谢颖超，江苏师范大学数学与统
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2016年11月 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
主持科研项目
1. 国家自然科学基金重点项目：非局部狄氏型和随机偏微分方程若干问题研究（11931004，2020.01-2024.12）
2. 国家自然科学基金面上项目：Lévy噪声驱动的随机偏微分方程的若干问题（11771187，2018.01-2021.12）
3. 国家自然科学基金面上项目：Lévy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）
4. 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（10971180,2010.01-2012.12）
5. 江苏省“333工程”科研项目（组织部）：随机动力系统中若干问题的研究（2007-2010）
6. 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）
7. 江苏省自然科学基金：随机微分方程的研究（BK2006032, 2006-2008）
8. 江苏省“六大人才高峰”科研项目(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)
9. 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, 2005.01-2007.12,参与）
10.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）
获奖与荣誉
1.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）
2.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）
3.中共徐州市委：获“优秀共产党员”称号（1998，2004）
4.中共江苏省委教育工委： 江苏省高等学校1996—1999年度优秀共产党员（1999）
5.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）
6.国务院：中华人民共和国政府特殊津贴（2005）
7.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）
8.江苏省“六大人才高峰”第三批资助获得者（2007）
9.人事部、教育部：全国模范教师称号（2007）
10.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）
11.江苏省精品课程——概率论与数理统计负责人（2009）
12.江苏省科技创新团队“非线性分析及其应用”的带头人（2009）
13.江苏省高等学校精品课程“概率论与数理统计”主持人（2010）
14.江苏省高等教育教学成果奖二等奖（2011，2013）
15.江苏高校优势学科“统计学”学科一期、二期、三期项目带头人（2011,2014,2018）
16.教育部：教育部高等学校科学研究优秀成果奖(科学技术)自然科学奖二等奖（2016）
17.国家级一流课程《概率论与数理统计》负责人（2020）
18.国家级一流专业建设点（统计学）负责人（2021）
19.江苏省高等教育教学成果奖一等奖（2022）
20.江苏高校“青蓝工程”优秀教学团队（统计学教学团队）（2022）
学术兼职
1. 2017年10月至今：江苏省概率学会常务理事
2. 2014年至今：《系统科学与数学》编委
3. 2009年10月至2017年10月：江苏省概率学会副理事长
4. 2006年10月至2014年10月：全国概率学会理事
5. 2001年4月至2003年4月: 华东师范大学兼职教授
已发表主要论文
1. Xie Yingchao, Weak convergence of a sequence of Markov chains to a diffusion process. Northeast. Math. J. 8 (1992), no. 1, 38–45.
2. 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.
3. Xie Yingchao, Weak convergence of sequences of random measures. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed. 1993, no. 4, 1–5.
4. Xie Yingchao, Local convergence of generalized subpramarts. (Chinese) J. East China Norm. Univ. Natur. Sci. Ed. 1993, no. 4, 6–12.
5. Xie Yingchao, Vague convergence of locally integrable martingale measures. Stochastic Process. Appl. 52 (1994), no. 2, 211–227.
6. Xie Yingchao, Hilbert valued martingale measures and stochastic integral. Nanjing Daxue Xuebao Shuxue Bannian Kan 12 (1995), no. 1, 65–76.
7. Xie Yingchao, Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures. Stochastic Process. Appl. 59 (1995), no. 2, 277–293.
8. 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.
9. Xie Yingchao, Chen Bin, Representation theorems for martingale measures with values in a Hilbert space. (Chinese) Gongcheng Shuxue Xuebao 13 (1996), no. 4, 49–55.
10. Xie Yingchao, Weak convergence of integrable martingale measures. Chinese J. Appl. Probab. Statist. 12 (1996), no. 4, 393–400.
11. Xie Yingchao, Φ∗-valued martingale measures and stochastic integration. (Chinese) Kexue Tongbao (Chinese) 42 (1997), no. 4, 357–359.
12. Xie Yingchao, Weak convergence of Hilbert valued martingale measures. Stochastic Anal. Appl. 15 (1997), no. 3, 443–462.
13. Xie Yingchao, Representation of Φ∗-valued martingale measures. (Chinese) Chinese J. Appl. Probab. Statist. 15 (1999), no. 2, 147–151.
14. Xie Yingchao, The pricing of contingent claims in continuous time incomplete financial markets. (Chinese) J. Xuzhou Norm. Univ. Nat. Sci. Ed. 18 (2000), no. 1, 1–3.
