Curriculum Vitae of Yaozhong HU

Yaozhong HuDepartment of Mathematical & Sta-tistical ScienceUniversity of Alberta at EdmontonEdmonton, T6G 2G1

Office Tel: (587) 200 1590Email: yaozhong@ualberta.cahttps://sites.ualberta.ca/∼yaozhong/

Education

Louis Pasteur University, France Ph.D 1992 Advisor: Paul Andre MeyerChinese Academy of Science, China M.S. 1984 Advisor: Guoping LiUniversity of Jiangxi, China B.S. 1981

Appointments

2018- present Centennial Professor University of Alberta at Edmonton.2017- present Professor University of Alberta at Edmonton.2007-2017 Professor University of Kansas.2002-2007 Associate Professor University of Kansas.1997-2002 Assistant Professor University of Kansas.1996-1997 Visiting Assistant Professor University of California at Irvine.93, 94-95 Post-Doc and Research Associate Norwegian Research Council, Norway

(Advisor: B. Øksendal)1994 Post-Doc and Research Associate University of North Carolina at Chapel Hill

(Advisor: G. Kallianpur)1994 Alexander von Humboldt Ruhr-University-Bochum, Germany

(Advisor: S. Albeverio)1992-1993 Maıtre de Conferences Louis Pasteur University, France.1984-1991 Lecturer Chinese Academy of Science, China

Honors

Fellow of Institute of Mathematical Statistics

Wells Morrison Teaching Award, Department of Mathematics, University of Kansas.

Research Grants

1. Stochastic equations and related topics, Natural Sciences and Engineering Research Council,04/01/2018 - 03/31/2024.

2. Some problems in stochastic differential equations, Simons Collaboration Grants for Mathemati-cians 7/1/2011 - 6/30/ 2016.

3. Nonlinear functionals of fractional Brownian motion, National Science Foundation, 7/1/2005 -6/30/2008.

4. Stochastic differential systems driven by fractional Brownian motion, National Science Founda-tion, 7/15/2002 - 6/30/2005.

5. Keeler University Professorship 08/2003 - 12/2003

6. Brox diffusions, General Research Fund, University of Kansas, 07/01/14 - 06/30/15

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7. Statistics of stochastic differential equations driven by stable noises, General Research Fund,University of Kansas, 07/01/12 - 06/30/13

8. Probabilistic methods in fractal markets, General Research Fund, University of Kansas, 7/1/01-6/30/02.

9. Stochastic Calculus for General Gaussian Processes and Applications, General Research Fund,University of Kansas, 7/1/00-6/30/01.

10. Stochastic calculus for general Gaussian processes and applications to finance and nonlinear fFil-tering, National Science Foundation (First Awards EPSCoR), 7/1/99-6/30/00.

11. Ito Calculus for FBM and Applications, General Research Fund, University of Kansas, 7/1/99-6/30/00.

12. Stochastic differential systems with fractional white noise, General Research Fund, University ofKansas, 7/1/98-6/30/99.

13. Stochastic differential systems with fractional white noise, New Faculty General Research Fund,University of Kansas, 7/1/98-6/30/99.

14. Big 12 Faculty Fellowship, University of Kansas, 1999

15. Alexander von Humboldt Research Fellow, Ruhr University-Bochum, Germany, 7/1994-8/1994

Professional Service

Associate Editor of the following three journals

1. Stochastics and Stochastics Report

2. Acta Mathematica Scientia

3. Journal of Applied Mathematics and Stochastic Analysis

Reviewer of Mathematical Review

Referee for large amount of journals and proceedings.

Conferences organizations

1. Organizer of an international conference on “Stochastic partial differential equations and relatedfields” in University of Alberta at Edmonton, September 28 - October 2, 2018.

2. Organizer of a contributed session on “Stochastic partial differential equations II” in the FourthIMS-Aprim international conference on Statistics and Probability, Singapore, June 26 - June 29,2018

3. Organizer of an invited session on “Stochastic partial differential equations I” in the Fourth IMS-Aprim international conference on Statistics and Probability, Singapore, June 26 - June 29, 2018

4. Organizer of invited session on “Stochastic partial differential equations driven by Gaussian noise”in the third IMS-China international conference on Statistics and Probability, Kuming, China,July 1 - July 3, 2015

5. Co-organizer “Mini Workshop on Probability and Statistics”, Wuhan, China, June 19, 2013.

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6. Co-organizer “AMS sectional meeting”, March 29-April 1, 2012, University of Kansas.

7. Co-organizer “Seminar on Stochastic Processes 2012”, March 22-24, 2012, University of Kansas.

8. Co-organizer of the “International Conference on Malliavin Calculus and Stochastic Analysis”,March 19-21, 2011, University of Kansas.

9. Scientific committee of international symposium “optimal stopping with applications”, June, 23-26, 2009, Abo/Turku, Finland.

Some Service at University of Alberta at Edmonton

Promotion and Tenure Committee, Department of Mathematical and Statistical Sciences, 2017-present.

Advisory Selection Committee, Faculty of Science, July 1, 2018 to June 30, 2020.

Some Service at University of Kansas

University Academic Assessment Committee, January 2017 - July 2017.

College of Liberal Arts & Sciences Committee on Appointments, Promotion and Tenure, Universityof Kansas, Fall 2015 - July 2017

Graduate Admission Director of the Mathematics Department, University of Kansas, Fall, 2009

College of Liberal Arts & Sciences Committee on Appointments, Promotion and Tenure, Universityof Kansas, Fall 2011, Spring 2011.

Faculty Senate Research Committee, The University of Kansas, 2003-2006

University Senate Library Committee, 2002 to 2003.

Postdoctoral students co-advised:

Fangjun Xu (Fall 2010 - Spring, 2013, co-adviser: David Nualart)

Le Chen (Spring , 2015 - present, co-adviser: David Nualart)

Ph.D students advised (advising):

1. Xiong Wang (current)

2. Zhang Junxi (current)

3. Agrawal Nishant (current)

4. Sherma Neha (current)

5. Cheng Yiying (current, coadvisor: Tu Xuemin)

6. Xia Panqiu (current, co-advisor: David Nualart)

7. Cui Yanhao (current, coadvisor: Terry Soo)

Ph.D students advised (advising):

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1. Zhou Hongjuan

Graduated May 4, 2018 (co-advisor: David Nualart). Arizona State University.

Thesis title: Parameter estimation for stochastic differential equations driven by fractional Brow-nian motion

2. Su Chen

Graduated May 4, 2016 (co-advisor: Xuemin Tu). Wells Fargo.

Thesis title: Some studies on parameter estimations.

3. Liu Yanghui

Graduated April 2016 (co-advisor: David Nualart). Postdoc: Purdue University.

Thesis title: Numerical solutions of rough differential equations and stochastic differential equa-tions.

4. Han Zheng

Graduated Summer 2015. University of Kansas, Business School

Thesis title: Controlling reflected diffusions and applications to finance and operation management

5. Hu Guannan

Graduated Summer 2015. University of Oklahoma, Business School.

Thesis title: Fractional Diffusion in Gaussian Noisy Environment

6. Le Khoa

Graduated Spring 2015. Postdoc at University of California at Berkeley.

Thesis title: Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Dif-ferential Equations

7. Huang Jingyu

Graduated Spring 2015. (co-advisor: David Nualart), Postdoc at University of California atBerkeley.

Thesis title: Stochastic Partial Differential Equations Driven by Colored Noise

8. Lu Fei (co-advisor: David Nualart)

Graduated 2013. Postdoc at University of California at Berkeley.

Thesis title: Applications of Malliavin calculus to SPDE and convergence of densities

9. Song Xiaoming (co-advisor: David Nualart)

Graduated 2011. Postdoc at University of North Carolina at Chapel Hill and Assistant professorat Drexel University.

Thesis title: Backward stochastic differential equations and stochastic differential equations drivenby fractional Brownian motion and their numerical solutions.

10. Song Jian (co-advisor: David Nualart)

Graduated 2010. Postdoc at Rutgers University and Assistant professor at Hong Kong University.

Thesis title: Some topics on the fractional Brownian motion and stochastic partial differentialequations.

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11. Wang Baobin

Graduated 2008. Associate Professor at Central China University of nationalities, China.

Thesis title: Rate of convergence to approximate the multiple Stratonovich integrals for fractionalBrownian motions.

12. Dalkir Elif

Graduated 2008. Assistant Professor at University of New Brunswick, Canada.

Thesis title: Uniqueness of responsive voting equilibrium.

Master degree students:

1. Chu, David, December 2016

2. Wang, Yu, September 2016

3. Huang, Tianyu , May 2, 2016

4. Yang, Liu, April 28, 2015

Almost sure behavior of U-statistics and related inequalities.

5. Cui Qingqing, January 27, 2014

1/e law for classical secretary problem and related topics.

6. Li Han, August 31, 2012

Frequency domain analysis of cyclical components of US GDP.

7. Whittaker Timothy, January 24, 2012

Generalized autoregressive conditional heteroskedasticity with long memory and time varyingparameters.

8. Yi Lin, 05/05/2009

The application of genetic algorithm in return-risk optimization.

9. Yao Kan, 04/24/2009

Time series models with garch errors: a review.

10. Zhang Ming, 04/06/2007

Stochastic volatility models.

11. Zhang Qinghua, 04/18/2007

Parameter estimation for Ornstein-Uhlenbeck processes driven by alpha-stable Levy motions.

12. Takavingofa, Bob, completed 8/2006

Long memory phenomena and weather derivatives, University of Zimbabwe.

Visiting scholars or students hosted:

1. Yi Yulian (October 30, 2018 - October 29, 2019)

Harbin University of Technology, Harbin, China

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2. Xu Fangjun (March 1, 2018 - May 30 2018)

East China Normal University, Shanghai, China

3. Agram Nacira (March 9, 218 -April 3 2018)

University of Oslo, Norway

4. Framstad, Nils (August 1, 2001 - December 31, 2001)

Department of Economics, University of Oslo, Norway

5. Xiao, Weilin (September 1, 2008 - August 31, 2010)

School of Management, Zhejing University

6. Han, Yuecai (August 1, 2010 - July 31, 2011)

Department of Mathematics, Jilin University

7. Tian, Ping (August 1, 2010 - July 31, 2011)

Department of Mathematics, Jilin University

8. Rang, Guanglin (August 1, 2012 - July 31, 2013)

Department of Mathematics, Wuhan University

9. Tong, Jinying (December 1, 2013 - November 30, 2014)

College of Science, Donghua University

10. Gong, Yicheng (August 1, 2014 - February 28, 2015)

College of Science, Wuhan University of Science and Technology

11. Wang, Baobin (September 1, 2014 - August 31, 2015)

College of Science, Central South China University of Nationalities.

