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數(shù)字引領(lǐng)時(shí)代  智能開(kāi)創(chuàng)未來(lái)

沈鈿(SHEN Dian)

講師電話(huà):
 電子郵件:[email protected]

教育背景

博士(概率論與數(shù)理統(tǒng)計(jì)),2017.09-2023.06,浙江大學(xué)
學(xué)士(數(shù)學(xué)與應(yīng)用數(shù)學(xué)),2013.09-2017.06,山東大學(xué)


研究領(lǐng)域

隨機(jī)微分方程、馬爾科夫鏈、隨機(jī)算法

簡(jiǎn)介

上海對(duì)外經(jīng)貿(mào)大學(xué)統(tǒng)計(jì)與數(shù)據(jù)科學(xué)學(xué)院講師。

 

部分發(fā)表論文

  1. Su, Zhong-gen; Lei, Yu-huan; Shen, Tian.  Tracy-Widom distribution, Airy2 process and its sample path properties. Appl. Math. J. Chinese Univ. Ser. B 36 (2021), no. 1, 128–158.

  2. Jin, X., Shen, T., Su, Z. . Using Stein's method to analyse Euler-Maruyama approximations of regime-switching jump diffusion processes.  Journal of Theoretical Probability, 36(2023): 1797-1828.

  3. Chen, P., Jin, X., Shen, T., Su, Z.. Variable-Step Euler-Maruyama Approximations of Regime-Switching Jump Diffusion Processes.  Journal of Theoretical Probability,37(2024): 1597-1626.

  4. Jin, X., Shen, T., Su, Z., Tan, Y. The Euler-Maruyama approxima -tion of State-dependent regime switching diffusions. Journal of Theoretical Probability , 38(2025):2.


科研項(xiàng)目

  1. 國(guó)家自然科學(xué)基金面上項(xiàng)目,隨機(jī)增長(zhǎng)過(guò)程的概率分析及其應(yīng)用,2019.1-2022.12,參與

  2. 國(guó)家自然科學(xué)基金面上項(xiàng)目,Airy 過(guò)程的概率分析及其應(yīng)用,2023.1-2026.12,參與