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Copyright@Beijing University of Chemical Technology Address: 15 Beisanhuan East Road, Chaoyang District, Beijing, China Zip code：100029 Email：news@buct.edu.cn |
IntroductionI am a full professor of Mathematics. My research interest lies in the properties of stochastic differential equations, such as existence, uniqueness and asymptotic stability. Moreover, I'm also interested in convergence of numerical method to the exact solutions of stochstic differential equations. I have published nearly 30 articles (including Chinese papers). My research was supported by National Natural Science Foundation of China, Natural Science Foundation of Beijing Municipality, The Young Talents Program of Beijing, and so on. I'm now a formal reviewer of Mathematics Reviews of AMS. I'm now an editorial board member of Far East Journal of Applied Mathematics and a invited reviewer of more than 10 SCI journals. EducationWork ExperienceSocial PositionSocial ActivitiesResearchproperties of stochastic differential equations, such as existence, uniqueness and asymptotic stability; convergence of numerical method to the exact solutions of stochstic differential equations; stability of the numerical methods to stichastic differential equations. Teaching1.Probability Theory, undergraduate course, 2.Stochastic Differential Equations and Applications, 3.Applied Mathematical Statistics. PostgraduatesFunding1.National Natural Science Foundation of China(11601025), 2.Natural Science Foundation of Beijing Municipality(1192013), 3.Beijing Higher Education Young Elite Teacher Project(YETP0516). Vertical ProjectHorizontal ProjectPublicationsTen recent papers(representative): [1] G. Lan(兰光强), Y. Jiang, Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with diffusion coefficients, J. Comput. Math., 42(2024) 1109–1123. [2] Y. Jiang, G. Lan(兰光强), Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations, J. Comput. Appl. Math., 436 (2024) 115288. [3] G. Lan(兰光强), G. Wang, Strong convergence and asymptotic exponential stability of modified truncated EM method for neutral stochastic differential equations with time-dependent delay, Front. Math., 2023, 18(6): 1479-1504. [4] S. Qi, G. Lan(兰光强)， Strong convergence of the Euler-Maruyama method for nonlinear stochastic Volterra integral equations with time-dependent delay, J. Comput. Math.,40(2022) 437-452. [5] G. Lan(兰光强), M. Zhao, S. Qi, Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations, Appl. Numer. Math., 172(2022)279–291. [6] G. Lan(兰光强), F. Xia, M. Zhao, p-th moment (p∈(0, 1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations, Statist. Probab. Lett., 160 (2020) 108701. [7] G. Lan(兰光强), F. Xia, Q. Wang, Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay, J. Comput. Appl. Math., 346(2019), 340-356. [8] G. Lan(兰光强), Q. Wang, Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations, J. Comput. Appl. Math., 362(2019), 83-98. [9] G. Lan(兰光强), F. Xia, Strong convergence rates of modified truncated EM method for stochastic differential equations, J. Comput. Appl. Math., 334(2018), 1-17. [10] G. Lan(兰光强), Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations, J. Comput. Appl. Math., 340(2018), 334-341. Awards1.excellent advisor for masters thesis(2022), 2.excellent headmaster(2020). PatentHonor RewardAdmissions Information |