閆理坦

閆理坦，男，東華大學理學院教師。

基本介紹

• 中文名：閆理坦
• 學位/學歷：理學博士研究生
• 職業：東華大學理學院教師
• 職務：博士生導師
• 性別：男
• 職稱：教授

主要學習經歷

1996年1月—2002年4月受日本政府獎學金資助在日本國立富山大學（Toyama University）留學，獲理學碩士、博士學位。師從N. Kazamaki教授與K. Kobayashi教授；

1985年—1986年在西安電子科技大學研究生院學習；

1979年—1983年在黑龍江大學數學係數學專業學習，獲理學學士學位。

主要工作經歷

2002年5月—現在，東華大學理學院數學系任教，副教授、教授、博士生導師。

主要教學課程

本科生：《機率論》、《數理統計》

研究生（碩士、博士）：《測度論》、《Levy過程》、《隨機積分》、《現代數學專論》、《分數布朗運動》等

指導研究生情況

畢業碩士研究生30餘名，在學7名

畢業博士研究生13名，在學3名

研究領域和方向

隨機分析及其套用，主要側重於：

分數Brown運動以及一般Gaussian過程的隨機分析

Levy過程及相關分析

G-Brown運動的隨機分析

隨機（偏、泛函）微分方程

數學金融與風險分析

科研項目情況

國家自然科學基金面上項目(No. 11571071)：分數布朗運動的一些積分泛函及相關問題

上海市教委科技創新重點項目(No. 12ZZ063)：Hermite過程的隨機分析

國家自然科學基金面上項目(No. 11171062)：分數G-布朗運動的分析及其相關問題；

國家自然科學基金面上項目(No. 10871041)：自相似高斯過程的分析及其相關問題

教育部重點項目(No. 106076)：Levy與分數布朗運動過程的隨機分析及其金融套用；

國家自然科學基金面上項目(No. 10571025)：分數布朗運動的隨機分析及其金融套用

留學回國基金：正交函式與鞅的幾個問題

出版物

(with Z. Li) Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion, J. Theoret. Probab., to appear

(with Z. Li, L. Xu) Weak solutions for stochastic differential equations with additive fractional noise, Stoch. Dyn., to appear.

(with X. Sun, X. Yu) An integral functional driven by fractional Brownian motion, Stoch. Proc. Appl., to appear

(with X. Yin) Large deviation principle for a space-time fractional stochastic heat equation with fractional noise, Fractional Calculus and Applied Analysis, to appear.

(with X. Yin) Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion, Discrete Contin. Dyn. Syst. Ser. B, to appear.

(with J. Han) Controllability of a stochastic functional differential equation driven by a fractional Brownian motion, Adv. Difference Equq. 2018.

(with Y. Li) Stability of delayed Hopfield neural networks under a sub-linear expectation framework, J. Franklin Inst. 355 (2018), No. 10, 4268-4281.

(with Z. Li) Harnack inequalities for SDEs driven by subordinator fractional Brownian motion, Statist. Probab. Lett. 134 (2018), 45–53.

(with Z. Li) Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise, Comm. Statist. Theory Methods 47 (2018), 1350–1371.

(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.

(with J. Liu) On a nonlinear stochastic pseudo-differential equation driven by fractional noise, Stoch. Dyn. 18 (2018), No.1, 1850002, 36 pp

(with X. Sun) Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. J. Statist. Plann. Inference 192 (2018), 45–64.

(with H. Qi) A law of iterated logarithm for the subfractional Brownian motion and an application, J. Inequal. Appl. 2018.

(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.

(with X. Yin) Harnack inequality and derivative formula for stochastic heat equation with fractional noise, Electron. Comm. Probab. 2018.

(with X. Yin) Bismut formula for a stochastic heat equation with fractional noise, Statist. Probab. Lett. 137 (2018), 165-172.

甘姚紅、閆理坦：由分數布朗運動驅動的線性自排斥擴散的最小二乘估計，中國科學 數學，2018.

(with J. Cui) Controllability of neutral stochastic evolution equations driven by fractional Brownian motion, Acta Math. Sci. Ser. B 37 (2017), 108-118.

(with Y. Li, D. Wu) Approximation of the Rosenblatt process by semimartingales, Comm. Statist. Theory Methods 46 (2017), 4556–4578.

(with X. Sun) Weak convergence to a class of multiple stochastic integrals, Comm. Statist. Theory Methods, 46 (2017), 8355–8368.

(with X. Sun, Q. Zhang) The quadratic covariation for a weighted fractional Brownian motion, Stoch. Dyn. 17 (2017), No. 4, 1750029, 41 pp.

(with D. Xia) Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process, Math. Probl. Eng. 2017.

(with D. Xia) Some properties of the solution to fractional heat equation with a fractional Brownian noise, Adv. Difference Equ. 2017, No. 107.

