一、个人简介
范锡良,安徽师范大学数学与统计学院教授,硕士生导师。2013年博士毕业于北京师范大学,师从王凤雨教授,2020年1月至2021年6月在德国比勒费尔德大学(Bielefeld University)从事博士后研究,师从Michael Röckner教授。主要研究方向为随机分析,发表国内外高水平论文二十余篇,主持安徽省自然科学基金面上项目、国家自然科学基金青年项目等。
E-mail: fanxiliang0515@163.com
二、预印本(available on arXiv)
[1]Xiliang Fan, Jianglun Wu,Distribution dependent BSDEs drivenby Gaussian processes,arXiv:2302.03412.
[2]Xiliang Fan, Ting Yu, Chenggui Yuan,Asymptotic behaviors for distribution dependentSDEs driven by fractional Brownian motions,arXiv:2207.01525.
[3]Xiliang Fan,MichaelRöckner, ShaoqinZhang,A unified approach to gradient typeformulas for BSDEs and some applications,arXiv:2103.06761.
三、部分发表论文(2019年-2023年)
[1]Xiliang Fan, Xiaoyan Jiang,Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process,Discrete Contin. Dyn. Syst. Ser. S,2023. Doi:10.3934/dcdss.2023031.
[2]Xiliang Fan, Xing Huang, Yongqiang Suo, Chenggui Yuan,Distribution dependent SDEs driven by fractional Brownian motions,Stochastic Process. Appl., 2022, 151:23–67.
[3]Xiliang Fan, Zhenzhen Feng, Stability of fractional SDEs with Markov switching perturbed by transition rate matrices,SIAM J. Control Optim., 2022, 60: 2835–2858.
[4]Xiliang Fan, Rong Yu, Bismut type derivative formulae and gradient estimate formultiplicative SDEs with fractional noises,Stochastics, 2022, 94:493–518.
[5]Xiliang Fan, Jianglun Wu, Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes,Potential Anal., 2021, 54: 483–501.
[6]Xiliang Fan, Zhaoqin Zhang, Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts,Bull. Sci. Math., 2021, 170: 103011, 33pp.
[7]Xiliang Fan, Derivative formulas and applications for degenerate stochastic differential equations with fractional noises,J. Theoret. Probab.,2019, 32: 1360–1381.