个人简介
兰光强,男,教授,硕士生导师,数学学部主任。在本领域权威期刊发表论文近30篇。出版译著1部。博士毕业于北京师范大学,师从中国著名概率学家王凤雨教授。曾入选北京市青年英才计划,英国Swansea大学访问学者。主持国家自然科学基金两项,北京市自然科学基金一项。应邀担任美国数学评论评论员,北京市自然科学基金评审专家以及教育部硕士学位论文评审专家,应邀担任Far East Journal of Applied Mathematics编委以及Applied Numerical Mathematics、 Nonlinear Analysis: Hybrid Systems、 Journal of Computational and Applied Mathematics、 Numerical Algorithms、Applied Mathematics and Computation等十多家SCI期刊的审稿人。
教育经历
入学时间 |
毕业时间 |
学位授予单位 |
学历 |
2003-09-01 |
2008-06-01 |
北京师范大学 |
博士研究生毕业 |
1999-09-01 |
2003-06-01 |
安徽师范大学 |
大学本科毕业 |
工作经历
起始年月 |
截止年月 |
所在单位名称 |
2014-02-01 |
2014-07-01 |
英国斯旺西大学 |
2008-07-01 |
2019-02-28 |
北京化工大学 |
2019-03-01 |
至今 |
北京化工大学 |
研究领域
随机微分方程解的存在性、唯一性和稳定性等性质,以及对应数值解的收敛性和渐近稳定性等问题。
本科生
课程名称 |
开课学年 |
课程总学时 |
选课人数 |
课程性质 |
概率论与数理统计B |
2023 |
48 |
104 |
公共基础必修 |
概率论 |
2023 |
56 |
114 |
专业必修 |
概率论与数理统计B |
2023 |
48 |
106 |
公共基础必修 |
概率论与数理统计B |
2023 |
48 |
135 |
公共基础必修 |
概率论 |
2022 |
56 |
159 |
专业必修 |
概率论与数理统计 |
2022 |
48 |
113 |
公共基础必修 |
概率论与数理统计 |
2021 |
48 |
158 |
公共基础必修 |
概率论 |
2021 |
56 |
115 |
专业必修 |
保险精算 |
2020 |
48 |
21 |
专业选修 |
概率论与数理统计 |
2020 |
48 |
188 |
公共基础必修 |
概率论 |
2020 |
56 |
110 |
专业必修 |
概率论与数理统计 |
2019 |
48 |
117 |
公共基础必修 |
概率论 |
2019 |
56 |
114 |
专业必修 |
保险精算 |
2019 |
48 |
54 |
专业选修 |
研究生
课程名称 |
开课学年 |
总学时 |
开课方式 |
应用数理统计 |
2024 |
32 |
A公共基础课 |
随机微分方程 |
2024 |
48 |
A公共基础课 |
随机微分方程 |
2023 |
48 |
A公共基础课 |
应用数理统计 |
2023 |
48 |
A公共基础课 |
应用数理统计 |
2023 |
40 |
A公共基础课 |
应用数理统计 |
2022 |
40 |
A公共基础课 |
应用数理统计 |
2022 |
48 |
A公共基础课 |
随机微分方程 |
2022 |
48 |
A公共基础课 |
应用数理统计 |
2022 |
40 |
A公共基础课 |
应用数理统计 |
2022 |
48 |
A公共基础课 |
随机微分方程 |
2021 |
48 |
A公共基础课 |
应用数理统计 |
2021 |
32 |
A公共基础课 |
应用数理统计 |
2021 |
48 |
A公共基础课 |
应用数理统计 |
2021 |
40 |
A公共基础课 |
应用数理统计 |
2020 |
40 |
A公共基础课 |
应用数理统计 |
2020 |
48 |
A公共基础课 |
应用数理统计 |
2020 |
32 |
A公共基础课 |
应用数理统计 |
2019 |
40 |
A公共基础课 |
应用数理统计 |
2019 |
48 |
A公共基础课 |
应用数理统计 |
2019 |
40 |
A公共基础课 |
应用数理统计 |
2019 |
32 |
A公共基础课 |
应用数理统计 |
2018 |
40 |
A公共基础课 |
应用数理统计 |
2018 |
40 |
A公共基础课 |
应用数理统计 |
2017 |
40 |
A公共基础课 |
高等概率论 |
2017 |
64 |
D专业选修课 |
应用数理统计 |
2017 |
40 |
A公共基础课 |
应用数理统计 |
2016 |
40 |
A公共基础课 |
高等概率论 |
2016 |
64 |
D专业选修课 |
应用数理统计 |
2016 |
40 |
A公共基础课 |
应用数理统计 |
2015 |
40 |
A公共基础课 |
应用数理统计 |
2015 |
40 |
A公共基础课 |
应用数理统计 |
2014 |
40 |
A公共基础课 |
应用数理统计 |
2014 |
40 |
A公共基础课 |
应用数理统计 |
2013 |
40 |
A公共基础课 |
纵向项目
- 1. 随机(时滞)微分方程数值解的收敛性和渐近稳定性 ,项目时间:2019-01-01 至 2021-12-31
- 2. 随机(时滞)微分方程数值逼近的渐近稳定性 ,国家自然科学基金项目,项目时间:2017-01-01 至 2019-12-31
- 3. 一类有限粒子系统的性质问题 ,省、市、自治区科技项目,项目时间:2013-10-01 至 2016-09-30
- 4. 非Lipschitz系数随机微分方程解的相关性质 ,国家自然科学基金项目,项目时间:2011-01-01 至 2011-12-31
论文信息
[+][-]代表性论文
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]
2024年
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]
2023年
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]2022年
