东华大学 理学院 闫理坦（教授）导师介绍

【*】简历
男，教授，博士生导师，理学博士。1983年7月本科毕业于黑龙江大学数学系数学专业，获理学学士学位；1985年—1986年在西安电子科技大学研究生院学习；1996年1月—2002年3月受日本政府奖学金资助在日本国立富山大学（Toyama University）留学，获理学博士学位。师从N. Kazamaki教授与K. Kobayashi教授。

【*】研究领域和方向
随机分析及其应用，主要侧重于：鞅论、Levy过程、极限定理、随机微分方程与扩散过程、分数Brown运动、金融与风险分析等。

【*】近几年承担的科研项目情况：
国家自然科学基金、教育部重点项目、留学回国基金等。

【*】近五年主要出版物：
[25] L. Yan, J. Liu and X. Yang, Integration with respect to fractional local time,Potential Analysis, 30 (2009), 115-138.
[24] L. Yan and J. Liu, On the collision local time of bi-fractional Brownian motions, Stoch. Dyn. 9, No. 3 (2009).
[23] L. Yan and D. Xue, A delayed fractional Black-Scholes formula, to appear in Quart. J. Math. (2008).
[22] J. Liu and L. Yan, Intersection local time of two independent bifractional Brownian motions, to appear in Quart. J. Math. (2008).
[21] L. Yan and Y. Lu, Some properties of fractional Ornstein-Uhlenbeck process, J. Phys. A: Math. Theor. 41 (2008) 145007 (17pp)
[20] L. Yan and Y. Sun, On the linear fractional self-attracting diffusion, Journal of Theoretical Probability, (2008) 21, 502–516.
[19] L. Yan and X. Yang, p--variation of an integral functional driven by fractional Brownian motion, Statistics & Probability Letters, 78 (2008), 1148–1157.
[18] X. Yang and L. Yan, Some remarks on local time-space calculus, Statistics & Probability Letters, 77 (2007), 1600-1607.
[17] L. Yan and Y. Lu, Tanaka formula for a Gaussian process, Stochastic Differential Equations and Related Topics (单行本), 35-49 (2007).
[16] L. Lu and L. Yan, --on a ratio involving a Bessel process, J. Zhejiang Univ. Sci. A, 8 (2007), 158-163.
[15] L. Yan and N. Yoshida, Oscillations of characteristic initial value problems for hyperbolic equations with delays, Indian J Pure Appl Math. 37 (2006), 357-377.
[14]L. Yan and M. Tian, On local time of fractional Ornstein-Uhlenbeck process, Lett. Math. Phy. 73 (2006), 209 – 220.
[13] 闫理坦等，《随机积分与不等式》，科学出版社、北京2005.
[12] L. Yan and N. Kazamaki, On the distance between and in the space of continuous BMO-martingales, Studia Math. 168 (2005), 129-134.
[11] L. Yan and B. Zhu, -estimates on diffusion processes, J. Math. Anal. Appl. 303 (2005), 418-435.
[10] L. Yan and J. Ling, Stochastic integral for Bessel process, Stat. Prob. Lett. 74 (2005), 93-102.
[9] L. Yan, Maximal inequalities for a time-inhomogeneous diffusion process, J. Math. Phy. 46 No. 8 (2005).
[8] L. Yan, Maximal inequalities for iterated fractional integrals, Stat. Prob. Lett. 69 (2004), 69-79.
[7] L. Yan, Two inequalities for iterated stochastic integrals, Archiv der Mathematik, 82 (2004), 377-384.
[6] L. Yan and Y. Li, Maximal inequalities for CIR processes, Lett. Math. Phy. 68 (2004), 17-30.
[5] L. Yan and B. Zhu, A ration inequality for Bessel processes, Stat. Prob. Lett. 66 (2004), 35-44.
[4] L. Yan, Maximal inequalities for a continuous semimartingale, Stoch. Stoch. Reports, 75 (2003), No.1-2, 47-56.
[3] L. Yan, Some ration inequalities for iterated stochastic integrals, Math. Nachr. 259 (2003), 84-98.
[2] L. Yan and Y. Guo, Maximal inequalities for a series of continuous local martingales, SUT J. Math. 39 (2003), 71—84.
[1] L. Yan and Y. Guo, Convergence of weighted sums of products of random variables with long-range dependence, Inter. Inform. Sci. 9 (2003), 269-289.

【*】近期投稿的部分论文：
1. The weighted quadratic covariation for fBm with Hurst index less than 1/2.
2. Ito's formula for the sub-fractional Brownian motion.
3. Quadratic covariation and Itô’s formula for a bi-fractional Brownian motion.
4. On the collision local time of sub-fractional Brownian Motions.
5. The law of a stochastic integral with respect to sub-fractional Brownian motion.
6. Intersection local time and calculus for Levy area process.
7. The weighted quadratic covariation for fBm with Hurst index greater than 1/2.