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兰光强

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研究方向 : 随机微分方程
教授 数学学部主任
部门 : 数理学院
学历: 博士研究生毕业
ORCID:
DBLP:

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

社会职务

社会活动

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

校级项目

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

横向项目

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

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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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