12. He, Kun (July 1, 2014 - June 30, 2015)

College of Science, Donghua University

13. Zang Qingpei (July 2015 - February 2016)

ZhengJiang University

14. Tu Lilan (July 2015 - July 2016)

Wuhan University of Science and Technology

15. Sun Lin (August 27, 2015 - February 26, 2016)

Guanzhou University of Technology

16. Cui Qing (August 30, 2015 - February 28, 2016)

Anhui Normal University

17. Jiang Guo (Feb 2016 - Feb 2017)

Hubei Normal University

18. Chen Yong

Hunan University of Science and Technology

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19. Chen Guici

Wuhan University of Science and Technology

20. Wang Zhi

College of Science, Ningbo University of Technology

21. Guo Jingjun

Lanzhou University of Finance and Economics.

22. You Zouwei

School of Economics and Management, Beihang University, Beijing, China

Recent PhD student committees at KU served

Ma, Wenjun (Department of Mathematics, University of Kansas), July, 2018.

Quanz Brian (Department of Electrical Engineering & Computer Science)

Lan Yi (Department of Civil, Environmental, & Architectural Engineering )

Yan Kaige (Department of Civil, Environmental, & Architectural Engineering)

Kumar Jitendra Thakur (Department of Civil, Environmental, & Architectural Engineering)

Ayyalapu Nishitha (Department of Electrical Engineering & Computer Science)

Kumar Varatharajan Sarvesh (Department of Electrical Engineering & Computer Science)

Wang Wenhao (School of Education)

Rina Na (Department of Economics, Oral Comp March 2, 2017)

Su Liting (Department of Economics, graduated March 13, 2017)

Teney, Alexander Clark (Department of Economics, graduated May 6, 2015)

Corey Ryan (Department of Civil, Environmental, & Architectural Engineering, September 2015)

Li Xi (Department of Mathematics, August 2015)

Kacaribu Febrio (Department of Economics, February 4, 2014)

Nguyen Huy Quoc (Department of Economics, August 27, 2014)

Peng Chen (Department of Economics, April 19, 2013)

Liu Jia (Department of Economics, May 15, 2013)

Lugovskyy, Josephine Cruz (Department of Economics, November 30, 2012)

Lim Sungjin (Department of Economics, May 15, 2012)

Huang Yilei (Dapartment of Civil, Environmental, and Architectural engineering, May 7, 2012)

Li Han (Department of Economics, May 10, 2012)

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Lei Pedro (Math department, September 10, 2012)

Chen Lili (Department of Economics, May 7, 2012)

Zheng Mingming (Department of Economics, 2011)

Carvajal-Espinoza, Jorge E. (School of Education, 2011)

Li Yue (Department of Civil, Environmental, & Architectural Engineering, 2011)

Ikuyasu, Usui (Department of Economics, 2010)

Chui, Calvin (Department of Civil, Environmental, & Architectural Engineering, 2010)

Yi Juan (Department of Civil, Environmental, & Architectural Engineering, 2010)

Kim Seonghoon (Department of Civil, Environmental, and Architectural engineering, 2008)

Chen Fei See (Deapartment of Civil, Environmental, and Architectural engineering, 2008)

Kitaoka Hisaya (Department of Economics, 2008)

Li Yingfeng (Eric) (Dapartment of Civil, Environmental, and Architectural engineering, 2007)

Zimmer Peter (Oral committee)

Matache Dora (Oral committee)

Peng Yan (Department of Economics, 1999)

Wei Heng (Dapartment of Civil, Environmental, and Architectural engineering, 1999)

Student committees outside KU served

Dr. Gille Harge’s habiltation committee to direct research, the Universite d’Evry-Val d’Essonne,France, 2000.

Dr. Laurent Decreusefond’s habilitation committee to direct research, the Universite d’Evry-Vald’Essonne, France, 2001.

Mr. Alberto Lanconelli’s Ph.D defense committee, University of Oslo, Norway, 2004.

Mr. F. Durrell’s PhD thesis examiner, University of Cape Town, South Africa, 2007.

Miss Hassilah Binti Salleh’s Ph.D defense committee, University of Oslo, Norway, 2009.

Mr. Winston Buckley,s Ph.D dissertation committee, Florida Atlantic University, 2009.

Mr. Farai Julius Mhlanga’s PhD thesis examiner, University of Cape Town, South Africa, 2010.

Mr. Shuai Jing’s Ph.D defense committee, Universite de Bretagne Occidentale, France, 2011.

Mr. Tianyang Nie ’s Ph.D defense committee, Universite de Bretagne Occidentale, France, September20, 2012.

Mr. Wang Qingfeng’s Ph.D defense committee, Loughborough University, England, October 19, 2012.

Mr. Haidar Al-Talibi’s Ph.D thesis opponent, Linnaeus University, Sweden, November 22, 2012.

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Mr. Sven Haadem’s Ph.D defense committee, opponent, University of Oslo, March 2014.

Short visits - One Month or Two Months Visit:

1. South University of Science and Technology, Shenzhen, China, December 19, 2018-January 13,2019.

2. East China Normal University, Shanghai, China, June 24, 2018 - August 18, 2018.

3. Academy of Mathematical and System Science, Chinese Academy of Science, Beijing, Shanghai.10/09/2017 - 10/19/2017.

4. Wuhan University, Wuhan, China. 06/20/2017 - 08/08/2017.

5. University of Oslo, Oslo, Norway. 05/19/2017 - 06/15/2017.

6. University of Oslo, Oslo, Norway. 07/25/2016 - 08/19/2016.

7. East China Normal University, Shanghai, China. 05/20/2016 - 07/19/2016.

8. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, Wuhan, China.06/05/2015 - 08/03/2015.

9. Universite de Lorraine, Nancy, France. 05/04/2015 - 05/29/2015.

10. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, China. 06/13/2014 -08/22/2014.

11. University of Oslo, Oslo, Norway. 05/02/14 - 05/31/14.

12. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, China. 05/25/2013 -8/23/2013.

13. University of British Columbia, Canada. 03/01/2013 - 04/30/2013.

14. Institute of Mathematics and its Applications, University of Minnesota. 01/01/2013 - 02/28/2013.

15. School of Industrial Engineering and Management, Israel Institute of Technology. Israel. 12/1/2012- 12/27/2012.

16. Wuhan University of Science and Technology, Wuhan, China. 06/12/2012 - 08/17/2012.

17. The Chinese Academy of Science, Wuhan, China. 06/12/2012 - 08/17/2012.

18. Jilin University, Changchun, China. 07/27/2012 - 08/11/2012.

19. University of Oslo, Oslo, Norway. 07/26/11 - 08/20/11.

20. University of Oslo, Oslo, Norway. 08/01/10 - 08/21/10.

21. Donghua University, Shanghai, China. 05/12/10 - 07/27/10.

22. Universite Nancy I, Nancy, France. 03/02/10 - 03/21/10.

23. African Institute of Mathematical Science, Capetown, South Africa. 12/05/09 - 01/16/10.

24. Donghua University, Shanghai, China. 06/08/09 - 08/05/09.

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25. Fudan University, Shanghai, China. 01/03/09 - 01/24/09.

26. Chinese Academy of Science, Beijing, China. 12/06/08 - 12/30/08.

27. University of Oslo, Oslo, Norway. 08/01/08 - 08/25/08.

28. University of Oslo, Oslo, Norway. 10/03/07 - 10/12/07.

29. Shandong University, Jinan, China. 06/12/07 - 07/29/07.

30. University of Oslo, Oslo, Norway. 08/01/06 - 08/26/06.

31. University of Alberta, Edmonton, Canada. 05/10/05 - 08/15/05.

32. University of Wisconsin at Madison. 03/15/05 - 04/25/05.

33. University of Oslo, Norway. 01/10/05 - 02/26/05.

34. University of Wisconsin at Madison. 12/01/04 - 12/22/04.

35. University of Alberta, Edmonton, Canada. 09/06/04 - 11/20/04.

36. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China.05/20/04 - 08/20/04.

37. Chinese University of Hong Kong, Hong Kong, China. 05/16/02 - 07/16/02.

38. Chinese Academy of Science, Beijing, China. 05/16/02 - 06/31/02.

39. Israel Institute of Technology, Haifa, Israel. 12/01/00 - 01/31/01.

40. University of Barcelona, Barcelona, Spain. 07/95.

41. University of Warwick, Coventry, United Kingdom. 03/95.

42. Mittag-Leffler Institute, The Royal Swedish Academy of Sciences, Stockholm, Sweden. 01//0195- 02/28/95.

43. University of Barcelona, Barcelona, Spain. 07/93.

44. Ruhr-University Bochum, Bochum, Germany. 08/92.

45. University of Bielefeld, Bielefeld, Germany. 07/92.

Conferences and titles of the invited presentations:

1. 12/28/2018-12//30/2018: 2018 Symposium on Modern Statistics. Xiamen.

Gave a talk on “Generalized moment estimation for α-stable Ornstein-Uhlenbeck processes fromdiscrete observations”.

2. 10/19/2017 - 10/21/2017: Retreat for Young Researchers in Stochastics. Banff, Canada.

3. 09/28/2018 - 10/2/2018: International Conference on Stochastic Partial Differential Equationsand Related Topics. Edmonton, Canada.

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4. 08/15/2018-08/19/2018: International conference on Stochastic Analysis, Stochastic Control andNew Development SDU, Weihai, China.

Gave a talk on “Ito type stochastic differential equations driven by fractional Brownian motions”.

5. 07/19/2018 - 07/22/2018: The 29th Commercial Statistical Society conference. Lanzhou Univer-sity of Finance and Economics, Lanzhou, China.

gave a keynote talk on “Understanding long memory effect in financial market”.

