师资队伍

谢颖超

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    谢颖超，江苏师范大学数学与统计学院教授，概率论与数理统计专业硕士生导师。1993年3月博士毕业于华东师范大学数理统计系(现金融与统计学院)，师从何声武教授；1990年6月硕士毕业于华东师范大学数理统计系，师从何声武教授；1982年2月本科毕业于徐州师范学院(现江苏师范大学)数学教育专业。

研究方向：随机分析及其应用，随机偏微分方程，随机过程极限定理

Email: ycxie@jsnu.edu.cn

 

工作经历 

  • 2010年3月至今    南开大学数学科学学院           博士生导师     
  • 1997年8月至今    江苏师范大学数学与统计学院      教授                  
  • 1995年8月–1997年8月   徐州师范大学数学系       副教授             
  • 1987年7月–1995年8月    徐州师范学院数学系       讲师          
  • 1982年2月–1987年7月   徐州师范学院数学系          助教                 

近年主持的基金项目

  1. 国家自然科学基金面上项目：Levy过程驱动的随机偏微分方程的遍历性及相关问题（11271169, 2013.01-2016.12）
  2. 国家自然科学基金面上项目：随机偏微分方程中一些前沿问题的研究（10971180,2010.1-2012.12）
  3. 国家自然科学基金面上项目：随机分析中若干问题的研究（10671168，2007.01-2009.12）
  4. 国家自然科学基金面上项目：可积系统的显式解法及其在非线性随机波中的应用（10471120, 2005.01-2007.12）
  5. 国家自然科学基金面上项目：随机过程论中若干问题的研究（19971072, 2000.01-2002.12）
  6. 江苏省自然科学基金：随机微分方程的研究（BK2006032, 2006-2008）
  7. 江苏省“333工程”科研项目（江苏省委组织部）：随机动力系统中若干问题的研究（2007-2010）
  8. 江苏省“六大人才高峰”科研项目(江苏省人事厅)：随机微分方程及其在数理金融和数学物理中的应用(06-A-038,2006.12-2008.12) 

获奖情况

  • 中华人民共和国国务院：中华人民共和国政府特殊津贴（2005）  
  • 中华人民共和国人事部、教育部：全国模范教师称号（2007）
  • 江苏省人民政府：江苏省科学技术进步奖三等奖（排名第一）（2006）
  • 江苏省委组织部：江苏省“333高层次人才培养工程”第二层次培养人选（1998-2003, 2003-2007）
  • 江苏省委组织部：江苏省“333高层次人才培养工程”首批中青年科技领军人才（2007-2011）
  • 江苏省教育厅：江苏高校优势学科“统计学”学科带头人（2011）
  • 江苏省教育厅：江苏省科技创新团队“非线性分析及其应用”的带头人（2009）
  • 江苏省教育厅：江苏省高等学校精品课程“概率论与数理统计”主持人（2010）
  • 江苏省教育厅：江苏省普通高校跨世纪学术带头人培养人选（1996）
  • 华东地区科技出版社优秀科技图书评选委员会：第九届华东地区科技出版社优秀科技图书二等奖（1996）  

