics and Computer
Modelling, 40(3-4)(2004), 457-464.
[11] The modulus of non-differentiability for l_2-valued Brownian motion, Acta Mathematica Hungarica,
105(3)(2004), 175-186. (With Zhengyan Lin)
[12] Weak convergence to fractional Brownian motion in Brownian scenery, Probability Theory and Related Fields,
126(2003), 203-220.
[13] Some functional limit theorems for the infinite series of OU processes, Chinese Annals of Mathematics (B),
24B(2)(2003), 249-260. (With Zhengyan Lin)
[14] Self-normalized lag increments of partial sums, Statistics and Probability Letters, 58(2002), 41-51.
[15] The exact rates of convergence of the functional Csorgo-Revesz increment theorem of a Wiener process,
Acta Mathematica Sinica, English Series, 18(2002), No.4, 727-736.
[16] A generalization of functional law of the iterated logarithm for (r,p)—capacities on the Wiener space,
Stochastic Processes and their Applications, 96(2001), 1-16.
[17] On the properties of the increments of a local time---A look through the set of limit points, Statistics and
Probability Letters, 52(2001), 329-340.
[18] On a functional limit result for the increments of a fractional Brownian motion, Acta Mathematica Hungarica,
93(1-2)(2001), 167-184.
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