序号 论文名称 发表(出版)单位及时间 完成人 1 奈特不确定和部分信息下的最优交易策 略 应用数学学报,2014, 37(2): 193-205 费为银 在借贷约束条件下考虑红利和退休的最 优消费与投资 On solutions to stochastic set differential equations of Itˆo type under the non-Lipschitzian condition 东华大学学报,2013, 39(1): 124-129 费为银 Dynamic Systems and Applications, 2013, 22: 137-156 费为银 2 3 4 奈特不确定下资产收益率发生紊乱的最 优投资模型研究 高校应用数学学报 A 辑,2013, 28(1): 13-22 费为银 5 非利普希茨条件下连续局部鞅驱动的集 值随机微分方程 数学学报,2013,56(4): 561-574 费为银 6 模型不确定下带红利支付的最优消费和 投资组合 东华大学学报,2013,39(3): 380-384 费为银 数学杂志,2012, 32(4): 693-700 费为银 Nonlinear Analysis: TMA, 2013, 76: 202-214 (SCI) 费为银 7 8 部分信息下资产收益率发生紊乱的最优 投资策略 Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition 9 Knight 不确定下考虑负效用的消费和投 资问题研究 10 Solutions to BSDEs driven by both standard and fractional Brownian motions 11 Optimal consumption-leisure, portfolio and retirement selection based on $\alpha$-maxmin expected CES utility with ambiguity Appl. Math. J. Chinese Univ., 2012, 27(4): 435-454 (SCI) 费为银 12 Optimal consumption and portfolio under inflation and Markovian switching Stochastics, 2013, 85(2): 272-285 (SCI) 费为银 数学杂志(J. of Math. (PRC)), 2010,30(3):395-400 费为银 Uniqueness of solutions to SDEs driven by 13 semimartingale with non-Lipschitz 应用概率统计,2013,29(1): 53-63 Acta Mathematicae Applicatae Sinica (English Series), 2013, (2): 329-354 (SCI) 费为银 费为银 coefficients 14 On solutions to fuzzy stochastic differential equations with local martingales Systems and Control Letters, 2014, 65: 96-105 (SCI、EI) 费为银 15 Optimal portfolio choice based on alpha MEU under ambiguity Stochastic Models,2009, 25(3): 455-482(SCI、EI) 费为银 On existence and uniqueness of solutions to uncertain backward stochastic differential equations. 半鞅非 Lipschitz 系数随机微分方程解的 大偏差 Appl. Math. J. Chinese Univ. 数学物理学报,2009, 29A(4): 1074-1083 费为银 不确定系统稳定与方差约束的鲁棒可靠 性控制 控制理论与应用,2008, 21(5): 43-44(EI) 费为银 16 17 18 Optimal consumption-leisure, portfolio and 19 retirement selection based on maxmin expected CES utility with ambiguity 2014, 29(1): 53-66 (SCI) Appl. Math. J. Chinese Univ, 2012 (SCI) 费为银 费为银 20 Knight 不确定下带通胀的最优消费和投 工程数学学报, 2012, 29(6): 资模型研究 799-806 Non-contact of solutions to stochastic 21 differential equations driven by semimartingale with non-Lipschitz coefficients On 22 small time large deviation principle for diffusion processes on Hilbert spaces under non-Lipschitzian Condition 23 24 25 26 29 30 31 32 33 34 35 (English Edition) , 2011, 28(5): 数学研究与评论, 2011, 31(1): 142-146 fractional market Edition), , 2011 (EI) 模型不确定环境下最优动态投资组合问 中国科学技术大学学报,2014, 题的研究 44(3): 194-1202 奈特不确定环境下固定供款型养老基金 中国科学技术大学学报,2014, 最优投资策略研究 44(3): 188-193,226 Statistical inference for partially Journal of Statistical Planning time-varying coefficient errors-in-variables and Inference. 2013, models 143(3):505-519. (SCI) time-varying coefficient errors-in-variables 费为银 516-518 (EI) J. Donghua University (English models 28 Journal of Donghua University European option pricing under a class of Empirical likelihood inference for partially 27 费为银 Electronic Journal of Statistics. 2012, 6: 1040-1058 (SCI) Empirical likelihood for partially Journal of Nonparametric time-varying coefficient models with Statistics. 2012, 24(1):71-84. dependent observations (SCI) Empirical likelihood for a heteroscedastic Communications in Statistics - partial linear errors-in-variables model Theory and Methods, 2012 (SCI) Empirical likelihood for semiparametric Journal of Mathematical varying-coefficient heteroscedastic partially Research with Applications, 2012 linear models (SCI) Asymptotic properties for LS estimators in AStA-Advances in Statistical EV regression model with dependent errors Analysis,2010, (SCI) 左截断相依数据下非参数回归的局部 M 中国科学:数学. 2012, 42(10): 估计 Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models Empirical likelihood for longitudinal partially linear model with -mixing errors Empirical likelihood for heteroscedastic partially linear errors-in-variables model with -mixing errors 995-1015 Communications in Statistics Theory and Methods. 