15. Li, Leong-Kwan, Pang, Wan-Kai, Xie Yingchao, Weak convergence of Hilbert-valued semimartingale sequence. Chinese J. Appl. Probab. Statist. 16 (2000), no. 4, 423–434.
16. Xie Yingchao, Φ′-valued martingale measures and their limit theorems. Stochastic Anal. Appl. 19 (2001), no. 3, 413–432.
17. Xie Yingchao, Exact solutions for stochastic KdV equations. Phys. Lett. A 310 (2003), no. 2-3, 161–167.
18. Xie Yingchao, Approximation of upper Lyapunov exponents of linear SDE with jumps. Chinese J. Appl. Probab. Statist. 19 (2003), no. 2, 176–186.
19. Xie Yingchao, Exact solutions for stochastic mKdV equations. Chaos Solitons Fractals 19 (2004), no. 3, 509–513.
20. Xie Yingchao, Positonic solutions for Wick-type stochastic KdV equations. Chaos Solitons Fractals 20 (2004), no. 2, 337–342.
21. Xie Yingchao, On the estimations of smooth densities for integro-differential operators. Stochastic Anal. Appl. 22 (2004), no. 1, 211–236.
22. Xie Yingchao, Vague convergence of semimartingale random measures. Stochastic Anal. Appl. 22 (2004), no. 2, 315–332.
23. Xie Yingchao, Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations. Chaos Solitons Fractals 21 (2004), no. 2, 473–480.
24. Xie Yingchao, An auto-Bäcklund transformation and exact solutions for Wick-type stochastic generalized KdV equations. J. Phys. A 37 (2004), no. 19, 5229–5236.
25. Xie Yingchao, Exact solutions for Wick-type stochastic coupled KdV equations. Phys. Lett. A 327 (2004), no. 2-3, 174–179.
26. Chen Bin, Xie Yingchao, An auto-Bäcklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations. Chaos Solitons Fractals 23 (2005), no. 1, 243–248.
27. Chen Bin, Xie Yingchao, Exact solutions for generalized stochastic Wick-type KdV-mKdV equations. Chaos Solitons Fractals 23 (2005), no. 1, 281–287.
28. Chen Bin, Xie Yingchao, Exact solutions for Wick-type stochastic coupled Kadomtsev-Petviashvili equations. J. Phys. A 38 (2005), no. 4, 815–822.
29. Xie Yingchao, Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation. Phys. Lett. A 340 (2005), no. 5-6, 403–410.
30. Xie Yingchao, Convergence of stochastic integrals with respect to Hilbert-valued semimartingales. J. Math. Soc. Japan 57 (2005), no. 3, 735–751.
31. Chen Bin, Xie Yingchao, White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations. J. Comput. Appl. Math. 197 (2006), no. 2, 345–354.
32. Sun Xin Xiu, 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), no. 4, 688–698.
33. Xie Yingchao, On the estimation of smooth densities for Poisson functionals. Chinese J. Appl. Probab. Statist. 22 (2006), no. 1, 89–101.
34. Chen Bin, Xie, Yingchao, Exact solutions of the Wick-type stochastic mKP equation. Chaos Solitons Fractals 31 (2007), no. 1, 173–178.
35. Xie Yingchao, Existence and uniqueness of solutions of SPDE with non-Lipschitz and non-time-homogeneous coefficients. J. Xuzhou Norm. Univ. Nat. Sci. Ed. 25 (2007), no. 1, 1–5.
36. Chen Bin, Xie Yingchao, Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations. J. Comput. Appl. Math. 203 (2007), no. 1, 249–263.
37. Chen Bin, Xie, Yingchao, New solutions for the Wick-type 2-dimensional stochastic compound KdV equations. Chaos Solitons Fractals 33 (2007), no. 3, 864–869.
38. Dong Zhao, Xie Yingchao, Approximation of Lyapunov exponents of nonlinear stochastic systems with jumps. (Chinese) Acta Math. Appl. Sin. 30 (2007), no. 1, 23–34.
39. Xiao Xiao Qing, Xie Yingchao, Convergence theorems for limit processes of integrated errors of a semimartingale sequence. (Chinese) Chinese J. Appl. Probab. Statist. 24 (2008), no. 6, 561–573.
40. Han Xiu, Xie Yingchao, Hyperbolic white noise functional solutions of Wick-type stochastic compound KdV-Burgers equations. Chaos Solitons Fractals 39 (2009), no. 4, 1715–1720.