6. 07/16/2018 - 07/20/2018: The 14-th Workshop on Markov Processes and Related Topics, SichuanUniversity, Chengdu, China.

Gave a talk on “On the necessary and sufficient conditions to solve a heat equation with generalAdditive Gaussian noise”.

7. 07/03/2018 - 07/05/2018: Workshop on Stochastic Analysis and Related Topics, Hong KongUniversity, Hong Kong.

Gave a talk on “Drift parameter estimator in linear and nonlinear stochastic differential equationsdriven by fractional Brownian motions”.

8. 06/26/2018 - 06/29/2018: Institute of Mathematical Statistics Asian Pacific Rim conference,National University of Singapore, Singapore.

Gave a talk on “Schrodinger equations with Gaussian noisy potential”.

9. 06/11/2018 - 06/15/2018: Stochastic processes and applications 2018, Gothenburg, Sweden.

Gave a talk on “Transition densities of some singular diffusions”.

10. 06/06/2018 - 06/08/2018: 6-th Linnaeus University Workshop in Stochastic Analysis and Appli-cations. Vaxjo, Sweden.

Gave a talk on “Schrodinger equations with Gaussian noisy potential”.

11. 10/21/2017 - 10/22/2017: Retreat for Young Researchers in Stochastics. Banff, Canada.

12. 10/09/2017 - 10/19/2017: International Conference on Spatial Probability and Statistical Physics,Beijing, China.

Gave a talk on “Some aspects of stochastic heat equations”.

13. 07/17/2017 - 07/21/2017: 13th International Workshop on Markov Processes and Related Fields.Wuhan, China.

Give a talk on “Ito stochastic differential equation driven by fractional Brownian motion of Hurstparameter H > 1/2.

14. 08/15/2016 - 08/19/2016: Abel symposium on combinatoric, numerics, stochastics. Rosendal,Norway.

Give a talk on “density bounds of parabolic Anderson field”.

15. 07/13/2016 -07/17/2016: 12-th International Workshop on Markov Processes and Related Fields.Jiangsu Normal University, Xuzhou.

Give a talk on “density bounds of parabolic Anderson field”.

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16. 07/09/2016 - 07/12/2016: Workshop on Stochastic Partial Differential Equations and StochasticDynamics. Shanghai Normal University. Shanghai.

Give a talk on “Fractional diffusions in a Gaussian noisy environment”.

17. 06/27/2016 -06/30/2016: The 4-th Institute of Mathematical Statistics Asia Pacific Rim Meeting(IMS-APRM), The Chinese University of Hong Kong.

Give a talk on “density of parabolic Anderson random variable”.

18. 06/22/2016 - 06 /24/2016: International workshop on dynamical system and stochastic differentialequations. Huazhong University of Science and Technology, Wuhan, China.

Presented a talk on “Feynman-Kac formula for stochastic partial differential equation driven byrough signal”.

19. 06/03/2016 - 06/05/2016: International Workshop on Stochastic Processes and Applied Proba-bility. Jilin University, Changchun, China.

“Intermittency for the stochastic heat equation driven by time-fractional noise with H ∈ (0, 1/2)”.

20. 04/09/2016 - 04/10/2016: AMS regional meeting on Stochastic partial differential equations,University of Utah, Salt Lake City.

“Density of parabolic Anderson random variable”.

21. 08/02/2015 -08/03/2015: Participate International Conference on Stochastic Analysis and RelatedTopics, Wuhan University, China and present a talk on

“Nonlinear Young integrals and differential systems in Holder media”.

22. 07/01/2015 - 07/03/2015: Participate the third IMS-China international conference on Statisticsand Probability, Kuming, China and present a talk on

“Stochastic partial differential equations driven by general Gaussian noise: Holder continuity andintermittency”.

23. 06/26/2015 - 06/30/2015: participate the 11-th international workshop on Markov processes andrelated topics, Shanghai, China and present a talk on

“Brox diffusion and its stochastic differential equations”.

24. 04/20/2015 - 04/24/2015: participate the international Conference on Stochastics in Environmen-tal and Financial Economics. Oslo, Norway and present a talk on

“Brownian in an white noise environment”.

25. 03/27/2015 - 03/29/2015: AMS spring southeastern sectional meeting at University of Alabamaat Huntsville and present a talk on

“Brox diffusion and its stochastic differential equations”.

26. 9/14/2014 - 9/19/2014: participate the international Conference on Stochastics in Environmentaland Financial Economics. Oslo, Norway and present a talk on

“Parametric estimation of long memory Ornstein-Uhlenbeck processes”.

27. 08/13/2014 - 08/18/2014: participate the 10-th international workshop on Markov processes andrelated topics. Xi An, China and present a talk on

“Density convergence for some nonlinear Gaussian stationary sequences”.

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28. 07/21/2014 - 07/25/2014:

participate the 20th international conference on difference equations and applications, WuhanInstitute of Physics and Mathematics, Chinese Academy of Science, China and present a talk on

“Parameter estimation for long memory Ornstein-Uhlenbeck process”.

29. 07/03/2014 - 07/07/2014

participate the workshop on stochastic processes and applied probability, Jilin University, Changchun,China and present a talk

“Stochastic heat equation with general multiplicative Gaussian noise: Holder continuity and in-termittency”.

30. 06/22/2014 - 06/27/2014

participate the seventh international symposium on backward stochastic differential equations,Shandong University, Weihai, China and present a talk on

“Singular mean-field control games with asymmetric information”.

31. 08/04/2013 - 08/07/2013

Participate the second workshop on stochastic analysis and related topics, Beijing, China andpresent a talk on

“Malliavin calculus and convergence in density of some nonlinear Gaussian functionals”.

32. 07/28/2013 - 08/02/2013

Participate the first workshop on stochastic differential equations and stochastic partial differentialequations, Hefei, China and present a talk on

“Modified Euler approximation scheme for stochastic differential equations driven by fractionalBrownian motions”.

33. 07/14/2013 - 07/18/2013

Participate the 3rd international conference on random dynamical system and present a talk on

“Stochastic quantization and ergodic theorem for diffusions”.

34. 07/06/2013 - 07/13/2013

Participate the 9-th workshop on Markov processes and related fields at Emei, China and presenta talk on

“A multiparameter Garsia-Rodemich-Rumsey inequality and some applications”.

35. 06/30/2013 - 07/04/2013

Participate the second IMS-China international conference on Statistics and Probability, Chengdu,China and present a talk on

“Central limit theorem for an additive functional of the fractional Brownian motion”.

36. 06/19/2013 Mini Workshop on Probability and Statistics, Wuhan Institute of Physics and Math-ematics, Chinese Academy of Science, Wuhan, China.

“Feynman-Kac formula for fractional heat equation driven by fractional white noise”.

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37. 05/30/2013 - 06/02/2013

Attend the inaugural conference of the Institute for Advanced Study Honoring Professor ChenJiang Gong in Hangzhou Normal University, Hangzhou, China.

38. 07/27/2012 - 08/11/2012: Give a minicourse on Analysis on Wiener Space. Jilin University,Changchun, China.

39. 7/15/2012 - 7/22/2012: 8th workshop on Markov processes and related topics.

Convergence in Density of Some Nonlinear Gaussian Functionals. Beijing Normal University,Beijing, China.

40. Give a minicourse on Fractional Brownian motions and applications. Wuhan University of Scienceand Technology, Wuhan, China. 6/12/2012 - 7/12/2012.

41. 6/19/2012 - 6/25/2012: Advanced workshop on probability and statistics, Zhejiang University,Hangzhou, China. Parametric estimation for long memory O-U processes with discrete observa-tions.

42. 6/3/2012 - 6/8/2012: NSF/CBMS conference at University of Alabama at Huntsville, Malliavincalculus and convergence in density.

43. 4/1/2012 - 4/6/2012: Banff international research station international conference on ”StochasticAnalysis and stochastic partial differential equations”. Feynman-Kac formula for stochastic partialdifferential equations.

44. 8/18/2011: Mini-workshop in stochastic analysis and applications, Oslo, Norway: Convergence indensity.

45. 7/8/2011-7/11/2011: IMS-China international Conference, Xi’An, China: Holder continuity for aclass of nonlinear SPDE arising from superprocess.

46. 7/4/2011-7/6/2011: International conference on stochastic analysis and its application to mathe-matical finance: Maximum principle of stochastic systems driven by fractional Brownian motions.Chinese Academy of Science, Beijing, China.

47. 11/13/2010-11/15/2010: International Conference on Modern Analysis in memory of 100 anniver-sary of Professor Li Guoping: Rough path analysis via fractional calculus.

48. 07/19/2010-07/23/2010: 7th international conference on Markov processes and related topics,Beijing Normal University, Beijing, China: A central limit theorem of Brownian local time in Lp.

49. 06/05/2010-06/08/2010: International conference on Applied Analysis, Shanghai, China: Feynman-Kac formula for stochastic heat equations driven by fractional noises.

50. 07/19/2009-12/24/2009: Workshop on Stochastic Partial Differential Equations, Weihai, China:Feynman-Kac formula for stochastic partial differential equations.

51. 12/17/2008-12/22/2008: AMS-SMS joint meeting, in Fudan University, Shanghai, China: Malli-avin calculus and numerical solution of backward stochastic differential equations.

52. 12/14/2008-12/16/2008: Suzhou conference on stochastic analysis: Rough path analysis via frac-tional calculus.

53. 02/14/2008-02/15/2008: Kansas-Missouri Winter School on Applied Probability: Backward stochas-tic differential equations driven by fractional Brownian motions.

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54. 11/19/2007-11/24/2007: Workshop on application of stochastic partial differential equations,Mittag-Leffler Institute, Stockholm, Sweden: Stochastic heat equations driven by fractional noiseand local times.

55. 10/3/2007-10/12/2007: Visit University of Oslo and gave a talk in the “Workshop on insidertrading”.

56. 7/5/2007-7/15/2007: Gave a series of talks in Yantai summer seminar on mathematical finance.

57. 10/2006: AMS regional conference on stochastic control and stochastic game, University of Cincin-nati.

58. 7/27/2005-8/5/2005: Abel Symposium on Stochastic Analysis and Application in honor of K. Ito.Oslo, Norway.

59. 7/4/2005-7/8/2005: Conference on Stochastic Partial Differential Equations, Vancouver, Canada.

