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任永

发布人:李妍
发布日期:2018-01-04
浏览次数:1445

个人简介

任永,男,19761月生,安徽霍邱人,中共党员,理学博士,澳大利亚塔斯马尼亚大学博士后研究员,教授,博士生导师,现任数学计算机科学学院院长,安徽师范大学生物数学二级学科博士点和数学一级学科硕士点负责人,安徽省学术和技术带头人,主要从事随机微分方程及其应用研究工作,E-mail:renyong@126.com

 

所受教育

19919-1994霍邱一中读高中
1994
9-1998安徽师范大学数学系读本科,获理学学士学位
2000
9-2003安徽师范大学数学系读硕士,获理学硕士学位,研究方向: 无穷粒子系统,导师:丁万鼎教授、祝东进教授
2003
9-2006华东理工大学数学系读博士,获理学博士学位,研究方向: 随机微分方程及其应用,导师:夏宁茂教授
20085- 2010.5 澳大利亚Tasmania大学博士后研究员,研究领域:随机流模型,合作导师:Dr Malgorzata O'Reilly

 

职称职位

19987200311    安徽师范大学助教
2003
11-20067     安徽师范大学讲师
2006
7200911    安徽师范大学副教授(破格)
2009
12           安徽师范大学教授(破格)
2008
5- 2010.5       澳大利亚Tasmania大学博士后研究员

 

研究领域

倒向随机微分方程、泛函型随机微分方程、随机控制、随机流模型

 

讲授课程

本科生:概率论与数理统计
研究生:随机分析初步、随机微分方程

 

主持的主要科研项目

1.        国家自然科学基金面上项目:几类倒向双重随机微分方程及其应用研究(11371029), 2014.12017.12,经费:62万元

2.      国家自然科学基金青年基金项目:由Lévy过程驱动的几类倒向随机微分方程研究(10901003)2010.1—2012.12,经费:16万元(已结题)

3.      国家自然科学基金数学天元青年基金项目:反射型倒向随机微分方程及其应用(10726075)2008.1—2008.12,经费:3万元(已结题)

4.      安徽省杰出青年基金项目:由G-布朗运动驱动的随机微分方程研究(1108085J08)2012.1—2013.12,经费:15万元(已结题,评价结果:优)

5.      2012年度安徽省杰出青年基金结题优秀类项目滚动支持项目:机微分方程若干问题研究(1508085JGD10)2015.7—2017.6,经费:8万元

6.      教育部科学技术研究重点项目:由Lévy过程驱动的随机偏泛函微分系统能控性问题研究(211077)2011.1—2013.12,经费:5万元(已结题)

7.      安徽省自然科学基金青年项目:多值倒向双重随机微分方程研究(10040606Q30),2011.1—2013.12,经费:4万元(已结题,评价结果:优)

8.      安徽省高校省级自然科学研究重大项目:无穷时滞脉冲微分系统及其可控性研究(KJ2010ZD02)2010.1—2012.12,经费:5万元(已结题)

9.      安徽省高校优秀拔尖人才培育资助暨省级学术技术带头人培养资助计划项目,20142016,主要用于出国访问、学术交流以及课题研究补充经费,经费:30万元

 

论文

Acta Applicandae Mathematicae, ANZIAM J., Applied Mathematics and  Computation, C. R. Acad. Sci. Paris, Ser. I., Integral Equations and Operator TheoryInternational Journal of Control, Journal of  Computational and Applied Mathematics, Journal of Mathematical Physics, Journal of Optimization Theory and Applications, Mathematical and Computer Modelling, Modern Physics Letters B, Nonlinear Analysis: Real World ApplicationsStatistics & Probability LettersSemigroup Forum, Stochastic Analysis and Applications以及Stochastic and Dynamics10余种SCI期刊发表研究论文60余篇。

部分论文(以下通讯作者用注明)

倒向随机微分方程

[1] Ren YongXia NingmaoGeneralized reflected BSDE and an obstacle problem for PDEs with a nonlinear Neumann boundary conditionStochastic Analysis and Applications  24 (2006) 1013—1033 (SCI)

[2] Ren YongHu Lanying Reflected backward stochastic differential equations driven by Lévy processesStatistics & Probability Letters 77 (2007) 1599—1566 (SCI)

[3] Ren Yong, Lin AihongHu Lanying Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes, Journal of  Computational and Applied Mathematics 223 (2009) 701—709 (SCI)

[4] Ren YongFan Xiliang Reflected backward stochastic differential equations driven by a Lévy processANZIAM J.50 (2009) 486—500 (SCI)