41. Dong Zhao, Xie Yingchao, Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise. Sci. China Ser. A 52 (2009), no. 7, 1497–1524.
42. Dong Zhao, Xie Yingchao, Ergodicity of linear SPDE driven by Lévy noise. J. Syst. Sci. Complex. 23 (2010), no. 1, 137–152.
43. Xie Yingchao, The random attractors of stochastic Duffing-van der Pol equations with jumps. Chinese J. Appl. Probab. Statist. 26 (2010), no. 1, 9–23.
44. Xie Yingchao, Poincaré inequality for linear SPDE driven by Lévy noise. Stochastic Process. Appl. 120 (2010), no. 10, 1950–1965.
45. Dong Zhao, Xie Yingchao, Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise. J. Differential Equations 251 (2011), no. 1, 196–222.
46. Li Yueling, Sun Xiaobin, Xie Yingchao, Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise. Potential Anal. 38 (2013), no. 2, 381–396.
47. Li Yueling, Lü Hongfeng, Sun Xiaobin, Xie Yingchao, Exponential behaviour of stochastic 2D Navier-Stokes equations driven by Lévy noise. Chinese J. Appl. Probab. Statist. 29 (2013), no. 2, 151–166.
48. Sun Xiaobin, Xie Yingchao, Ergodicity of stochastic dissipative equations driven by α-stable process. Stoch. Anal. Appl. 32 (2014), no. 1, 61–76.
49. Xie Yingchao, Zhang Qi, Zhang Xicheng, Probabilistic approach for semi-linear stochastic fractal equations. Stochastic Process. Appl. 124 (2014), no. 12, 3948–3964.
50. Hu Bing, Sun Xiaobin, Xie Yingchao, Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise. Illinois J. Math. 58 (2014), no. 1, 167–205.
51. Li Yueling, Xie Yingchao, Zhang Xicheng, Large deviation principle for stochastic heat equation with memory. Discrete Contin. Dyn. Syst. 35 (2015), no. 11, 5221–5237.
52. Zhu Hong, Xie Yingchao, Xu Maochao, Discrete truncated power-law distributions. Aust. N. Z. J. Stat. 58 (2016), no. 2, 197–209.
53. Sun Xiaobin, Xie Yingchao, Poincaré-type inequality and integration by parts formula for non-symmetrical dissipative stochastic systems driven by Lévy noise. J. Systems Sci. Math. Sci. 36 (2016), no. 2, 248–266.
54. Xie Yingchao, Zhang Xicheng, Stochastic integrals and BDG's inequalities in Orlicz-type spaces. Stochastic Process. Appl. 127 (2017), no. 10, 3228–3250.
55. Song Yulin, Xie Yingchao, Existence of density functions for the running maximum of a Lévy-Itô diffusion. Potential Anal. 48 (2018), no. 1, 35–48.
56. Röckner Michael, Wu Weina, Xie Yingchao, Stochastic porous media equation on general measure spaces with increasing Lipschitz nonlinearities. Stochastic Process. Appl. 128 (2018), no. 6, 2131–2151.
57. Sun Xiaobin, Xie Yingchao, Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching. Front. Math. China 13 (2018), no. 6, 1447–1467.
58. Chen Peng, Song Renming, Xie Longjie, Xie Yingchao, Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation. J. Korean Math. Soc. 56 (2019), no. 1, 91–111.
59. Li Yueling, Xie Longjie, Xie Yingchao, Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises. J. Differential Equations 266 (2019), no. 5, 2638–2665.
60. Li Shihu, Liu Wei, Xie Yingchao, Exponential mixing for stochastic 3D fractional Leray-α model with degenerate multiplicative noise. Appl. Math. Lett. 95 (2019), 1–6.
61. Li Shihu, Liu Wei, Xie Yingchao, Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22 (2019), no. 1, 1950002, 20 pp.
62. Sun Xiaobin, Xie Yingchao, Xu Lihu, Exponential mixing for SPDEs driven by highly degenerate Lévy noises. Illinois J. Math. 63 (2019), no. 1, 75–102.
63. Li Shihu, Liu Wei, Xie Yingchao, Large deviations for stochastic 3D Leray-α model with fractional dissipation. Commun. Pure Appl. Anal. 18 (2019), no. 5, 2491–2510.
