个人简介
南开大学数学科学学院博士,副教授。1999年保送南开大学陈省身班,2003年7月获得南开大学理学学士;2003年9月开始攻读南开大学数学院概率论与数理统计专业的博士(免试直攻博),主要研究方向为随机偏微分方程及其应用;2007年12月提前博士毕业(南开大学2008届研究生优秀毕业生),同时留南开大学数学院任教,从事“随机偏微分方程及其在金融中的应用”方向的研究。英国牛津大学数学所访问学者(国家留学基金委项目,2013年7月---2014年6月)。 已主持国家自然基金多项,已正式发表SCI国际论文20余篇。
研究领域
概率论与随机过程;随机偏微分方程及其在金融中的应用
近期论文
Jiang, Y., Ren, J. & Wei, Y. Existence and regularity of solutions for semilinear fractional Rayleigh–Stokes equations. Z. Angew. Math. Phys. 75, 100 (2024). https://doi.org/10.1007/s00033-024-02251-6 The solution of stochastic evolution equation with the fractional derivative Physica Scripta 2024-02-01 | Journal article DOI: 10.1088/1402-4896/ad1866 Contributors: Yubo Duan; Yiming Jiang; Yawei Wei; Jie Zhou Duan Yubo,Jiang Yiming,Tian Yang,Wei Yawei. Stochastic Burgers equations with fractional derivative driven by fractional noise. (2023). Electronic Journal of Differential Equations, 2023(01-87), No. 49, 1-20. https://doi.org/10.58997/ejde.2023.49 Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls Suxin Wang , Yinglu Zhang , Yiming Jiang Journal of Mathematical Analysis and Applications Volume 523, Issue 1, 1 July 2023, 126958 https://doi.org/10.1016/j.jmaa.2022.126958 Jiang, Y., Yang, X. Stochastic partial differential equations with gradient driven by space-time fractional noises. Front. Math. China 16, 479–497 (2021). https://doi.org/10.1007/s11464-021-0875-z Stochastic partial differential equation with reflection driven by fractional noises Suxin Wang,Yiming Jiang &Yongjin Wang Pages 46-66 | Received 06 Feb 2018, Accepted 27 Mar 2019, Published online: 07 Apr 2019 https://doi.org/10.1080/17442508.2019.1602128 Jiang, Y., Wang, S. & Wang, X. Asymptotics of the Solutions to Stochastic Wave Equations Driven by a Non-Gaussian Lévy Process. Acta Math Sci 39, 731–746 (2019). https://doi.org/10.1007/s10473-019-0307-2 Jiang Y, Song S, Wang Y., Some explicit results on one kind of sticky diffusion,【J. Appl. Prob.】56(2): 398-415, 2019. Pricing European vanilla options under a jump-to-default threshold diffusion model Yiming Jiang a, Shiyu Song b, Yongjin Wang Journal of Computational and Applied Mathematics Volume 344, 15 December 2018, Pages 438-456 https://doi.org/10.1016/j.cam.2018.04.039