60. 6/8/2005-6/10/2005: Conference on Stochastic Analysis and Application in honor of B. Øksendal,Oslo, Norway.

61. 8/10/2004-8/14/2004: Workshop on markov processes and related topics, Beijing Normal Univer-sity, Beijing, China.

62. 8/3/2004-8/8/2004: Workshop on stochastic analysis, Institute of Applied Mathematics, TheChinese Academy of Science, Beijing, China.

63. 6/22/2004-6/26/2004: Workshop on probability and application, Wuhan University, Wuhan,China.

64. 5/24/2004-5/31/2004: International Workshop on Mathematical Finance and Insurance, YellowMountain, China.

65. 5/20/2004-5/22/2004: Workshop on Markov processes and related fields, Beijing Normal Univer-sity, Beijing, China.

66. 8/4/2003-8/15/2003: Warwick workshop on stochastic partial differential equations, Warwick,UK: Stochastic equations driven by fractional noises.

67. 6/22/03-6/26/03: AMS-IMS-SIAM Conference at Snowbird summer resort, Utah: Optimal port-folio for an insider.

68. 4/4/03-4/6/03: AMS regional meeting on Mathematical Finance, Indiana University, Blooming-ton: Optimal portfolio for an insider.

69. 3/14/03-3/16/03: AMS regional meeting on stochastics, quantization and Segal-Bargman analysis,Louisiana University, Baton Rouge: Rotationary approximation for tangent process.

70. 10/14/02-10/18/02: 9th workshop on Mathematical Fiance (insider trading), University of Oslo,Oslo, Norway: Stochastic analysis of fBm and optimal consumption and portfolio in a stochasticvolatility market.

71. 07/15/02-07/17/02: Workshop on Probability with Applications to Finance and Insurance, HongKong University, Hong Kong, China: Optimal Consumption and Portfolio in a stochastic volatilitymarket.

15

72. 06/07/01-06/09/01: 973 meeting on stochastic analysis, Chengde, China: Stochastic calculus forfractional Brownian motions and applications.

73. 05/10/01-05/13/01: International Conference on Mathematical Finance, Shanghai, China: Optionpricing in a fractal markets.

74. 02/15/01-02/16/01: Workshop on Fractional Brownian motion: stochastic calculus and applica-tions, Barcelona, Spain: Probability structure preserving mapping and absolute continuity.

75. 06/27/98-07/02/98: International Workshop on Gaussian Correlation Inequalities, College Sta-tion, Texas: Unification of several inequalities for Gaussian measures.

76. 12/13/97-12/15/97: Symposium on Stochastic Control and Nonlinear Filtering, Los Angeles:Finite Difference Approximation of Zakai equations.

77. 10/17/97-10/18/97: AMS meeting Special Session on Stochastic Inequalities and Their Applica-tions, Atlanta: Exponential Integrability for Diffusions

78. 03/27/95-03/31/95: Workshop on stochastic evolution equations as dynamical systems, Warwick,United Kingdom: stochastic quantization.

79. 10/24/94-10/29/94: International Conference on Stochastic Analysis: Mathematics, FinancialMarkets, Biology, Engineering and Physics, Bielefeld, Germany: Approximation of of stochasticdifferential equations of Ito type.

80. 07/09/95-07/14/95: International Meeting on Stochastic Analysis and Applications, Gregynog,United Kingdom: Continuity of some anticipating integral processes.

16

Colloquium, Seminar Talks and Research Cooperation:

1. Chinese Academy of Science, 12/31/2018: “Crank-Nicolson scheme for stochastic differential equa-tions driven by fractional Brownian motions”.

2. Wuhan University, 12/28/2018: “The Expected Time Approach to Optimal Adjustment Problems:Application to Domestic Energy Prices”.

3. HuaZhong University of Science and Technology, 12/27/2018: “Modified Euler scheme for stochas-tic differential equations driven by fractional Brownian motions”.

4. HuaZhong University of Science and Technology, 12/27/2018: “Density of singular stochasticdifferential equations”.

5. Wuhan University, 12/26/2018: “Density of parabolic Anderson random variables”.

6. Wuhan University of Technology, 12/26/2018: “Stochastic heat equation with rough dependencein space”.

7. Anhui Polytechnic University, 08/09/2018: “High order derivatives of intersection local time ofFractional Brownian motion”.

8. Anhui Normal University, 08/08/2018: “Ito stochastic differential equations driven by fractionalBrownian motions”.

9. Chinese Academy of Science, Beijing, 08/04/2018: “On the necessary and sufficient conditions tosolve a heat equation with general Additive Gaussian noise.”

10. Peking University, 08/02/2018: “Stochastic heat equation with rough dependence in space”.

11. Jiangxi Normal University, 07/24/2018: “Stochastic partial differential equations with rough de-pendence on space”.

12. Northwest Normal University, 07/19/2018: “Schrodinger equation with Gaussian potential”.

13. HuaZhong University of Science and Technology, 07/14/2018:“On the necessary and sufficientconditions to solve a heat equation with general Additive Gaussian noise”.

14. Wuhan University of Technology, 07/13/2018: “Drift parameter estimator in linear and nonlinearstochastic differential equations driven by fractional Brownian motion”.

15. Ningbo University of Technology, China, 07/09/2018: “Density of parabolic Anderson randomvariable”.

16. Jinan University, Guangzhou, China, 07/05/2018 - 07/08/2018: Gave a series of lecture talks on“Stochastic Heat Equations”.

17. East China Normal University, 06/25/2018: “Drift parameter estimator in linear and nonlinearstochastic differential equation driven by fractional Brownian motions”.

18. University of Tennessee at Knoxville, 04/17/2018: “On the necessary and sufficient conditions tosolve a heat equation with general Additive Gaussian noise”.

19. Concordia University, Montreal, 03/11/2018. “Brownian motion in white noise environment”.

17

20. University of British Columbia, 11/01/2017: “Feynman-Kac formula for the stochastic heat equa-tion driven by general Gaussian noises”.

21. Beijing Normal University, 10/16/2017: “Stochastic heat equation with rough dependence inspace”.

22. Academy of Mathematics and System Science, The Chinese Academy of Science, 10/12/2017:“Modified Euler scheme for stochastic differential equations driven by fractional Brownian mo-tion”.

23. Nankai University, 07/25/2017: “Density of parabolic Anderson random variable”.

24. HuaZhong University of Science and Technology 07/05/2017: “Feynman-Kac formula for thestochastic heat equation driven by fractional noise in time with H < 1/2”.

25. Wuhan University of Technology, 07/04/2017: Fractional diffusions driven by Gaussian noises”.

26. East China Normal University 06/30/2017: “The Expected Time Approach to Optimal Adjust-ment Problems: Application to Domestic Energy Prices”.

27. East China Normal University 06/27/2017: “Intermittency for the stochastic heat equation drivenby time-fractional noise with H ∈ (0, 1/2)”.

28. Wuhan University, 06/24/2017: “Intermittency for the stochastic heat equation driven by time-fractional noise with H ∈ (0, 1/2)”.

29. University of Oslo, 06/07/2017: “Intermittency for the stochastic heat equation driven by time-fractional noise with H ∈ (0, 1/2)”.

30. University of Alberta at Edmonton, 02/10/2017: “Density of parabolic Anderson random vari-able”.

31. University of Alberta at Edmonton, 02/07/2017: “Generalized moment estimation for -stableOrnstein-Uhlenbeck processes from discrete observations”.

32. Purdue University, 01/17/2017: “Ito stochastic differential equations driven by fractional Brown-ian motions of Hurst parameter H > 1/2.”

33. Stevens Institute of Technology, 09/21/2016: “Some mean field singular stochastic control prob-lems”.

34. University of Oslo, 08/11/2016: “Rate of convergence and asymptotic error distribution of Eulerapproximation schemes for fractional diffusions”.

35. Anhui Polytechnical University, Wuhu, China, 07/09/2016: Singular mean-field control gameswith asymmetric information.

36. Anhui Normal University, 07/08/2016: Convergence in density of some nonlinear Gaussian func-tionals.

37. East China Normal University, 06/26/2016: Singular mean-field control games with asymmetricinformation

38. Donghua University, 06/23/2016: Rate of convergence and asymptotic error distribution of Eulerapproximation schemes for fractional diffusions.

18

39. University of Macau, 06/30/2016. Give a talk on “Fractional diffusions in a Gaussian noisyenvironment”.

40. Jiangxi University of Economics and Finance, 06/16/2016.

Option price in a market with long memory.

41. Wuhan University of Science and Technology, 06/13/2016 - 06/15/2016: Give a series of talks on“Fractional diffusions in a Gaussian noisy environment”.

42. Wuhan University, 06/10/2016: Fractional diffusions in a Gaussian noisy environment.

43. Donghua University, 05/23/2016: Rate of convergence and asymptotic error distribution of Eulerapproximation schemes for fractional diffusions.

44. East China Normal University, 05/26/2016: Singular mean-field control games with asymmetricinformation.

45. University of Tennessee at Knoxville. 03/29/2016. Convergence in density of some nonlinearGaussian functionals.

46. Donghua University, 07/07/2015: Parameter estimation for long memory Ornstein-Uhlenbeckprocesses.

47. Bengbu University, 07/06/2015: Black-Scholes formula in a long memory market.

48. Anhui Polytechnical University, 07/05/2015: Optimal time to invest for an insider.

49. Anhui Normal University, 07/05/2015: Stochastic heat equation with general multiplicative Gaus-sian noise: Holder continuity and intermittency.

50. Xiamen University, 06/23/2015: Parameter estimation for long memory Ornstein-Uhlenbeck pro-cesses.

51. Wuhan University of Science and and Technology: seminar talk, 06/10/2015: An optimal stoppingtime problem.

52. Universite Lorraine: 05/07/2015: Brownian motion in a white noise environment.

53. Iowa State University: 01/26/2015: Parameter estimation for long memory Ornstein-Uhlenbeckprocesses.

54. University of Tennessee: seminar talk: 10/08/2014: Brox diffusion and its stochastic differentialequations.

55. Huazhong University of Science and Technology: Colloquium talk, 07/29/2014: Stochastic heatequation with general multiplicative Gaussian noise: Holder continuity and intermittency.