(with D. Xia) On a semilinear mixed fractional heat equation driven by fractional Brownian sheet, Bound, Value Probl. 2017, No. 7, 24 pp.

(with X. Yu) On Lp--solution of fractional heat equation driven by fractional Brownian motion, J. Appl. Anal. Comput. 7 (2017), 581-599.

(with X. Yu) Derivative of intersection local time of independent symmetric stable motions, Statist. Probab. Lett. 121 (2017), 18–28.

孫西超、閆理坦：次分數布朗運動一個積分泛函的中心極限定理及其套用，中國科學 數學 2017.

L. Yan, The fractional derivative for fractional Brownian local time with Hurst index large than 1/2, Math. Z. 283 (2016), 437-468

(with J. Liu) Solving a nonlinear fractional stochastic partial differential equation with fractional noise, J. Theoret. Probab. 29 (2016), 307-347.

(with X. Yu) Asymptotic behavior of the solution of the fractional heat equation, Statist. Probab. Lett. 117 (2016), 54-61.

(with H. Gao, K. He) The quadratic variation for mixed-fractional Brownian motion, J. Inequal. Appl. 2016, 20 pp.

(with G. Shen, X. Yin) Approximation of the Rosenblatt sheet, Mediterr. J. Math. 13 (2016), 2215-2227.

(with J. Cui, Jing, Y. Li) Temporal variation for fractional heat equations with additive white noise, Bound. Value Probl. 2016, 27 pp.

(with Z. Wang) Approximation of the multidimensional parameter fractional Brownian sheet in Skorokhod space.

(with X. Sun, X. Yu) Solving a stochastic heat equation driven by a bi-fractional noise, Bound. Value Probl. 2016, 66, 22 pp.

(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.

(with X. Yu) Derivative for self-intersection local time of multidimensional fractional Brownian motion, Stochastics 87 (2015), 966–999.

(with Y. Li, D. Wu) Approximating the Rosenblatt process by multiple Wiener integrals, Electron. Commun. Probab. 20 (2015), 16 pp.

(with B. Gao, X. Sun) Integration with respect to the G -Brownian local time, J. Math. Anal. Appl. 424 (2015), 835-860.

(with X. Sun) Maximal inequalities for iterated integrals under G -expectation for recurrent event data, Acta Math. Appl. Sin. 37 (2014), 847–856.

(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.

(with B. Gao, Q. Zhang) Hilbert transform of G -Brownian local time, Stoch. Dyn. 14 (2014), No. 4, 1450006, 26 pp.

(with H. Jing, Z. Wang) Some path properties of weighted-fractional Brownian motion, Stochastics 86 (2014), 721-758.

(with Z. Wang, X. Yu) Weak convergence to the fractional Brownian sheet using martingale differences, Statist. Probab. Lett. 92 (2014), 72-78.

(with B. Gao, Yan, J. Liu)0 The Bouleau-Yor identity for a bi-fractional Brownian motion, Stochastics 86 (2014), 382-414.

(with G. Shen) An approximation of subfractional Brownian motion, Comm. Statist. Theory Methods 43 (2014), 1873-1886.

(with G. Shen) Estimators for the drift of subfractional Brownian motion, Comm. Statist. Theory Methods 43 (2014), 1601-1612.

(with J. Liu) On a semilinear stochastic partial differential equation with double-parameter fractional noises, Sci. China Math. 57 (2014), 855-872.

(with G. Shen) Asymptotic behavior for bi-fractional regression models via Malliavin calculus, Front. Math. China 9 (2014), 151-179.

(with J. Cui) Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions, Math. Comput. Modelling 57 (2013), 2378-2387.

(with J. Cui) Asymptotic behavior for neutral stochastic partial differential equations with infinite delays, Electron. Commun. Probab. 18 (2013), 12 pp.

(with K. He) The generalized Bouleau-Yor identity for a sub-fractional Brownian motion, Sci. China Math. 56 (2013), 2089-2116.

(with J. Liu) p-variation of an integral functional associated with bi-fractional Brownian motion, Filomat 27 (2013), 995-1009.

(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.

(with G. Shen), Power variation of subfractional Brownian motion and application, Acta Math. Sci. 33 (2013), 901-922.

(with Z. Wang), Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion, Abstract Appl. Anal. 2013.

(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.

(with Z. Wang, X. Yu) Weak approximation of the fractional Brownian sheet from random walks, Electron. Commun. Probab. 18 (2013), 13 pp.

(with Q. Zhang) Successive approximation of SFDEs with finite delay driven by G-Brownian motion, Abstr. Appl. Anal. 2013.

(with C. Chen and L. Sun) An approximation to the Rosenblatt process using martingale differences, Statist. Probab. Lett. 82 (2012), 748-757.

(with J. Cui) Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Appl. Math. Comput. 218 (2012), 6776–6784.

