宋永生 - 中国科学院大学

个人简介

教育背景 2003-09--2008-07 中科院数学与系统科学研究院博士 1999-09--2003-07 山东大学数学学院学士工作简历 2020-03~现在, 中科院数学与系统科学研究院, 研究员 2013-03~2020-02,中科院数学与系统科学研究院, 副研究员 2008-07~2013-02,中科院数学与系统科学研究院, 助理研究员

研究领域

概率论、随机分析

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

SupermartingaledecompositiontheoremunderG-expectation LiH,PengSandSongY：Electron.J.Probab.23(2018),no.50,1-20. SteintypecharacterizationforG-normaldistributions HuM,PengSandSongY:Electron.Commun.Probab.22(2017),PaperNo.24,12pp. G-expectationweightedSobolevspaces,backwardSDEandpathdependentPDE PengSandSongY：J.Math.Soc.Japan,Vol.67(2015),No.4,1725–1757. ANoteOnG-normalDistributions SongY:Statistics&ProbabilityLetters,Volume106,November2015,Pages142–146. BackwardStochasticDifferentialEquationsDrivenbyG-BrownianMotion HuM,JiS,PengSandSongY:StochasticProcessesandtheirApplications124(2014),759-784. Comparisontheorem,Feynman–KacformulaandGirsanovtransformationforBSDEsdrivenbyG-Brownianmotion HuM,JiS,PengSandSongY:StochasticProcessesandtheirApplications124(2014),1170-1195. Acompleterepresentationtheoremfor-normalG-martingales PengS,SongY,andZhangJ:,Stochastics:AnInternationalJournalofProbabilityandStochasticProcesses,Vol.86(2014),No.4,609–631. CharacterizationsofprocesseswithstationaryandindependentincrementsunderG-expectation SongY:Annalesdel'InstitutHenriPoincare,Vol.49(2013),No.1,252–269. UniquenessoftherepresentationforG-martingaleswithfinitevariation SongY:Electron.J.Probab.17(2012),1-15. PropertiesofhittingtimesforG-martingaleandtheirapplications SongY:StochasticProcessesandtheirApplications121(2011)1770–1784. SomepropertiesonG-evaluationanditsapplicationstoG-martingaledecomposition SongY:ScienceChinaMathematics,54(2011),287-300. Riskmeasureswithcomonotonicsubadditivityorconvexityandrespectingstochasticorders SongYandYanJ:Insurance:MathematicsandEconomics45(2009),459-465. TherepresentationsoftwotypesoffunctionalsonL∞(Ω,F)andL∞(Ω,F,P) SongYandYanJ:ScienceinChinaSeriesA:Mathematics,49(2006),no.10,1376-1342.