56. Jiangsu Normal University: Colloquium talk, 06/31/2014: Malliavin calculus and convergence indensity of some nonlinear Gaussian functionals.

57. Wuhan University: Colloquium talk, 06/14/2014: Parameter estimation for long memory Ornstein-Uhlenbeck process

58. University of Oslo: Colloquium talk, 05/14/2014: Density convergence for some nonlinear Gaus-sian stationary sequences.

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59. University of Oslo: Colloquium talk, 03/19/2014: Stochastic heat equation with general multi-plicative Gaussian noise: Holder continuity and intermittency.

60. University of Illinois at Chicago, 10/24/2013. Malliavin calculus and convergence of densities.

61. Wuhan University, 6/18/2013, Malliavin calculus for backward stochastic differential equations.

62. Wuhan University of Science and Technology, 5/30/2013, Improving the Black-Scholes formulathrough long memory.

63. University of British Columbia, Vancouver, Canada, 3/6/2013: Malliavin calculus and convergenceof densities.

64. Institute of Mathematics and its Applications, University of Minnesota, Minneapolis, 1/31/2013:Rough path analysis and multiple integrals.

65. Israel Institute of Technology, Haifa, 12/18/2012: Malliavin calculus and convergence of densities.

66. Linnaeus University, Vaxjo, 11/20/2012: Malliavin calculus and convergence of densities.

67. University of Manchester, 10/17/2012: Central limit theorem for an additive functional of thefractional Brownian motions

68. Loughborough University, 10/16/2012: Rough path analysis and multiple integrals.

69. University of Warwick, 10/10/2012: Convergence in density of some nonlinear Gaussian func-tional.

70. Loughborough University, 10/9/2012: Feynman-Kac formula for stochastic partial differentialequations driven by fractional Brownian fields.

71. Wuhan University, 7/9/2012: Convergence in density for some nonlinear Gaussian functionals.

72. Nankai University, 7/19/2012: Parameter estimation for long memory Ornstein-Uhlenbeck pro-cess.

73. The Chinese Academy of Science, Wuhan, China, 7/13/2012: Introduction to stochastic partialdiffernetial equations II.

74. The Chinese Academy of Science, Wuhan, China, 7/12/2012: Introduction to stochastic partialdiffernetial equations I.

75. Colorado State University: Seminar talk, 11/7/2011: Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations

76. University of North Carolina at Chape Hill: Seminar talk, 10/27/2011: Convergence in density

77. University of Southern California: Seminar talk, 9/12/2011: Optimal time to invest with advancedinformation

78. University of Oslo: Colloquium talk, 8/18/2011: Convergence in density

79. Shanghai University: Colloquium talk, 7/21/2011: Improving the Black-Scholes formula by usinglong memory.

80. Shanghai University: Colloquium talk, 7/21/2011: Stochastic partial differential equations.

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81. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science: Seminar talk,7/19/2011: Convergence in density.

82. Tianjing University: Colloquium talk, 7/13/2011: Improving the Black-Scholes formula by usinglong memory.

83. Purdue University: Seminar talk, 1/25/2011: Malliavin calculus for backward stochastic differen-tial equations and application to numerical solutions.

84. University of Delaware: Seminar talk, 12/17/2010: Parameter estimation for Ornstein-Uhlenbeckprocess driven by fractional Brownian motion.

85. University of Kansas: Seminar talk, 12/6/2010: Parameter estimation for Ornstein-Uhlenbeckprocess driven by fractional Brownian motion.

86. Iowa State University : Seminar talk, 11/29/2010: Parameter estimation for Ornstein-Uhlenbeckprocess driven by fractional Brownian motion.

87. Rutgers University: Seminar talk, 11/2/2010: Malliavin calculus for backward stochastic differ-ential equations and application to numerical solutions.

88. The University of Science and Technology of China, Hefei, China: Seminar talk, 7/7/2010: Roughpath analysis via fractional calculus.

89. South East University, Nanjing, China: Seminar talk, 6/25/2010: Rough path analysis via frac-tional calculus.

90. Nanjing University, Nanjing, China: Seminar talk, 6/24/2010: Feynman-Kac formula for stochas-tic heat equation driven by fractional noises.

91. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China:Seminar talk, 6/12/2010: Feynman-Kac formula for stochastic heat equation driven by fractionalnoises.

92. Jilin University, Changchun, China: Seminar talk, 5/26/2010: Improving Black-Scholes formulaby using long memory processes.

93. Jilin University, Changchun, China: Seminar talk, 5/25/2010: Optimal time to invest for aninsider.

94. Universite Strasbourg I, Strasbourg, France: Seminar talk, 3/12/2010: Feynman-Kac formula forstochastic partial differential equations driven by fractional noises.

95. Universite Nancy I, Nancy, France: Seminar talk, 3/11/2010: Feynman-Kac formula for stochasticpartial differential equations driven by fractional noises.

96. African Institute of Mathematical Science, Capetown, South Africa: Colloquium talk, 12/16/2009:Optimal time to invest.

97. African Institute of Mathematical Science, Capetown, South Africa: 12/8/2009 - 12/11/2009:Gave eight two-hour lectures on rough path analysis

98. University of Tennessee: Seminar talk , 09/21/2009: Stochastic Heat Equation Driven by Frac-tional Noise and Local Time.

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99. Faculty of Science, Donghua University, Shanghai, China: 06/10/2009 - 06/19/2009: Gave eighttwo-hour lectures on Malliavin calculus.

100. Department of Finance, Xing Jiang University of Economics and Finance, Urumuqi, China: col-loquium talk, 06/29/09: Optimal time to invest.

101. Department of Mathematics, Xing Jiang University, Urumuqi, China: colloquium talk, 06/29/09:Improving Black-Scholes formula by using long memory.

102. Department of Mathematics, Fudan University, Shanghai, China: seminar talk, 01/9/09: Roughpath analysis via fractional calculus

103. Department of Mathematics, Donghua University, Shanghai, China: seminar talk, 01/6/09: Leastsquares estimator for O-U process driven by fractional noise.

104. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China:seminar talk, 12/31/08: Least squares estimator for O-U process driven by fractional noise.

105. Department of Mathematics, Wuhan University, Wuhan, China: seminar talk, 12/31/08: Stochas-tic partial differential equations and local times.

106. Institute of Applied Mathematics, The Chinese Academy of Science, Beijing, China: seminar talk,12/24/08: Stochastic partial differential equations and local times.

107. Institute of Applied Mathematics, The Chinese Academy of Science, Beijing, China: seminar talk,12/9/08: Anticipative Optimal stopping.

108. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science: seminar talk, 6/8/07:Rough path analysis via fractional calculus.

109. Wuhan University of Science and Technology: seminar talk, 6/10/07: Optimal anticipative stop-ping.

110. HuaZhong University of Science and Technology: seminar talk, 6/8/07: Rough path analysis viafractional calculus and stochastic partial differential equations and local time.

111. University of Oslo: seminar talk, 8/14/06: Rough path analysis via fractional Brownian motion.

112. University of Missouri at Columbia: seminar talk, 2/10/06: Rough Path Analysis via Fractionalcalculus.

113. University of Missouri at Kansas City: seminar talk, 10/7/05: Improving Black-Scholes by usingthe long memory.

114. Loughborough University: seminar talk, 2/18/05: Self-intersection local time of fractional Brow-nian motions.

115. University of Swansea: seminar talk, 2/15/05: Self-intersection local time of fractional Brownianmotions.

116. University of Wisconsin at Madison: seminar talk, 12/09/04: Self-intersection local time of frac-tional Brownian motions.

117. University of British Coloumbia: seminar talk, 11/10/04: Self-intersection local time of fractionalBrownian motions.

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118. University of Alberta at Edmonton: seminar talk, 11/15/04: Stochastic Calculus for fractionalBrownian motions.

119. University of Alberta at Edmonton: Open Lecture, 11/04/04: Improving the Black-Scholes for-mula: An Introduction to Pricing and Portfolio Management by Using Long Memory.

120. University of Alberta at Edmonton: Open Lecture, 10/28/04: Some Inequalities for Gaussianmeasures.

121. University of Alberta at Edmonton: Open Lecture, 10/22/04: Simulation of Random DynamicalSystem

122. University of Alberta at Edmonton: Open Lecture, 10/15/04: Simulation of the Oil Pressure inthe Norwegian Sea.

123. University of Alberta at Edmonton: Open Lecture, 10/04/04: Self-intersection local time offractional Brownian motions.

124. University of Alberta at Edmonton: Open Lecture, 11/05/04: Between log-Sobolev and SpectralGap inequalities.

125. University of Alberta at Edmonton: Open Lecture, 11/19/04: Between log-Sobolev and SpectralGap inequalities, continuation.

126. University of Oslo: 09/17/04: Self-intersection local time of fractional Brownian motions.

127. Purdue University: seminar talk, 02/21/03: Fractional Brownian motion and application to fi-nance,

128. Michigan State University: colloquium talk, 11/02: Girsanov transformation of fractional Brow-nian motion,

129. Faculty of Mathematics and System Science, Chinese Academy of Science, China: colloquiumtalk, 06/01: several inequalities for Gaussian measures.

130. Institute of Applied Mathematics, Chinese Academy of Science, China: seminar talk, 06/01:stochastic calculus for fractional Brownian motions and applications.

131. HuaZhong University of Science and Technology, China: seminar talk, 05/25/01: Girsanov trans-formation for fractional Brownian motion.

132. HuaZhong University of Science and Technology, China: seminar talk, 05/24/01: fractional whitenoise analysis and application.

133. Wuhan University, China: seminar talk, 05/24/01: stochastic partial differential equations drivenby fractional noises.

134. Institute of Physics and Mathematics, Chinese Academy of Science, China: colloquium talk,05/23/01: some inequalities for Gaussian measures.

135. Institute of Physics and Mathematics, Chinese Academy of Science, China: colloquium talk,05/22/01: stochastic quantization.

136. Oxford University, Oxford, United Kingdom: colloquium talk, 04/01: unified treatment of severalinequalities for Gaussian measures.

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137. University of Barcelona, Spain: seminar talk, 02/01: fractional Black-Scholes market.