[5] Ren YongOn solutions of backward stochastic Volterra integral equations with jumps in Hilbert spacesJournal of Optimization Theory and Applications 144 (2010) 319—333 (SCI)

[6] Ren Yong Mohamed EL Otmani, Generalized reflected BSDEs driven by a  Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition, Journal of Computational and Applied Mathematics 233 (2010) 2027—2043 (SCI)

[7] Ren Yong, Reflected backward doubly stochastic differential equations driven by a Lévy Process, C. R. Acad. Sci. Paris, Ser. I. 348 (2010) 439—444 (SCI)

[8] Ren Yong, Mohamed EL Otmani, Doubly reflected BSDEs driven by a Lévy process, Nonlinear Analysis: Real World Applications 13 (2012) 1252—1267 (SCI)

[9] Ren Yong, Auguste Aman, Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process, The African Diaspora Journal of Mathematics  13 (2012) 1—22

[10] Hu LanyingRen YongA note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz conditionApplied Mathematics and Computation 218 (2011) 4325—4332 (SCI)

[11] Hu LanyingRen YongStochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processesJournal of  Computational and Applied Mathematics  229 (2009) 230—239 (SCI)

[12] Fan XiliangRen YongZhu Dongjin, A note on the doubly reflected backward stochastic differential equations driven by a Lévy process, Statistics & Probability Letters 80 (2010) 690—696 (SCI)

[13] Zhou QingRen Yong, Wu Weixing, On solutions to backward stochastic partial differential equations for Lévy processes, Journal of Computational and Applied Mathematics, 235 (2011) 5411—5421 (SCI)

[14] Zhou Qing, Ren Yong﹡, Reflected backward stochastic differential equations with time delayed generatorsStatistics & Probability Letters 82 (2012) 979—990 (SCI)

[15] Lu Wen, Ren Yong﹡,Anticipated backward stochastic differential equations on Markov chains, Statistics & Probability Letters  83 (2013) 1711—1719 (SCI)

[16] Duan Pengju, Ren YongBSDEs on finite and infinite time horizon with discontinuous coefficients, Bull. Korean Math. Soc. 50 (2013) 1079—1086 (SCI)

[17] Auguste Aman,  Ren Yong, A new type of reflected backward doubly stochastic differential equations,  Communications on Stochastic Analysis 7 (2013) 607—630

[18] Liu Youxin, Ren Yong﹡,Anticipated BSDEs driven by time-changed Lévy noises, Journal of the Korean Statistical Society 44 (2015) 403—409 (SCI)

[19] Wu Helin, Ren Yong, Hu Feng, Continuous dependence property of BSDE with constraints, Applied Mathematics Letters 45 (2015) 41—46 (SCI)

[20] Lu Wen, Ren Yong, Hu Lanying, Mean-field backward stochastic differential equations in general probability spaces, Applied Mathematics and Computation, 263 (2015) 1—11 (SCI)

[21] Lu Wen, Ren Yong, Hu Lanying, Mean-field backward stochastic differential equations with subdifferential operator and its applications, Statistics & Probability Letters 106 (2015) 73—81 (SCI)

[22] 范锡良,任永,由Lévy过程驱动的反射型倒向随机微分方程,数学学报 542011839—852

 

G-布朗运动驱动的随机微分方程

[1] Ren YongHu Lanying A note on the stochastic differential equations driven by G-Brownian motionStatistics & Probability Letters 81 (2011) 580—585 (SCI)

[2] Ren YongBi Qiang, R. SakthivelStochastic functional differential equations with infinite delay driven by G-Brownian motion, Mathematical Methods in the Applied Sciences, 36 (2013) 1746—1759 (SCI)

[3] Ren YongJia Xuejuan, Hu Lanying, Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motionDiscrete and Continuous Dynamical System-B 20 (2015) 2157—2169  (SCI)

[4] Ren YongJia Xuejuan, R. SakthivelThe p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motionApplicable Analysis (SCI)

[5] Ren YongWang Jun, Hu Lanying, Multi-valued stochastic differential equations driven by G-Brownian motion and related stochastic control problems,International Journal of Control  DOI:10.1080/00207179.2016.1204560 (SCI)

[6] Hu Lanying, Ren YongXu Tianbao, p-moment stability of solutions to stochastic differential equations driven by G-Brownian motion, Applied Mathematics and Computation  230 (2014) 231—237 (SCI)