(with J. Cui) Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces, J. Korean Statist. Soc. 41 (2012), 279–290.

(with J. Liu) Remarks on asymptotic behavior of weighted quadratic variation of sub-fractional Brownian motion, J. Korean Statist. Soc. 41 (2012), 177–187

(with J. Liu) On a jump-type stochastic fractional partial differential equation with fractional noises, Nonlinear Anal. 75 (2012), 6060-6070.

(with J. Liu) Confidence intervals for self-similarity parameter of a sub-fractional Brownian motion, Abstract Appl. Anal. 2012.

(with G. Shen) Smoothness for the collision local time of two multidimensional bifractional Brownian motions, Czech. Math. J. 62 (2012), 969-989.

(with G. Shen) On the convergence to the multiple subfractional Wiener integral, J. Korean Statist. Soc. 41 (2012), 459–469.

(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

(with X. Wu) Exponential stability of impulsive stochastic delay differential systems, Discrete Dyn. Nat. Soc. 2012, 15 pp.

(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.

(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.

(with J. Cui) Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps, Statist. Probab. Lett. 81 (2011), 1970–1977.

(with G. Shen) Remarks on an integral functional driven by sub-fractional Brownian motion, J. Korean Statist. Soc. 40 (2011), 337–346

(with G. Shen) Remarks on sub-fractional Bessel processes, Acta Math. Sci. 31 (2011), 1860–1876.

(with G. Shen) Smoothness for the collision local times of bifractional Brownian motions, Sci. China Math. 54 (2011), 1859–1873.

(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.

閆理坦 譯：《伊藤清機率論》，人民郵電出版社，2011.

(with C. Chen) Remarks on the intersection local time of fractional Brownian motions, Statist. Probab. Lett. 81 (2010), 1003–1012.

(with G. Shen) On the collision local time of sub-fractional Brownian motions, Statist. Probab. Lett. 80 (2010), 296–308.

(with G. Shen) Ito's formula for a sub-fractional Brownian motion, Comm. Stoch. Anal. 5 (2010), 135-159.

(with J. Liu) On the collision local time of bifractional Brownian motions, Stoch. Dyn. 9 (2009), 479–491.

L. Yan, J. Liu and X. Yang, Integration with respect to fractional local time,Potential Analysis, 30 (2009), 115-138.

(with Y. Lu) Some properties of fractional Ornstein-Uhlenbeck process, J. Phys. A: Math. Theor. 41 (2008) 145007 (17pp)

(with Y. Sun) On the linear fractional self-attracting diffusion, Journal of Theoretical Probability, 21 (2008), 502–516.

(with J. Liu, X. Yang) p--variation of an integral functional driven by fractional Brownian motion, Statistics & Probability Letters, 78 (2008), 1148–1157.

(with X. Yang) Some remarks on local time-space calculus, Statistics & Probability Letters, 77 (2007), 1600-1607.

(with N. Yoshida) Oscillations of characteristic initial value problems for hyperbolic equations with delays, Indian J Pure Appl Math. 37 (2006), 357-377.

(with M. Tian) On local time of fractional Ornstein-Uhlenbeck process, Lett. Math. Phy. 73 (2006), 209 – 220.

閆理坦等，《隨機積分與不等式》，科學出版社、北京2005.

(with N. Kazamaki) On the distance between and in the space of continuous BMO-martingales, Studia Math. 168 (2005), 129-134.

(with B. Zhu) Lp-estimates on diffusion processes, J. Math. Anal. Appl. 303 (2005), 418-435.

(with J. Ling) Stochastic integral for Bessel process, Stat. Prob. Lett. 74 (2005), 93-102.

L. Yan, Maximal inequalities for a time-inhomogeneous diffusion process, J. Math. Phy. 46 No. 8 (2005).

L. Yan, Maximal inequalities for iterated fractional integrals, Stat. Prob. Lett. 69 (2004), 69-79.

L. Yan, Two inequalities for iterated stochastic integrals, Archiv der Mathematik, 82 (2004), 377-384.

(with Y. Li) Maximal inequalities for CIR processes, Lett. Math. Phy. 68 (2004), 17-30.

(with B. Zhu) A ration inequality for Bessel processes, Stat. Prob. Lett. 66 (2004), 35-44.

L. Yan, Maximal inequalities for a continuous semimartingale, Stoch. Stoch. Reports, 75 (2003), 47-56.

L. Yan, Some ration inequalities for iterated stochastic integrals, Math. Nachr. 259 (2003), 84-98.

(with Y. Guo) Maximal inequalities for a series of continuous local martingales, SUT J. Math. 39 (2003), 71—84.

(with Y. Guo) Convergence of weighted sums of products of random variables with long-range dependence, Inter. Inform. Sci. 9 (2003), 269-289.