138. University of Barcelona, Spain: seminar talk, 07/95: on Wick approximation of stochastic differ-ential equations.

139. University of Barcelona, Spain: seminar talk, 07/93: on multiple Wiener-Ito integrals.

140. Israel Institute of Technology, Haifa, Israel: seminar talk, 01/01: a simple approach to logarithmicSobolev inequalities.

141. Israel Institute of Technology, Haifa, Israel: seminar talk, 12/00: Girsanov transformation forfractional Brownian motion.

142. University of Nebraska, Lincoln: seminar talk, 04/99: some inequalities for Gaussian measures.

143. University of Southern California, Los Angeles: seminar talk, 04/97: stochastic quantization.

144. University of California at Irvine: seminar talk, 03/96: on Poincare and log Sobolev inequalities.

145. University of California at Irvine: seminar talk, 05/96: on long range dependence.

146. Georgia Institute of Technology, Atlanta: seminar talk, 09/96: on an interpolation inequality forGaussian measure.

147. Southern Illinois University at Carbondale: colloquium talk, 09/96: on an interpolation inequalityfor Gaussian measure.

148. Southern Illinois University at Carbondale: seminar talk, 09/96: exact rate of convergence forEuler-Maruyama scheme.

149. University of Illinois at Urbana-Champagne, Urbana: seminar talk, 08/96: on an interpolationinequality for Gaussian measure.

150. University of Delaware: seminar talk, 09/96: some inequalities for Gaussian measures.

151. Rutgers University, New Brunswick: seminar talk, 09/96: some inequalities for Gaussian measures.

152. University of North Carolina at Chapel Hill: seminar talk, 09/96: approximation of the heatkernel.

153. University of North Carolina at Chapel Hill: seminar talk, 03/95: stochastic quantization.

154. University of North Carolina at Chapel Hill: seminar talk, 11/94: general idea of numericalsolution of stochastic differential equations.

155. Mittag-Leffler Institute, Stockholm, Sweden: colloquium talk, 01/95: numerical approximation ofstochastic pressure equation.

156. University of Warwick, Coventry, United Kingdom: seminar talk, 07/95 stochastic quantization.

157. Hull University, Hull, United Kingdom: colloquium talk, 04/95: exact rate of convergence of somenumerical schemes for stochastic differential equations.

158. University of Edinburgh, Edinburgh, United Kingdom: colloquium talk, 03/95: numerical ap-proximation of some stochastic partial equations.

159. Ruhr University Bochum, Bochum, Germany: seminar talk, 07/94: on stochastic quantization.

24

160. Ruhr University Bochum, Bochum, Germany: seminar talk, 08/92: on the value at 0 of someWiener functionals.

161. North Carolina State University: seminar, 05/94: on rate of convergence of Euler-Maruyamascheme.

162. Centro de Investigacion en Matematicas, Guanajuato, Mexico: colloquium talk, 11/93: on aninterpolation inequality for Gaussian measure.

163. University of Oslo, Norway: seminar talk, 12/92: on the value at 0 of some Wiener functionals.

164. University of Bessancon, France: seminar talk, 07/92: on traces on the Wiener space.

165. University of Paris 6, France: colloquium talk, 05/92: on a work of Carmona and Nualart.

166. University Louis Pasteur, France: seminar talk, 11/91: on stochastic Taylor series.

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A. List of submitted papers

1. (with Chen, L. and Nualart, D.) Regularity and strict positivity of densities for the nonlinearstochastic heat equation. Submitted.

2. (with Khoa Le) Asymptotics of the density of parabolic Anderson random fields. Near completion.

3. (with Han, Z. and Lee, C.) On the linear-quadratic control in a regulated market via reflecteddiffusions. Ready for submission.

4. (with Han, Z. and Lee, C.) On the pricing barrier control in a regime-switching regulated market.Submitted.

5. (with Cheng, Y. and Long, H.) Generalized moment estimation for Ornstein-Uhlenbeck processesdriven by α-stable Levy motions from discrete time observations. Near completion.

6. (with Cheng, Y.; Ghoddusi, H. and Lee, C.) Optimal Adjustment of Energy Prices. Near com-pletion.

7. (with Nualart, D. and Zhou, H.) Parameter estimation for fractional Ornstein-Uhlenbeck processesof general Hurst parameter. Ready to submit.

8. (with G. Rang) Parameter Estimation For Stochastic Hamiltonian Systems Driven By FractionalBrownian Motions.

9. (with Chen, X. and Song, J.) Feynman-Kac formula for fractional heat equation driven by frac-tional white noise. Submitted.

10. (with Agram N. and Øksendal B.) Mean-Field backward stochastic differential equations andapplications. Submitted.

11. (with Liu, Yanghui and Tindel, S.) On the necessary and sufficient conditions to solve a heatequation with general Additive Gaussian noise. Submitted.

26

B. List of refereed publications

12. Ito type stochastic differential equations driven by fractional Brownian motions of Hurst param-eter. Stochastics 90 (2018), no. 5, 720-761.

13. (with Chen, L.; Kalbasi, K. and Nualart, D.) Intermittency for the stochastic heat equation drivenby a rough time fractional Gaussian noise. Probab. Theory Related Fields 171 (2018), no. 1-2,431-457.

14. Schrodinger equation with Gaussian potential. To appear in Theory of Probability and Mathe-matical Statistics.

15. (with Jingjun Guo) Higher-order derivative of intersection local time for two independent frac-tional Brownian motions. To appear in Journal of Theoretical Probability.

16. (with Øksendal, B.) Linear Volterra backward stochastic integral equations. To appear in Stochas-tic Processes and Applications.

17. (with Nualart, D. and Zhang, T.) Large deviations for stochastic heat equation with rough de-pendence in space. Bernoulli 24 (2018) 354-385.

18. (with Chen, X,; Song, J. Song, X.) Temporal asymptotics for fractional parabolic Anderson model,Electronic Journal of Probability Vol. 23 (2018), no. 14, 1-39.

19. (with Huang, J.; Le, K.; Nualart, D.; Tindel, S.) Stochastic heat equation with rough dependencein space. Ann. Probab. 45 (2017), no. 6B, 4561-4616.

20. (with Le, K.) Nonlinear Young integrals and differential systems in Holder media. Trans. Amer.Math. Soc. 369 (2017), no. 3, 1935-2002.

21. Analysis on Gaussian spaces. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2017.xi+470 pp.

22. (with Chen, X.; Nualart, D. and Tindel, S.) Spatial asymptotics for the parabolic Anderson modeldriven by a Gaussian rough noise. Electron. J. Probab. 22 (2017), Paper No. 65, 38 pp.

23. (with Chen, Y.; Wang, Z.) Parameter estimation of complex fractional Ornstein-Uhlenbeck pro-cesses with fractional noise. ALEA Lat. Am. J. Probab. Math. Stat. 14 (2017), no. 1, 613-629.

24. (with B. Øksendal and A. Sulem) Singular mean-field control games. Stoch. Anal. Appl. 35(2017), no. 5, 823-851.

25. (with Chen, L. and Nualart, D.) Two-point correlation function and Feynman-Kac formula forthe stochastic heat equation. Potential Anal. 46 (2017), no. 4, 779-797.

26. (with Le, K. and Mytnik, L.) Stochastic differential equation for Brox diffusion. Stochastic Pro-cess. Appl. 127 (2017), no. 7, 2281-2315.

27. (With Chen, L.; Hu, G. and Huang, J.) Space-time fractional diffusions in Gaussian noisy envi-ronment. Stochastics 89 (2017), no. 1, 171-206.

28. (with Huang, J. and Nualart, D.) On the intermittency front of stochastic heat equation drivenby colored noises. Electron. Commun. Probab. 21 (2016), Paper No. 21, 13 pp.

27

29. (with Y. Liu and D. Nualart) Rate of convergence and asymptotic error distribution of Eulerapproximation schemes for fractional diffusions. Ann. Appl. Probab. 26 (2016), no. 2, 1147-1207.

30. (with Le, K.) Nonlinear Young integrals via fractional calculus. Stochastics of environmental andfinancial economics-Centre of Advanced Study, Oslo, Norway, 2014-2015, 81-99, Springer Proc.Math. Stat., 138, Springer, Cham, 2016.

31. (with Liu, Y. and Nualart, D.) Taylor schemes for rough differential equations and fractionaldiffusions. Taylor schemes for rough differential equations and fractional diffusions. DiscreteContin. Dyn. Syst. Ser. B 21 (2016), no. 9, 3115-3162.

32. (with Han, Z. and Lee, C.) Optimal pricing barriers in a regulated market using reflected diffusionprocesses. Quant. Finance 16 (2016), no. 4, 639-647.

33. (with Hu, G.) Fractional diffusion in Gaussian noisy environment. Mathematics 2015, 3, 131-152;doi:10.3390/math3020131.

34. (with Lee, C.; Lee, M. H. and Song, J.) Parameter estimation for reflected Ornstein-Uhlenbeckprocesses with discrete observations. Stat Inference Stoch Process 18 (2015), 279-291.

35. (with Chen, X., Song, J. and Xing, F.) Exponential asymptotics for time-space Hamiltonians.Annales de l’Institut Henri Poincare - Probabilites et Statistiques Vol. 51 (2015) , No. 4, 1529-1561.

36. (With Huang, J.; Nualart, D. and Sun, X.) Smoothness of the joint density for spatially homoge-neous SPDEs. J. Math. Soc. Japan 67 (2015), no. 4, 1605-1630.

37. (with Huang, J.; Nualart, D. and Tindel, S.) Stochastic heat equations with general multiplicativeGaussian noises: Holder continuity and intermittency. Electron. J. Probab. 20 (2015), no. 55, 50pp.

38. (with J. Huang and D. Nualart) On Holder continuity of the solution of stochastic wave equationsin dimension three. Stoch. Partial Differ. Equ. Anal. Comput. 2 (2014), no. 3, 353-407.

39. (with Nualart, D.; Tindel, S. and Xu, F.) Density convergence in the Breuer-Major theorem forGaussian stationary sequences. Bernoulli 21 (2015), no. 4, 2336-2350.

40. (with F. Lu and D. Nualart) Convergence of densities of some functionals of Gaussian processes.J. Funct. Anal. 266 (2014), no. 2, 814-875.

41. (with D. Nualart and F. Xu) Central limit theorem for an additive functional of the fractionalBrownian motion. Ann. Probab. 42 (2014), no. 1, 168-203.