2013, 42(13): 2437-2450. (SCI) Journal of Systems Science and Complexity. 2013, 26(2): 232-248. (SCI) Statistical Papers. 2013, 54(1):85-112 (SCI) 费为银 费为银 费为银 费为银 范国良 范国良 范国良 范国良 范国良 范国良 范国良 范国良 范国良 范国良 36 37 38 Nodes deleting problem in the uniform recursive trees Asymptotic degree distribution of a kind of involving random tree The branching structure and maximum degree of an evolving random tree Study On The Model of An Insurer's 40 Solvency Ratio In Markov-Modulated Brownian Markets 41 42 43 44 45 46 47 48 49 50 51 跳扩散过程下的保险商偿债率模型研究 J. Phys. A: Math. Theor. (SCI) 李志民 Theoretical and Mathematical Physics,2011,166(2):270-277 (SCI) 李志民 Appl. Math. J. Chinese Univ. , 2011 (SCI) 夏登峰 夏登峰 应用概率统计,2010 夏登峰 带含糊厌恶的股东价值最大化 中国科学技术大学学报,2010 夏登峰 通过红利与再保险最大化股东价值的随 东华大学学报,2008, 34(6): 机控制模型研究 766-770 Information-An International Interdisciplinary Journal, 2013, Vol. 16,2(A): 1225-1232 (SCI) FSKD 2012, Vol. 1, pp. 63-66 (EI) Fuzzy Optimization and Decision Making,2013 (SCI) 变折现率下带含糊与预期的最优投资研 究 Neutral Uncertain Delay Differential Equations Existence and uniqueness of solutions to uncertain functional differential equations Almost Sure Stability for Uncertain Differential Equations Existence and uniqueness of solutions to uncertain functional differential equations Recent advances on distributed filtering for stochastic systems over sensor networks FSKD, 2012 (EI) Systems, vol. 43, nos. 3-4, pp. parameter uncertainties, interval delays, and Cybernetics, vol. 44, no. 3, pp. channel fadings 406-417, Mar. 2014.(SCI) H-infinity fuzzy control with randomly IEEE Transactions on Fuzzy Systems, vol. 22, no. 1, pp. 189-200, Feb. 2014.(SCI) H-infinity consensus control for multi-agent IEEE Transactions on Neural Networks and Learning Systems, vol. 24, no. 12, pp. 2027-2037, Dec. 2013.(SCI) Systems & Control Letters, vol. systems with missing measurements: the 62, no. , pp. 827-836, 2013. finite-horizon case (SCI) networks with uncertain inner coupling and incomplete measurements 刘宏建 刘宏建 刘宏建 刘宏建 丁德锐 372-386, May 2014. (SCI) IEEE Transactions on occurring infinite distributed delays and 夏登峰 International Journal of General Fuzzy filtering with randomly occurring H-infinity state estimation for complex 53 李志民 数学杂志, 2011 channel fadings 52 数学杂志, 2012 丁德锐 丁德锐 丁德锐 丁德锐 Dissipative control for state saturated 54 discrete time-varying systems with International Journal of Control, randomly occurring nonlinearities and 2013, 86(4): 674-688.(SCI) missing measurements 丁德锐 State-saturated H-infinity filtering with 55 randomly occurring nonlinearities and packet dropouts: the finite-horizon case International Journal of Robust and Nonlinear Control,vol. 23, no. 16, pp. 1803-1821, Nov. 丁德锐 2013.(SCI) Distributed H-infinity state estimation with 56 stochastic parameters and nonlinearities Automatica, vol. 48, no. 8, pp. through sensor networks: the finite-horizon 1575-1585, 2012 (SCI) 丁德锐 case 57 58 59 60 H-infinity state estimation for discrete-time IEEE Transactions on Neural complex networks with randomly occurring Networks and Learning Systems, sensor saturations and randomly varying vol. 23, no. 5, pp. 725-736, 2012. sensor delays (SCI) 基于均方指数稳定的一类随机不确定系 工程数学学报,2010, 27(5): 统的可靠控制 889-893 一类不确定非线性系统的多约束鲁棒 H∞ 模糊系统与数学,2010, 24(2): 控制 146-151 基于几乎必然指数稳定的一类随机不确 应用数学,2010 23(1): 71-75 丁德锐 丁德锐 丁德锐 丁德锐 定系统的可靠控制 61 62 不确定系统受方差约束和鲁棒 R 稳定的 