[7] Hu Lanying, Ren YongImpulsive stochastic differential equations driven by G-Brownian motion, In Brownian motion: elements, dynamics and applications, editors: Mark A. McKibben and Micah Webster, Nova Science Publishers, Inc, New York,  2015, Chapter 13, 231—242

[8] Gu Yuanfang, Ren Yong, R.Sakthivel, Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by G-Brownian motion, Stochastic Analysis and Applications 54 (2016) 528—545

 

泛函型随机微分方程及可控性

[1] Ren Yong, Lu ShipingXia NingmaoRemarks on the existence and uniqueness of solutions to stochastic functional differential equations with infinite delayJournal of Computational and Applied Mathematics 220 (2008) 364—372 (SCI)

[2] Ren YongXia NingmaoExistence, uniqueness and stability of solutions to neutral stochastic functional differential equations with infinite delayApplied Mathematics and  Computation  210 (2009) 72—79 (SCI)

[3] Ren Yong, Xia NingmaoA note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delayApplied Mathematics and  Computation  214 (2009) 457—461 (SCI)

[4] Ren Yong, Chen LiA note on the neutral stochastic functional differential equations with infinite delay and Poisson jumps in an abstract space, Journal of Mathematical Physics 50 (2009) 082704 (SCI)

[5] Ren YongSun Dandan, Second-order neutral impulsive stochastic evolution equations with delay, Journal of Mathematical Physics 50 (2009) 102709 (SCI)

[6] Ren YongSun Dandan, Second order neutral stochastic evolution equations with infinite delay under Carathéodory conditions, Journal of Optimization Theory and Applications 147 (2010) 569—582 (SCI)

[7] Ren YongHu LanyingR. Saktivel, Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay, Journal of Computational and Applied Mathematics, 235 (2011) 2603—2614 (SCI)

[8] Ren YongZhou QingChen LiExistence, uniqueness and stability of mild solutions for time-dependent evolution equations with Poisson jumps and infinite delay, Journal of Optimization Theory and Applications, 149 (2011) 315—331 (SCI)

[9] Ren Yong, R. Sakthivel, Existence, uniqueness and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps Journal of Mathematical Physics, 53 (2012) 073517 (SCI)

[10] Ren YongDai Honglin, R. SakthivelApproximate controllability of stochastic differential system driven by a Lévy process, International Journal of Control, 86 (2013) 1158—1164 (SCI)

[11] Ren YongCheng Xing, R. SakthivelOn time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay, Mathematical Methods in the Applied Sciences, 37 (2014) 2177—2184 (SCI)

[12] Ren YongHou Tingting, R. Sakthivel, Cheng Xing, A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Caratheodory conditionsApplied Mathematics and Computation 232 (2014) 658—665 (SCI)

[13] Ren YongCheng Xing, R. SakthivelImpulsive neutral stochastic functional integro-differential with infinite delay driven by fBm, Applied Mathematics and Computation  247 (2014) 205—212 (SCI)

[14] Ren YongHou Tingting, R. Sakthivel, Non-densely defined impulsive neutral stochastic functional differential equations driven by a fBm in a Hilbert space with infinite delayFrontiers of Mathematics in China 10 (2015) 351—365 (SCI)

[15] Ren YongWang Jun, Large deviation for mean-filed stochastic differential equations with subdifferential operator, Stochastic Analysis and Applications 34 (2016) 318—338 (SCI)

[16] Nikolaos HalidiasRen Yong An existence theorem for stochastic functional differential equations with delays under weak assumptionsStatistics & Probability Letters 78 (2008) 2864—2867 (SCI)

[17] R. SakthivelYong Ren, N.I.Mahmudov, Approximate controllability of second order stochastic differential equations with impulsive effects, Modern Physics Letters B 2420101559—1572 (SCI)

[18] Hu LanyingRen YongDoubly perturbed neutral stochastic functional equationsJournal of  Computational and Applied Mathematics  231 (2009) 319—326 (SCI)

[19] Hu Lanying, Ren YongExistence results for impulsive neutral stochastic functional integro-differential equations with infinite delays, Acta Applicandae Mathematicae 111 (2010) 303—317 (SCI)

[20] Lin Aihong, Ren YongXia Ningmao, On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators, Mathematical and Computer Modelling 51 (2010) 413—424 (SCI)

[21] R. SakthivelRen Yong, Hyunsoo Kim, Asymptotic stability of second-order neutral stochastic differential equations, Journal of Mathematical Physics 51 (2010) 052701 (SCI)