42. (with Nualart, D. and Song, J.) The 43 -variation of the derivative of the self-intersection Brownian

local time and related processes. J. Theoret. Probab. 27 (2014), no. 3, 789-825.

43. (with G. Rang) Identification of the point sources in some stochastic wave equations. Abstr.Appl. Anal. 2014, Art. ID 219876.

44. (with Le, Khoa) A multiparameter Garsia-Rodemich-Rumsey inequality and some applications.Stochastic Process. Appl. 123 (2013), no. 9, 3359-3377.

45. (with F. Lu and D. Nualart) Non-degeneracy of some Sobolev pseudo-norms of fractional Brownianmotion. Electron. Commun. Probab. 18 (2013), no. 84, 8 pp.

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46. (with Y. Han and J. Song) Maximum Principle for General Controlled Systems Driven by Frac-tional Brownian Motions. Appl. Math. Optim. 67 (2013), no. 2, 279-322.

47. (with C. Lee) Drift parameter estimation for a reflected fractional Brownian motion based on itslocal time. J. Appl. Probab. 50 (2013), no. 2, 592-597.

48. (with J. Song) Parameter estimation for fractional Ornstein-Uhlenbeck processes with discreteobservations. In Malliavin calculus and stochastic analysis, 427-442, Springer Proc. Math. Stat.,34, Springer, New York, 2013.

49. (with D. Nualart and J. Song) A nonlinear stochastic heat equation: Holder continuity andsmoothness of the density of the solution. Stochastic Process. Appl. 123 (2013), no. 3, 1083-1103.

50. (with F. Biagini, T. Meyer-Brandis and B. Øksendal) Insider trading equilibrium in a market withmemory. Math. Financ. Econ. 6 (2012), no. 3, 229-247.

51. Multiple integrals and expansion of solution to differential equations driven by rough path and byfractional Brownian motion. Stochastics 85 (2013), no. 5, 859-916.

52. (with F. Lu and D. Nualart) Holder continuity of the solutions for a class of nonlinear SPDE’sarising from one dimensional superprocesses. Probab. Theory Related Fields 156 (2013), no. 1-2,27-49.

53. (with Jolis M. and Tindel S.) On Stratonovich and Skorohod stochastic calculus for Gaussianprocesses. Annals of Probability 41 (2013), no. 3A, 1656-1693.

54. (with S. Tindel) Smooth Density for Some Nilpotent Rough Differential Equations. J. Theoret.Probab. 26 (2013), no. 3, 722-749.

55. Stochastic quantization and ergodic theorem for diffusion processes. Sci. China Math. 55 (2012),no. 11, 2285-2296.

56. (with D. Ocone and J. Song) Some results on backward stochastic differential equations drivenby fractional Brownian motions. in “Stochastic Analysis and Applications to Finance”. Essays inhonor of Jia-An Yan. World Scientific Publishing Co. 2012, 225-242.

57. (with C. Yang) Optimal tracking for bilinear stochastic system driven by fractional Brownianmotions. J. Syst. Sci. Complex. 25 (2012), no. 2, 238-248.

58. (with D. Nualart and F. Lu) Feynman-Kac formula for the heat equation driven by fractionalnoise with Hurst parameter H < 1/2. Ann. Probab. 40 (2012), no. 3, 1041-1068.

59. (with Nualart, D.; Xiao, W. and Zhang, W.) Exact maximum likelihood estimator for drift frac-tional Brownian motion at discrete observation. Acta Math. Sci. Ser. B Engl. Ed. 31 (2011),no. 5, 1851-1859.

60. An enlargement of filtration for Brownian motion. Acta Math. Sci. Ser. B Engl. Ed. 31 (2011),no. 5, 1671-1678.

61. (with D. Nualart and X. Song) Malliavin calculus for backward stochastic differential equationsand application to numerical schemes. The Annals of Applied Probability Vol. 21 (2011), 2379-2423.

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62. (with D. Nualart and J. Song) Feynman-Kac formula for heat equation driven by fractional whitenoise. The Annals of Probability 39 (2011), no. 1, 291-326.

63. (with D. Nualart) Central limit theorem for the third moment in space of the Brownian local timeincrements. Electron. Commun. Probab. 15 (2010), 396-410.

64. (with D. Nualart) Parameter estimation for fractional Ornstein-Uhlenbeck processes. Statist.Probab. Lett. 80 (2010), no. 11-12, 1030-1038.

65. (with B. Wang) Convergence rate of an approximation to multiple integral of fractional Brownianmotion. Acta Math. Sci. Volume 30 (2010), 975-992.

66. A random transport-diffusion equation. Acta Math. Scientia. Vol 30 (2010), 2033-2050.

67. (with D. Nualart and J. Song ) Fractional martingales and characterization of the fractionalBrownian motion. Ann. Probab. 37 (2009), no. 6, 2404–2430.

68. (with D. Nualart) Stochastic integral representation of the L2 modulus of Brownian local timeand a central limit theorem. Electron. Commun. Probab. 14 (2009), 529–539.

69. (with J.A. Yan) Wick calculus for nonlinear Gaussian functionals. Acta Math. Appl. Sin. Engl.Ser. 25 (2009), no. 3, 399-414.

70. (with Long H. W.) Least squares estimator for Ornstein-Uhlenbeck processes driven by α-stablemotions. Stochastic Process. Appl. 119 (2009), no. 8, 2465–2480.

71. (with Long H. W.) On the singularity of least squares estimator for mean-reverting α-stablemotions. Acta Math. Sci. Ser. B Engl. Ed. 29 (2009), no. 3, 599–608.

72. (with S. Peng) Backward stochastic differential equations driven by fractional Brownian motion.SIAM Journal of Control and Optimization, 48 (2009), 1675-1700.

73. (with D. Nualart and J. Song ) Integral representation of renormalized self-intersection local times.J. Funct. Anal. 255 (2008), no. 9, 2507–2532.

74. (with D. Nualart and X. Song ) A singular stochastic differential equation driven by fractionalBrownian motion. Statist. Probab. Lett. 78 (2008), no. 14, 2075–2085.

75. (with B. Øksendal) Partial information linear quadratic control for jump diffusions. SIAM Journalof Control and Optimization, 47 (2008), 1744-1761.

76. (with B. Øksendal) Optimal anticipative stopping. Advances in Math. of Finance (L. Stettnered.). Banach Center Publications vol. 83 (2008), 107-116.

77. (with D. Nualart) Rough path analysis via fractional calculus. Trans. Amer. Math. Soc. 361(2009), no. 5, 2689-2718.

78. (with D. Nualart) Stochastic heat equation driven by fractional noise and local time. Prob.Theory and Related Fields, 143 (2009), 285-328.

79. (with B. Øksendal) Optimal smooth portfolio selection for an insider. J. Appl. Probab. 44 (2007),no. 3, 742–752.

80. (with Biagini, F. B. Øksendal and Zhang, T.S.) Stochastic calculus for fractional Brownian motionand applications. Probability and its Applications (New York). Springer-Verlag London, Ltd.,London, 2008.

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81. (with D. Nualart) Regularity of renormalized self-intersection local time for fractional Brownianmotion. Communications in Information and Systems, 7 (2007), 21-30.

82. (with D. Nualart) Differential equation driven by Holder continuous functions of order greaterthan 1/2. in The Abel Symposium on Stochastic Analysis, 399-423. Springer, 2007.

83. (with H. Long) Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Levymotions. Communications on Stochastic Analysis, 1 (2007), 175-192.

84. (with Mohammed, S., Arritojas, M. and Pap, G.) A Delayed Black and Scholes Formula, Stoch.Anal. Appl. 25 (2007), no. 2, 471-492.

85. Integral transformations and anticipative calculus for fractional Brownian motions. Mem. Amer.Math. Soc. 175 (2005), no. 825, viii+127 pp.

86. (with Øksendal, B. and Salopek, D. M.) Weighted local time for fractional Brownian motion andapplications to finance. Stoch. Appl. Anal. 23 (2005), no. 1, 15–30.

87. (with Zhou X.Y.) Stochastic control for linear systems driven by fractional noises. SIAM J.Control Optim. 43 (2005), no. 6, 2245–2277

88. Optimization of portfolio and consumption and minimization of volatility. Mathematics of finance,199–206, Contemp. Math., 351, Amer. Math. Soc., Providence, RI, 2004.

89. (with D. Nualart) Renormalized self-intersection local time for fractional Brownian motion. Ann.Probab. 33 (2005), no. 3, 948–983.

90. (with D. Nualart) Some processes associated with fractional Bessel processes. J. Theoret. Probab.18 (2005), no. 2, 377–397.

91. (with B. Øksendal and A. Sulem) Optimal portfolio in a fractional Black-Scholes market drivenby fractional Brownian motion. Infinite Dimensional Analysis, Quantum Probability and RelatedTopics, Vol. 6 (2004), 519-536.

92. (with S. E. A. Mohammed and F. Yan) Numerical Solution of Stochastic Differential Systemswith Memory. Annals of Probability, 32 (2004), 265-314.

93. Optimal consumption and portfolio in a market where the volatility is driven by fractional Brown-ian motion. Probability, Finance and Insurance. Ed. Lai, T.L. et al. World Scientific Publishing.164-173.

94. (with Øksendal and T. S. Zhang) General fractional multiparameter white noise theory andstochastic partial differential equations, Communications in partial differential equations 29 (2004),1-23.

95. (with B. Øksendal) Fractional white noise calculus and applications to finance. Infinite Dimen-sional Analysis, Quantum Probability and Related Topics, Vol. 6 (2003), 1-32.

96. (with F. Biagini, B. Øksendal and A. Sulem) A Stochastic maximum principle for processes drivenby fractional Brownian motion, Stochastic Processes and Applications, 100 (2002), 233-253.

97. (with G. Kallianpur, J. Xiong) An approximation for Zakai equation, Applied Mathematics andoptimization 45 (2002), no. 1, 23–44.

98. Probability structure preserving and absolute continuity, Annales de l’Institut Henri Poincare, 38(2002), no. 4, 557–580.

