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薄立军 ( 教授 )
的个人主页 http://faculty.ustc.edu.cn/bolijun/zh_CN/index.htm
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论文成果当前位置：中文主页 >> 科学研究 >> 论文成果

[21] An Optimal Portfolio Problem in a Defaultable Market, (with Y. Wang and X. Yang) Advances in Applied Probability, Vol. 42, No. 3, pp. 689-705, 2010.
[22] Support Theorem for a Stochastic Cahn-Hilliard Equation, (with K. Shi and Y. Wang) Electronic Journal of Probability, Vol. 15, No. 1, pp. 484-525, 2010.
[23] On a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process, (with K. Shi and Y. Wang) Journal of Theoretical Probability, Vol. 23, No. 1, pp. 328-343, 2010.
[24] Large Deviations for Perturbed Reflected Diffusion Processes, (with Tusehng Zhang) Stochastics, Vol. 81, No. 6, pp. 531-543, 2009.
[25] On a Class of Stochastic Anderson Models with Fractional Noises, (with Y. Jiang and Y. Wang) Stochastic Analysis and Applications, Vol. 26, No. 2, pp. 256-273, 2008.
[26] Lyapunov Exponent Estimates of A Class of Higher-Order Stochastic Anderson Models, (with D. Tang) Proceedings of AMS, Vol. 136, No. 11, pp. 4033-4043, 2008.
[27] Explosive Solutions of Stochastic Wave Equations with Damping on R^d, (with D. Tang and Y. Wang) Journal of Differential Equations, Vol. 244, No. 1, pp. 170-187, 2008.
[28] On the First Passage Times of Reflected OU Processes with Two-Sided Barriers, (with Y. Wang and L. Zhang) Queueing Systems: Theory and Applications, Vol. 54, No. 4, pp. 313-316, 2006.
[29] Stochastic Cahn–Hilliard Partial Differential Equations with Levy Spacetime White Noises, (with Y. Wang) Stochastics and Dynamics, Vol. 6, No. 2, pp. 229-244, 2006.
[30] 薄立军,薄立军.OPTIMAL INVESTMENT UNDER INFORMATION DRIVEN CONTAGIOUS DISTRESS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2016,55(2):1020-1068.

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