东华大学学报,2009, (3): H∞动态输出反馈控制 360-365 On solutions of neutral stochastic delay Volterra equations with singular kernels Electronic Journal of Qualitative Theory of Differential Equations, Communications in Nonlinear delay differential systems with Markovian Science and Numerical switching Simulation, 18, 1870-1879, 2013 64 隐非齐次马尔可夫模型的强大数定律 数学杂志, 2011 65 pth moment stability of impulsive stochastic delay differential systems with Markovian switching 66 Stability of stochastic nonlinear switched systems with average dwell time 67 Exponential stability of impulsive stochastic delay differential systems 68 69 Exponential stability of stochastic differential delay systems with delayed impulse effects The Estimation of the Solutions Matrix of 吴小太 2012 (SCI) pth moment stability of impulsive stochastic 63 丁德锐 Communications in Nonlinear Science and Numerical Simulation 18, 1870-1879, 2013.(SCI) Journal of Physics A: Mathematical and Theoretical,2012(45), 085207. (SCI) 吴小太 吴小太 吴小太 吴小太 Discrete Dynamics in Nature and Society, 2012, 296136.15. (SCI) 吴小太 Journal of Mathematical Physics,2011, 092702.14. (SCI) 吴小太 The 10th World Congress on the Perturbed Discrete Time Algebraic Intelligent Control and Riccati Equation Automation, 2012 (EI) 毕海云 CBMO Estimates for Commutators of 70 Fractional Integral Operators with Variable Kernels 71 72 73 74 75 齐次 Morrey-Herz 空间中多线性交换子的 中心 BMO 估计 Mathematics, 2012 山东大学学报(理学版), 2012 王立伟 王立伟 Higher order commutators of fractional Journal of Function Spaces and integral operator on homogeneous Herz Applications, vol. 2013, Article spaces with variable exponent ID 257537, 7 pages.(SCI) 随机环境中马氏链的强大数定律 应用概率统计, 2012 吴艳蕾 吉林大学学报(理学版), 2012 吴艳蕾 东华大学学报, 2011 胡慧敏 脉冲时滞随机微分系统的 p 阶矩指数稳定 性 Malliavin 分析在下方约束最优投资组合 中的应用 Gabor feature-based face recognition on 76 Chinese Quarterly Journal of product Gamma manifold via region weighting Neurocomputing 2013, 117(6): 1-11 (SCI、EI) 王立伟 张玥 77 Object recognition using Gabor co-occurrence similarity. Pattern Recognition, 46 (1) (2013) (SCI) 邹健 78 Modulation of guided and surface modes in asymmetric indefinite medium waveguides J. Opt. Soc. Am. B, 29 (9), 2397-2402, (SCI) 王兴林 Opt. Lett. 3949-3952(SCI) (19), 王兴林 Commun. Theor. Phys. Vol. 53, No. 3 (2010) 455(SCI) 刘述光 Theoretical and Mathematical Physics, Vol. 161, No. 3 (2009) 1714(SCI) 刘述光 79 80 81 82 83 Lateral shifts and photon tunneling in a frustrated total internal reflection structure with a negative-zero-positive index metamaterial Effective way of finding common eigenvectors of center-of-mass coordinate and mass-weighted relative momenta of multi-partite via the IWOP technique Convolution theorem for the three-dimensional entangled fractional Fourier transformation deduced from the tripartite entangled state representation Structural phase transition behavior of Zn4Sb3 and its substitutional compounds (Zn0.98M0.02)4Sb3 (M=Al, Ga and In) at low temperatures 38 Chinese Physics B, 4386-4392, 2009. (SCI) 18(10), Effects of Ag doping on thermoelectric J. Alloys Comp. 489, 228-232, properties of Zn4Sb3 at low temperatures 2010. (SCI) 刘峰 刘峰 Chin. Phys. Lett. 25(7) 84 A Simple Modified Single Pole Scenario (2008)2421. (SCI) For B-> K* Form Factors 85 Water Transport through Carbon Nanotubes with the Radial Breathing Mode PRL 110, 254501 (2013) (SCI) 刘少敏 章其林 Stabilized 86 helical multiferroic phase MnWO4:Consequence spin order coexistence of 4d and in Ru Physical Review B 87 104404(SCI) 于汉伟 substitution of Mn Optical bistability and multistability via 87 both the coherent and incoherent fields in optical fibers Microstructures , Superlattices and Superlattices and Microstructures , 60 ( 2013 ) 101–107,(SCI) 葛强