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99. (with Ustnel, A. S.; Zakai, M.) Tangent processes on Wiener space. J. Funct. Anal. 192 (2002),no. 1, 234–270

100. Chaos expansion of heat equation with white noise potentials, Potential Anal. 16 (2002), no. 1,45–66.

101. (with Øksendal, B.) Chaos expansion of local time of fractional Brownian motions. StochasticAnal. Appl. 20 (2002), no. 4, 815–837.

102. Self-intersection local time of fractional Brownian motions - via chaos expansion, Journal of Math-ematics of Kyoto University, 41 (2001), no. 2, 233–250.

103. Heat equation with fractional white noise potentials, Applied Mathematics and Optimization, 43(2001), 221-243.

104. (with Øksendal and T. S. Zhang) Stochastic fractional potential theory, Papers in Analysis, Re-port. Univ. Jyvaskyla, 83 (2001), 169-180.

105. Option pricing in a market where the volatility is driven by fractional Brownian motions, RecentDevelopment in Mathematical Finance. Ed. J.M. Yong. World Scientific. 2002, 49-59.

106. Prediction and translation of fractional Brownian motions, Stochastics in Finite and Infinite Di-mensions, Ed. T. Hida et al., Trends Math., Birkhauser, Boston, MA, 2001, 153–171.

107. (with Duncan, T. E. and Pasik-Duncan, B.) Stochastic calculus for fractional Brownian motion.I. Theory. SIAM J. Control Optim. 38 (2000), no. 2, 582-612.

108. (with G. Kallianpur) Schrodinger equations with fractional Laplacians, Applied Mathematics andOptimization, 42 (2000), 281-290.

109. Optimal times to observe in the Kalman-Bucy models, Stochastics and Stochastics Report, 69(2000), 123-140.

110. Multi-dimensional geometric Brownian motions, Onsager-Machlup functions, and applications tomathematical finance, Acta Math. Sci. 20 (2000), 341-358.

111. (with B. Øksendal and T. Zhang) Stochastic partial differential equations driven by multi-parameterfractional white noise, Stochastic Processes, Physics and Geometry: New Interplays. II, Ed. F.Gesztesy et al., AMS 2000, 327-337.

112. A unified approach to several inequalities for Gaussian and diffusion measures, Seminaire XXXIV,Lecture Notes 1729, Springer-Verlag, 2000, 329–335.

113. A Class of stochastic partial differential equations driven by fractional white noises, StochasticProcesses, Physics and Geometry: New Interplays. II, Ed. F. Gesztesy et al., AMS 2000, 317-325.

114. (with B. Øksendal and A. Sulem) Optimal portfolio in a fractional Black-Scholes market, Mathe-matical Physics and Stochastic Analysis, Ed. S. Albeverio et al., World Scientific 2000, 267-279.

115. (with R.J. de Figuereido) On non-linear filtering of non-Gaussian processes through Volterraseries, Volterra Equations and Applications, Arlington, TX, 1996, 197–202, Stability ControlTheory Methods Appl., 10, Gordon and Breach, Amsterdam, 2000.

116. (with S. Albeverio, M. Rockner and X.Y. Zhou) Stochastic quantization of the two-dimensionalpolymer measure, Applied Mathematics and Optimization, 40 (1999), 341-354.

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117. Exponential integrability of diffusion processes, Advances in Stochastic Inequalities, Ed. T.P. Hilland C. Houdre, Contemporary Mathematics, 234 (1999), American Mathematical Society, 1999,75-84.

118. On the positivity of the solution of a class of stochastic pressure equations, Stochastics andStochastics Reports, 63 (1998), 27-40.

119. (with B. Øksendal) Optimal time to invest when the price processes are geometric Brownianmotions, Finance and Stochastics, 2 (1998), 295-310.

120. Ito-Wiener chaos expansion with exact residual and correlation, variance inequalities, Journal ofTheoretical Probability, 10 (1997), 835-848.

121. (with Z. Q. Chen, Z. M. Qian and W. A. Zheng) Stability and approximations of symmetricdiffusion semigroups and kernels, Journal of Functional Analysis, 152 (1998), 255-280.

122. (with D. Nualart) Continuity of some anticipating integral processes, Statistics and ProbabilityLetters, 37 (1998), 203-211.

123. (with G. Kallianpur) Exponential integrability and application to stochastic quantization, AppliedMathematics and Optimization, 37 (1998), 295-353.

124. (with S.Albeverio and X.Y. Zhou) A remark on non smoothness of self-intersection local time ofplanar Brownian motion, Statistics and Probability Letter, 32 (1997), 57-65.

125. (with H. Holden) Finite difference approximation of the pressure equation for fluid flow in astochastic medium–a probabilistic approach, Comm. Partial Differential Equation, 21 (1996),1367-1388.

126. On the self-intersection local time of Brownian motion-via chaos expansion, Publ. Mat., 40 (1996),337-350.

127. (with Bruce K. Driver) On heat kernel logarithmic Sobolev inequalities, Stochastic Analysis andApplications (Powys, 1995), World Sci. Publishing, River Edge, NJ, 1996, 189–200.

128. Strong and weak order of time discretization schemes of stochastic differential equations, Seminairede Probabilites XXX, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1626,Springer-Verlag, 1996, 218-227.

129. (with S. Watanabe) Donsker’s delta functions and approximation of heat kernels by time dis-cretization methods, J. Math. Kyoto University, 36 (1996), 499-518.

130. (with S. Cambanis) The exact convergence rate of Euler-Maruyama scheme and application tosample design, Stochastics and Stochastics Reports, 59 (1996), 211-240.

131. Semi-implicit Euler-Maruyama scheme for stiff stochastic equations, Stochastic Analysis and Re-lated Topics, V (Silivri, 1994), Progr. Probab., 38, Birkhauser Boston, Boston, MA, 1996, 183–202.

132. (with B. Øksendal) Wick approximation of quasilinear linear stochastic differential equations,Stochastic Analysis and Related Topics, Progr. Prob. 38, Birkhauser, Boston, 1996, 203-231.

133. (with T. Lindstrøm, B. Øksendal, J. Ubøe and T.S. Zhang) Inverse power of white noise, Proc.Symp. Pure Math. 57 (1995), 439-456.

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134. (with V. Peres-Abreu) On the continuous extension of Wiener chaos, Bol. Soc. Mat. Mexicana,1, (1995), 127-135.

135. On the differentiability of functions of an operator, Seminaire de Probabilites XXIX, Ed. J.Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1613, Springer-Verlag, 1995,218-219.

136. The pathwise solution for a class of quasilinear stochastic equations of evolution in Banach spaceII, Acta Mathematica Scientia, 15 (1995), 264-274.

137. Some operator inequalities, Seminaire de Probabilites XXVIII, Ed. by J. Azema, P.A. Meyer andM. Yor, Lecture Notes in Mathematics 1583, Springer-Verlag, 1994, 316-333.

138. The pathwise solution for a class of quasilinear stochastic equation of evolutions in Banach spacesI, Acta Mathematica Scientia, 14 (1994), 461-474.

139. (with P.A.Meyer) On the approximation of Stratonovitch multiple integrals, Stochastic Processes,a festschrift in honor of G. Kallianpur, Ed. S. Cambanis et al., Springer, 1993, 141-147.

140. ( with Long Hongwei) Symmetric integral and the approximation theorem of stochastic integralin the plane, Acta Mathematica Scientia, 13 (1993), 153-166.

141. A remark on the value on zero of a Brownian functional, Stochastic Analysis and Related Topics,Proc. Fourth Oslo-Silivri Workshop on Stochastic Analysis, Ed. T. Lindstrøm, B. Øksendal andA.S. Ustunel, Gordon and Breach Science Publishers, 1993, 173-176.

142. (with L. Decreusefond, A.S. Ustunel) Une inegalite d’interpolation sur l’espace de Wiener, CompteRendus Acad. Sci. Paris, 317 (1993), 1065-1067.

143. Hypercontractivite pour les fermions, d’apres Carlen-Lieb, Seminaire de Probabilites XXVII, Ed.J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1557, Springer-Verlag, 1993,86-96.

144. The pathwise solutions for a class of quasi-linear stochastic equations of evolution in Banachspaces III, Acta Mathematica Scientia, 13 (1993), 13-22.

145. Sur un travail de R. Carmona et D. Nualart, Seminaire de Probabilites XXVI, Ed. J. Azema,P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 587-594.

146. Une formule d’Ito pour le mouvement Brownien fermionique, Seminaire de Probabilites XXVI,Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag,1992, 575-578.

147. Une remarque sur l’inegalite de Holder non-commutative, Seminaire de Probabilites XXVI, ed. J.Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 595.

148. Calculation of Feynman path integral for certain central forces, Stochastic Analysis and RelatedTopics (Oslo, 1992), Stochastics Monogr., 8, Gordon and Breach, Montreux, 1993, 161-171.

149. Serie de Taylor stochastique et formule de Campbell-Hausdorff - d’apes Ben Arous, Seminaire deProbabilites XXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526,Springer-Verlag, 1992, 579-586.

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150. Existence de traces dans les developpements en chaos de Wiener. Dissertation, Universite LouisPasteur, Strasbourg, 1992. Publication de l’Institut de Recherche Mathematique Avancee, 480.Universite Louis Pasteur, Departement de Mathematique, Institut de Recherche MathematiqueAvancee, Strasbourg, 1992. 77 pp.

151. Calculs formels sur les e.d.s. de Stratonovitch, Seminaire de Probabilites XXVI, Ed. J. Azema,P.A. Meyer and M. Yor, Lect. Notes in Math. 1426, Springer-Verlag, 1990, 453-460.

152. Symmetric integral and canonical extension for jump process - some combinatorial results, ActaMath. Sci. 10, (1990), 448-458.

153. Some notes on multiple Stratonovitch integrals, Acta Math. Sci. 9 (1989), 453-462.

154. Un nouvel exemple de distribution de Hida, Seminaire de Probabilites XXVI, Ed. J. Azema, P.A.Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag, 1988, 82-84.

155. (with P.A.Meyer) Chaos de Wiener et integrales de Feynman, Seminaire de Probabilites XXII,Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag,1988, 51-71.

156. (with P.A.Meyer) Sur les integrales multiples de Stratonovitch, Seminaire de Probabilites XXVI,Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag,1988, 72-81.

157. Stochastic analysis of the stochastic functional on the basic space, Acta Math. Sci. 6 (1986), pp67-74.

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