学术兼职

  • 2006年10月至今：全国概率学会理事 
  • 2009年10月至今：江苏省概率学会副理事

已发主要论文 

  1. Dong Zhao, Xie Yingchao, Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise. J. Differential Equations 251 (2011), 196–222.
  2. Xie Yingchao, Poincaré inequality for linear SPDE driven by Lévy noise. Stochastic Process. Appl. 120 (2010) 1950–1965.
  3. Xie Yingchao, The random attractors of stochastic Duffing-van der Pol equations with jumps. Chinese J. Appl. Probab. Statist. 26 (2010) 9–23.
  4. Dong Zhao, Xie Yingchao, Ergodicity of linear SPDE driven by Lévy noise. J. Syst. Sci. Complex. 23 (2010) 137–152.
  5. Dong Zhao, Xie Yingchao, Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise. Sci. China Ser. A 52 (2009) 1497–1524.
  6. Han Xiu, Xie Yingchao, Hyperbolic white noise functional solutions of Wick-type stochastic compound KdV-Burgers equations. Chaos Solitons Fractals 39 (2009) 1715–1720.
  7. Xiao Xiaoqing, Xie Yingchao, Convergence theorems for limit processes of integrated errors of a semimartingale sequence. (Chinese) Chinese J.Appl. Probab. Statist. 24 (2008) 561–573.
  8. Dong Zhao, Xie Yingchao, Approximation of Lyapunov exponents of nonlinear stochastic systems with jumps. (Chinese) Acta Math. Appl. Sin. 30 (2007) 23–34.
  9. Chen Bin, Xie Yingchao, New solutions for the Wick-type 2-dimensional stochastic compound KdV equations. Chaos Solitons Fractals 33 (2007)864–869.
  10. Chen Bin, Xie Yingchao, Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations. J. Comput. Appl. Math. 203 (2007) 249–263.
  11. Chen Bin, Xie Yingchao, Exact solutions of the Wick-type stochastic mKP equation. Chaos Solitons Fractals 31 (2007) 173–178.
  12. Xie, Yingchao, On the estimation of smooth densities for Poisson functionals. Chinese J. Appl. Probab. Statist. 22 (2006) 89–101.
  13. Sun Xinxiu, Xie, Yingchao, Adapted solutions and comparison theorem of a class of BSDE with jumps under non-time-homogeneous and non-Lipschitz conditions. (Chinese) Acta Math. Appl. Sin. 29 (2006) 688–698.
  14. Chen Bin, Xie, Yingchao, White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations. J. Comput. Appl. Math. 197 (2006) 345–354.
  15. Xie, Yingchao, Convergence of stochastic integrals with respect to Hilbert-valued semimartingales. J. Math. Soc. Japan 57 (2005) 735–751.
  16. Xie, Yingchao, Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation. Phys. Lett. A 340 (2005) 403–410.
  17. Chen Bin, Xie, Yingchao, Exact solutions for Wick-type stochastic coupled Kadomtsev-Petviashvili equations. J. Phys. A 38 (2005) 815–822.
  18. Chen Bin, Xie, Yingchao, Exact solutions for generalized stochastic Wick-type KdV-mKdV equations. Chaos Solitons Fractals 23 (2005) 281–287.
  19. Chen Bin, Xie, Yingchao, An auto-Bäcklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations. Chaos Solitons Fractals 23 (2005) 243–248.
  20. Xie, Yingchao, Exact solutions for Wick-type stochastic coupled KdV equations. Phys. Lett. A 327 (2004) 174–179.
  21. Xie, Yingchao, An auto-Bäcklund transformation and exact solutions for Wick-type stochastic generalized KdV equations. J. Phys. A 37 (2004) 5229–5236.
  22. Xie, Yingchao, Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations. Chaos Solitons Fractals 21 (2004) 473–480.
  23. Xie, Yingchao, Vague convergence of semimartingale random measures. Stochastic Anal. Appl. 22 (2004) 315–332.
  24. Xie, Yingchao, On the estimations of smooth densities for integro-differential operators. Stochastic Anal. Appl. 22 (2004) 211–236.
  25. Xie, Yingchao, Positonic solutions for Wick-type stochastic KdV equations. Chaos Solitons Fractals 20 (2004) 337–342.
  26. Xie, Yingchao, Exact solutions for stochastic mKdV equations. Chaos Solitons Fractals 19 (2004) 509–513.
  27. Xie, Yingchao, Approximation of upper Lyapunov exponents of linear SDE with jumps. Chinese J. Appl. Probab. Statist. 19 (2003) 176–186.
  28. Xie, Yingchao, Exact solutions for stochastic KdV equations. Phys. Lett. A 310 (2003) 161–167.
  29. Xie, Yingchao, Φ′-valued martingale measures and their limit theorems. Stochastic Anal. Appl. 19 (2001) 413–432.
  30. Li Leong-Kwan, Pang Wan-Kai, Xie, Yingchao, Weak convergence of Hilbert-valued semimartingale sequence. Chinese J. Appl. Probab. Statist. 16 (2000) 423–434.
  31. Xie, Yingchao, Representation of Φ′-valued martingale measures. (Chinese) Chinese J. Appl. Probab. Statist. 15 (1999) 147–151.
  32. Xie, Yingchao, Weak convergence of Hilbert valued martingale measures. Stochastic Anal. Appl. 15 (1997) 443–462.
  33. Xie, Yingchao, Φ′-valued martingale measures and stochastic integration. (Chinese) Kexue Tongbao (Chinese) 42 (1997) 357–359.
  34. Xie, Yingchao, Weak convergence of integrable martingale measures. Chinese J. Appl. Probab. Statist. 12 (1996) 393–400.
  35. Chen Bin, Xie, Yingchao, Representation theorems for martingale measures with values in a Hilbert space. (Chinese) Gongcheng Shuxue Xuebao 13 (1996), no. 4, 49–55.
  36. Xie, Yingchao, Stability theorem for stochastic differential equations with respect to martingale measures. Nanjing Daxue Xuebao Shuxue Bannian Kan 12 (1995), no. 2, 208–219.
  37. Xie, Yingchao, Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures. Stochastic Process. Appl. 59 (1995) 277–293.
  38. Xie, Yingchao, Hilbert valued martingale measures and stochastic integral. Nanjing Daxue Xuebao Shuxue Bannian Kan 12 (1995), no. 1, 65–76.
  39. Xie, Yingchao, Vague convergence of locally integrable martingale measures. Stochastic Process. Appl. 52 (1994) 211–227.
  40. Xie, Yingchao, Local convergence of generalized subpramarts. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed. 1993, no. 4, 6–12.
  41. Xie, Yingchao, Weak convergence of sequences of random measures. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed. 1993, no. 4, 1–5.
  42. Xie, Yingchao, Weak convergence of a sequence of Markov jump processes to a diffusion process. (Chinese) Chinese Ann. Math. Ser. A 14 (1993), no. 2, 246–254.
  43. Xie, Yingchao, Weak convergence of a sequence of Markov chains to a diffusion process. Northeast. Math. J. 8 (1992), no. 1, 38–45.