[22] R. Sakthivel, Ren Yong, Complete controllability of stochastic evolution equations with jumps, Report on Mathematical Physics 68 (2011) 163—173 (SCI)

[23] R. Sakthivel, Ren Yong, Exponential stability of second-order stochastic evolution equations with Poisson jumps, Communications in Nonlinear Science and Numerical Simulation 17 (2012) 4517—4523 (SCI)

[24] R. Sakthivel, P. Revathi, Ren YongExistence of solutions for nonlinear fractional stochastic differential equations, Nonlinear Analysis: Theory, Methods & Applications 81 (2013) 70—86 (SCI)

[25] P. Revathi, R. Sakthivel, D.-Y. Song, Ren Yong, Zhang Pei, Existence and stability results  for second-order stochastic equations driven by fractional Brownian motion, Transport Theory and Statistical Physics, 42 (2013) 299—317 (SCI)

[26] R. Sakthivel, R. Ganesh,  Ren Yong, S.M. Anthoni, Approximate controllability of nonlinear fractional dynamical systems,  Communications in Nonlinear Science and Numerical Simulation 18 (2013) 3498—3508  (SCI)

[27] P. Revathi, R. Sakthivel, Ren YongS. Marshal Anthoni, Existence of automorphic mild solutions to non-autonomous neutral stochastic differential equations, Applied Mathematics and Computation 230 (2014) 639—649 (SCI)

[28] Shen Guangjun, Ren YongNeutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space, Journal of the Korean Statistical Society, to appear  (SCI)

[29] R. SakthivelRen Yong, Amar Debbouche, N.I.Mahmudov, Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions, Applicable Analysis: An International Journal, to appear

[30] P.Revathi, R.Sakthivel, Ren Yong, Stochastic functional differential equations of Sobolev-type with infinite delay, Statistics & Probability Letters 109 (2015) 68—77 (SCI)

[31] Fan XiliangRen YongBismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions, Stochastic and Dynamics 17 (2017) 1750028  (SCI)

 

泛函微分方程及可控性

[1] Ren Yong, Qin Yan, R. Saktivel, Existence results for fractional order semilinear integro-differential evolution equations with infinite delay, Integral Equations and Operator Theory 67 (2010) 33—49 (SCI)

[2] Hu Lanying, Ren YongR.Sakthivel, Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays, Semigroup Forum 79 (2009) 507—514 (SCI)

[3] R. Sakthivel, N.I. Mahmudov, Ren Yong, Approximate controllability of the nonlinear third-order dispersion equation, Applied Mathematics and Computation 217 (2011) 8507—8511 (SCI)

[4] R. Sakthivel, Ren Yong, N.I. Mahmudov, Approximate controllability of semilinear fractional differential systems, Computer and Mathematics with Applications 62 (2011) 1451—1459 (SCI)

[5] R. SakthivelRen Yong, Approximate controllability of fractional differential equations with state-dependent delay, Results in Mathematics, doi: 10.1007/s00025-012-0245-y (SCI)

 

随机流模型

[1] Nigel G. Bean, Ma?gorzata M. O’Reilly, Ren Yong, Second-order Markov reward models driven by QBD processes, Performance Evaluation 69 (2012) 440—455 (SCI)

 

所获奖励

1. 2004   安徽师范大学优秀教学二等奖
2. 2005
   宝钢教育基金理事会优秀学生奖
3. 2008
   安徽省高校省级教坛新秀奖
4. 2010
   霍英东教育基金会第十二届高等院校青年教师奖
5. 2010
   安徽省第六届自然科学优秀学术论文二等奖
6. 2010
   安徽省省级教学成果三等奖(第一完成人)
7. 2013
   安徽省科学技术奖三等奖(第一完成人,自然科学类)

 

人才称号

1. 2008-2010年被聘为安徽师范大学学科建设关键教授岗位
2. 2010
年被遴选为安徽省学术和技术带头人后备人选
3. 2011
年被遴选为安徽省学术和技术带头人

 

国内外研究和访学经历

1.      2008.5—2010.5  澳大利亚塔斯马尼亚大学博士后

2.      2010.11.19—11.28 韩国成均馆大学访问

3.      2011.3—2011.6  山东大学彭实戈院士课题组访问

4.      2012.4.6—4.13 韩国成均馆大学访问

5.      2013. 4.21—4.27 韩国成均馆大学访问

6.      2015.6.7—8.10 法国勒芒大学访问

7.      2016. 6.2—6. 7 韩国成均馆大学访问