邵井海
教师名称:邵井海
教师拼音名称:Shao Jinghai
出生日期:1978-11-07
性别:男
职称:教授
其他联系方式
邮箱:shaojh@bnu.edu.cn
基本信息
研究方向
获奖情况
论文成果
My research interests are Stochastic analysis on infinite dimensional spaces, Functional inequalities, Optimal transport map, Risk management and Regime-switching processes.
Interested in the Functional inequalities, Stochastic analysis in infinite dimensional space, Optimal transport map, Estimation and Calculation of exit probability for stochastic processes, Regime-switching processes
2008, National Excellent Doctoral Dissertation of P.R. China, Ministry of Education
2007, Zhong Jiaqing Mathematics award, Chinese Mathematical Society
30. J. Shao, L.D. Wang, Variational formula for the stability of regime-switching diffusion processes, to appear SCIENCE CHINA Mathematics..2017
29. J. Shao, Ergodicity and first passage probability of regime-switching geometric Brownian motions, to appear in Chinese Annals of Mathematics, Series B. .2017
28. J. Shao, Stabilization of regime-switching process by feedback control based on discrete time observations, SIAM J. Control Optim. 55 (2017), no. 2, 724–740..2017
27. J. Bao, J. Shao, C. Yuan, Approximation of invariant measures for regime switching diffusions, Potential Anal. 44 (2016), no. 4, 707–727. .2017
26. J. Bao, J. Shao, Permanence and extinction of regime-switching predator-prey models, SIAM J. Math. Anal. 48 (2016), no. 1, 725–739. .2017
25. J. Shao, Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space, SIAM J. Control Optim. 53 (2015), no. 4, 2462-2479. .2017
24. J. Shao, Criteria for transience and recurrence of regime-switching diffusion processes, Electron. J. Probab. 20 (2015), no. 63, 1–15..2017
23. H. Ji, J. Shao, First passage probabilities of one-dimensional diffusion process, Front. Math. China, 10(2015), 901–916..2017
22. J. Shao, C.G. Yuan, Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. J. Math. Anal. Appl. 425 (2015), 632–654. .2017
21. J. Shao, Ergodicity of regime-switching diffusions in Wasserstein distances, Stoch. Proc. Appl. 125 (2015), pp. 739-758..2017
20. J. Shao, F. Xi, Stability and recurrence of regime-switching diffusion processes, SIAM J. Control Optim. 52(6), 3496-3516, 2014. .2017
19. J. Shao, Ergodicity of one-dimensional regime-switching diffusion processes, SCIENCE CHINA Mathematics 57(11), 2407-2414, 2014..2017
18. J. Shao, F. Xi, Strong ergodicity of the regime-switching diffusion processes. Stoch. Proc. Appl. 123 (2013), 3903-3918..2017
17. F. Xi, J. Shao, Successful Couplings for Diffusion Processes with State-Dependent Switching, SCIENCE CHINA Mathematics, 56(10), 2013, 2135-2144. .2017
16. J. Shao, Harnack inequalities and heat kernel estimates for SDEs with singular drifts, Bull. Sci. Math. 137(2013), 589-601. .2017
15. J. Shao, X. Wang, Estimates of exit probability for two correlated Brownian motions, Adv. Appl. Prob. 45(2013), 37-50 .2017
14. J. Shao, F.Y. Wang, C.G. Yuan, Harnack Inequalities for Stochastic (Functional) Differential Equations with Non-Lipschitzian Coefficients, Electron. J. Probab. 17 (2012), no. 100, 1–18. .2017
13. J. Shao, Measure-valued continuous curves and processes in total variation norm, J. Math. Anal. Appl. 392 (2012) 179-191..2017
12. S. Fang, J. Shao, Fokker-Planck equation with respect to heat measures on loop groups, Bull. Sci. math. 135 (2011) 775–794.2017
11. J. Shao, Transportation cost inequalities for Wasserstein diffusions, Bull. Sci. Math. 135 (2011), 383-394.2017
10. J. Shao, A new probability measure-valued stochastic process with Ferguson -Dirichlet process as reversible measure, Electron. J. Probab. 16 (2011) 271-292. .2017
9. J. Shao, From the heat measure to the pinned Wiener measure on loop groups, Bull. Sci. Math. 135 (2011) 601–612..2017
8. J. Shao, Harnack inequalities and HWI inequalities on infinite dimensional spaces, Acta Mathematica Sinica, English Series, 27 (2011), No. 6, 1195-1204..2017
7. S. Fang, J.Shao, T. Sturm, Wasserstein space over the Wiener space, Probab. Theory Related Fields, 146 (2010), 535-565.2017
6. J. Shao, Modified Logarithmic Sobolev Inequalities and Transportation Cost Inequalities in ℝn, Potential Analysis,31 ( 2009),183-202.2017
5.J. Shao, Y.H. Mao, Estimation of the Dirichlet eigenvalues of birth-death process on trees, ACTA Math. Sinica. Chinese series, 50( 2007), 507-516 .2017
4.S. Fang, J. Shao, Optimal transport maps for Monge-Kantorovich problem on loop groups, J. Funct. Anal. 248(2007), 225-257. .2017
3.J. Shao, Hamilton-Jacobi semigroups in infinite dimensional spaces, Bull. Sci. Math. 130 (2006), 720-738. .2017
2.S. Fang, J. Shao, Distance riemannienne, théorème de Rademacher et inégalité de transport sur le groupe des lacets, C.R. Acad. Sci. Paris. Ser. I 341(2005), 445-450. .2017
1.S. Fang, J. Shao, Transportation cost inequalities on path and loop groups, J. Functional Analysis 218 (2005), 293-317..2017
教育经历
2003.9-2006.1
Beijing Normal University Probability Ph.D
2003.9-2006.9
University of Bourgogne, France Mathematics Ph.D
2000.9-2003.7
Beijing Normal University Mathematics Master
1996.9-2001.7
Beijing Normal University Mathematics B.C
工作经历
2017.1
-2019.12
|Center for Applied Mathematics|Tianjin University
2006.10
-2016.12
|School of Mathematical Sciences|Beijing Normal University |