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教师简历 当前位置: 首页 > 师资队伍 > 金融数学系 > 正文
 
石志岩
姓  名 石志岩
职务职称 副教授、硕士生导师
研究方向 概率极限理论
研究生招生专业: 统计学
E-mail shizhiyan1984@126.com
通信地址 江苏省镇江市学府路301号江苏大学理学院(212013)
 
● 2002/09-2006/07,江苏大学数学系,大学/本科.
● 2006/09-2008/12,江苏大学数学系,硕士,导师:杨卫国
● 2008/09-2011/07,江苏大学数学系,博士,导师:杨卫国
● 2011/07-2014/07,江苏大学数学系,讲师.
● 2014/08-今,江苏大学理学院金融数学系,副教授,硕士生导师

● 2017/10-今,江苏省概率统计学会副秘书长
● 2016/08-今,中国工程概率统计学会理事.
● 2017/12-今,江苏省应用统计学会理事
● 2017/12-今,中国现场统计学会生存分析分会理事

● 随机过程理论(博士)
● 概率论与数理统计、时间序列分析

1. 国家自然科学基金青年基金:随机环境中树指标马氏链的极限理论及Markov树在期权定价中的应用,2017-2019,主持
2. 国家自然科学基金面上项目:关于树指标随机过程极限理论的进一步研究,2016-2019,参与
3. 江苏省科协青年科技人才托举工程,2018-2019,主持
4. 国家自然科学基金天元基金:关于随机环境下树指标马氏链极限性质的研究,2013,主持

1. Zhiyan Shi, Dan Bao, Yan Fan, Baihui Wu, The Asymptotic Equipartition Property of Markov Chains in Single Infinite Markovian Environment on Countable State Space, Stochastics,2019, https://doi.org/10.1080/17442508. 2019.1567730.
2. Zhiyan Shi, Pingping Zhong, Yan Fan, The Shannon-McMillan Theorem for Markov Chains indexed by a Cayley Tree in a Random environment, Probability in the Engineering and Informational Sciences,2018,32(4), 626-639. 
3. Zhiyan Shi, Weiguo Yang, Strong Laws of Large Numbers for the Mth-Order asymptotic Odd-Even Markov Chains Indexed by an M Rooted Cayley Tree, Communications in Statistics–Theory and Methods, 2017, 46(4): 1855-1870.
4. Zhiyan Shi, Weiguo Yang ,The definition of tree-indexed Markov chains in random environment and their existence, Communications in Statistics–Theory and Methods,2017, 46(16): 7934-7941.
5. Zhiyan Shi, Weiguo Yang, Wang Bei, A Class of Small Deviation Theorems for the Random Variables Associated with mth-Order Asymptotic Circular Markov Chains, Communications in Statistics–Theory and Methods,2016, 45(23): 7027-7039.
6. Zhiyan Shi, Jinli Ji, Weiguo Yang, A Class of Small Deviation Theorem for the Sequences of Countable State Random Variables with Respective to Homogeneous Markov Chains,Communications in Statistics–Theory and Methods, 2016, 46(14): 6823-6830.
7. Zhiyan Shi, Weiguo Yang, The Strong Law of Large Numbers and the Shannon-McMillan Theorem for the Mth-Order Nonhomogeneous Markov Chains Indexed by an M Rooted Cayley Tree, Communications in Statistics–Theory and Methods,2016, 45(7): 2045-2055.
8. Hui Dang, Weiguo Yang, Zhiyan Shi, The Strong Law of Large Numbers and the Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree, IEEE Transactions on Information Theory,2015,61(4),1640-1648.
9. Zhiyan Shi, Some Strong Deviation Theorems for Stochastic Process Indexed by a Tree, Pakistan Journal of Statistic,2013,29(3),323-337.
10. Weicai Peng, Weiguo Yang, Zhiyan Shi,Strong law of large number for Markov chains indexed by spherically symmetric trees,Probability in the Engineering and informational Sciences,2015,29(3),473-481.
11. Weiguo Yang, Bei Wang, Zhiyan Shi, Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains, Communications in Statistics-Theory and Methods, 2014,43(18),3943-3954.
12. Zhongzhi Wang, Weiguo Yang, Zhiyan Shi, Some generalized limit theorems concerning delayed sums of random sequence, Applied Mathematics-A Journal of Chinese Universities Series B,2013,28:40-48.
13. Huilin Huang, Weiguo Yang and Zhiyan Shi, The Central Limit Theorem for Nonhomogeneous Markov Chains, Chinese Journal of Applied Probability and Statistics,2013,29(4):337-347.
14. Zhiyan Shi, Weiguo Yang,Some Limit Properties for the Mth-Order Nonhomogeneous Markov Chains Indexed by a M rooted Cayley Tree, Statistics and Probability Letters, 2010,80: 1223-1233.
15. 石志岩, 韩大钊, 杨卫国, 双根树上二阶非齐次马氏链的强大数定律和Shannon-McMillan定理, 应用概率统计,2015,31 (2): 125-134.
16. 王豹,杨卫国,石志岩,Cayley 树指标可列Markov 链的强大数定律,中国科学,2012,42(10):1031- 1036,2012.
17. 石志岩,杨卫国, 树上非齐次马氏链随机转移概率的极限性质, 应用数学学报,2008,31,648-653.

2016年获江苏大学青年英才计划-青年骨干教师

 
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