64. Hu Yaozhong, Nualart David, Sun Xiaobin, Xie Yingchao, Smoothness of density for stochastic differential equations with Markovian switching. Discrete Contin. Dyn. Syst. Ser. B 24 (2019), no. 8, 3615–3631.
65. Dong Zhao, Song Yulin, Xie Yingchao, Derivative formula and coupling property for linear SDEs driven by Lévy processes. Acta Math. Appl. Sin. Engl. Ser. 35 (2019), no. 4, 708–721.
66. Sun Xiaobin, Xie Longjie, Xie Yingchao, Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant α-stable process. Statist. Probab. Lett. 158 (2020), 108664, 8 pp.
67. Liu Wei, Röckner Michael, Sun Xiaobin, Xie Yingchao, Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients. J. Differential Equations 268 (2020), no. 6, 2910–2948.
68. Li Shihu, Xie Yingchao, Averaging principle for stochastic 3D fractional Leray-α model with a fast oscillation. Stoch. Anal. Appl. 38 (2020), no. 2, 248–276.
69. Sun Xiaobin, Xie Longjie, Xie Yingchao, Pathwise uniqueness for a class of SPDEs driven by cylindrical α-stable processes. Potential Anal. 53 (2020), no. 2, 659–675.
70. Song Renming, Xie Longjie, Xie Yingchao, Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradients. Sci. China Math. 63 (2020), no. 11, 2343–2362.
71. Li Shihu, Liu Wei, Xie Yingchao, Small time asymptotics for SPDEs with locally monotone coefficients. Discrete Contin. Dyn. Syst. Ser. B 25 (2020), no. 12, 4801–4822.
72. Sun Xiaobin, Xie Longjie, Xie Yingchao, Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients. J. Differential Equations 270 (2021), 476–504.
73. Gao Junrong, Li Shihu, Sun Xiaobin, Xie Yingchao, Averaging principle for slow-fast stochastic 2D Navier-Stokes equation driven by Lévy noise. Math. Methods Appl. Sci. 44 (2021), no. 7, 5475–5500.
74. Röckner Michael, Sun Xiaobin, Xie Yingchao, Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations. Ann. Inst. Henri Poincaré Probab. Stat. 57 (2021), no. 1, 547–576.
75. Sun Xiaobin, Xie Longjie, Xie Yingchao, Strong and weak convergence rates for slow-fast stochastic differential equations driven by α-stable process. Bernoulli 28 (2022), no. 1, 343–369.
76. Liu Wei, Roeckner Michael, Sun Xiaobin, Xie Yingchao, Strong Averaging Principle for Slow-Fast Stochastic Partial Differential Equations with Locally Monotone Coefficients. Appl. Math. Optim. 87 (2023), no. 3, Paper No. 39, 31 pp.
77. Sun Xiaobin, Xie Yingchao, Orders of strong and weak averaging principle for multi-scale SPDEs driven by
78. Liu Yao, Xie Yingchao, Zhang Mengge, Phase transitions for a class of time-inhomogeneous diffusion processes. J. Stat. Phys. 190 (2023), no. 3, Paper No. 42, 16 pp.
博士研究生
2012级：孙晓斌
2014级：武伟娜
2016级：李石虎
硕士研究生
2000级：周清
2001级：肖小庆 孙信秀 王增武
2003级：刘海洋 时颖慧 朱伏波
2004级：韩修静 毛伟 许建
2005级：韩秀 周勤 朱爱林
2006级：杨翠 高婷 宋玉林 徐英 吴娇
2007级：陈浩 崔柳平 张春 张媛媛 单良 王涛
2008级：吕洪风 石常博 汪先坤
2009级：胡冰 聂然 孙晓斌
2010级：杜长鑫 郭明龙 莫志娟
2011级：林晓晓 武伟娜 王彦臻 王园园
2012级：朱笑雨 朱虹 侍赛 顾维维 韩珍皊
2013级：李石虎 徐礼柏 杨婷 赵美玲
2014级：陈鹏 曹宁 赵新宇
2015级：陈进春 陈帅余 苗苗 谢翠婷 缪亮亮
2016级：丁月 张晓龙 尤康 丁轶凡 赵颖 黄金龙
2017级：陈雅兰 高俊蓉
2018级：周星成 葛怡 夏慧莲
2019级：刘瑶 张梦鸽
2020年：侯月文 陈文泽
2021年：佟小华 侯昭平 薛丽敏
2022年：戴康 孙焱军 刘蕊蕊
2023年：任雪妍 黄鑫