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  • 通信地址: 上海市东川路500号 华东师范大学 金融与统计学院
  • 邮政编码: 200241
  • 电      话: 021-54345058(O)
  • Email: wswang (at) stat.ecnu.edu.cn

      王文胜,博士,华东师范大学金融与统计学院教授,博士生导师。

 

 

 

 

 
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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

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  • 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)

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  • 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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