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]2021年
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]2020年
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
[+][-]2020年之前
-
1. DOI
蒋宇,兰光强
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2024-01-15
-
2. DOI
兰光强,王歌
Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay[期刊论文],Frontiers of Mathematics,2023-12-02
-
3. DOI
刘琪,兰光强
变时滞反馈控制的混合中立型随机延迟微分方程的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2023-11-20
-
4. DOI
兰光强,蒋宇
Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Holder Diffusion Coefficients[期刊论文],Journal of Computational Mathematics,2023-09-11
-
5. DOI
兰光强,赵梅,齐思远
Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations[期刊论文],Applied Numerical Mathematics,2022-02-01
-
6. DOI
齐思远,兰光强
STRONG CONVERGENCE OF THE EULER-MARUYAMA METHOD FOR NONLINEAR STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH TIME-DEPENDENT DELAY*[期刊论文],JOURNAL OF COMPUTATIONAL MATHEMATICS,2022-01-01
-
7. DOI
王歌,兰光强
中立型变时滞随机微分方程数值解的强收敛性[期刊论文],北京化工大学学报(自然科学版),2021-11-20
-
8. DOI
兰光强,夏方,赵梅
pth moment and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations[期刊论文],Statistics and Probability Letters,2020-05-01
-
9. DOI
兰光强,王秋实
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2019-12-15
-
10. DOI
赵梅,兰光强
随机时滞微分方程的随机线性θ方法的均方指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-09-20
-
11. DOI
兰光强,Xia, Fang
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching[期刊论文],FRONTIERS OF MATHEMATICS IN CHINA,2019-08-01
-
12. DOI
王秋实,兰光强
中立型时滞随机微分方程数值解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2019-03-20
-
13. DOI
兰光强,Xia, Fang,Wang, Qiushi
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay[期刊论文],J. Comput. Appl. Math.,2019-01-01
-
14. DOI
兰光强
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-10-01
-
15. DOI
兰光强,夏方
Strong convergence rates of modified truncated EM method for stochastic differential equations[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2018-05-15
-
16. DOI
夏方,兰光强
非线性时滞系统的随机稳定化[期刊论文],北京化工大学学报(自然科学版),2017-07-20
-
17. DOI
兰光强,Yuan, Chenggui
Exponential stability of the exact solutions and theta-EM approximations to neutral SDDEs with Markov switching[期刊论文],JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2015-09-01
-
18. DOI
兰光强,张翀
一类随机微分方程向后欧拉解的指数稳定性[期刊论文],北京化工大学学报(自然科学版),2015-07-20
-
19. DOI
胡云姣,兰光强,张翀
The Explicit Solution and Precise Distribution of CKLS Model under Girsanov Transform[期刊论文],International Journal of Statistics and Probability,2015-01-08
-
20. DOI
兰光强,Wu, Jiang-Lun
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients[期刊论文],STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014-12-01
招生信息
招收数学基础好,且对从事概率论研究感兴趣的有志青年。
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