个人简介
任永,男,1976年1月生,安徽霍邱人,中共党员,理学博士,澳大利亚塔斯马尼亚大学博士后研究员,教授,博士生导师,现任数学计算机科学学院院长,安徽师范大学生物数学二级学科博士点和数学一级学科硕士点负责人,安徽省学术和技术带头人,主要从事随机微分方程及其应用研究工作。所受教育1991、9-1994、6霍邱一中读高中1994、9-1998、7安徽师范大学数学系读本科,获理学学士学位2000、9-2003、6安徽师范大学数学系读硕士,获理学硕士学位,研究方向:无穷粒子系统,导师:丁万鼎教授、祝东进教授2003、9-2006、6华东理工大学数学系读博士,获理学博士学位,2008、5-2010.5澳大利亚Tasmania大学博士后研究员,,合作导师:DrMalgorzataO'Reilly职称职位1998、7-2003、11安徽师范大学助教2003、11-2006、7安徽师范大学讲师2006、7-2009、11安徽师范大学副教授(破格)2009、12起安徽师范大学教授(破格)2008、5-2010.5澳大利亚Tasmania大学博士后研究员讲授课程本科生:概率论与数理统计研究生:随机分析初步、随机微分方程主持的主要科研项目1.国家自然科学基金面上项目:几类倒向双重随机微分方程及其应用研究(11371029),2014.1—2017.12,经费:62万元2.国家自然科学基金青年基金项目:由Lévy过程驱动的几类倒向随机微分方程研究(10901003),2010.1—2012.12,经费:16万元(已结题)3.国家自然科学基金数学天元青年基金项目:反射型倒向随机微分方程及其应用(10726075),2008.1—2008.12,经费:3万元(已结题)4.安徽省杰出青年基金项目:由G-布朗运动驱动的随机微分方程研究(1108085J08),2012.1—2013.12,经费:15万元(已结题,评价结果:优)5.2012年度安徽省杰出青年基金结题优秀类项目滚动支持项目:随机微分方程若干问题研究(1508085JGD10),2015.7—2017.6,经费:8万元6.教育部科学技术研究重点项目:由Lévy过程驱动的随机偏泛函微分系统能控性问题研究(211077),2011.1—2013.12,经费:5万元(已结题)7.安徽省自然科学基金青年项目:多值倒向双重随机微分方程研究(10040606Q30),2011.1—2013.12,经费:4万元(已结题,评价结果:优)8.安徽省高校省级自然科学研究重大项目:无穷时滞脉冲微分系统及其可控性研究(KJ2010ZD02),2010.1—2012.12,经费:5万元(已结题)9.安徽省高校优秀拔尖人才培育资助暨省级学术技术带头人培养资助计划项目,2014—2016,主要用于出国访问、学术交流以及课题研究补充经费,经费:30万元
研究领域
随机微分方程及其应用研究工作
倒向随机微分方程、泛函型随机微分方程、随机控制、随机流模型
近期论文
在Acta Applicandae Mathematicae, ANZIAM J., Applied Mathematics and Computation, C. R. Acad. Sci. Paris, Ser. I., Integral Equations and Operator Theory,International Journal of Control, Journal of Computational and Applied Mathematics, Journal of Mathematical Physics, Journal of Optimization Theory and Applications, Mathematical and Computer Modelling, Modern Physics Letters B, Nonlinear Analysis: Real World Applications,Statistics & Probability Letters,Semigroup Forum, Stochastic Analysis and Applications以及Stochastic and Dynamics等10余种SCI期刊发表研究论文60余篇。部分论文(以下通讯作者用“﹡”注明)倒向随机微分方程[1] Ren Yong﹡,Xia Ningmao,Generalized reflected BSDE and an obstacle problem for PDEs with a nonlinear Neumann boundary condition,Stochastic Analysis and Applications 24 (2006) 1013—1033 (SCI)[2] Ren Yong﹡,Hu Lanying, Reflected backward stochastic differential equations driven by Lévy processes,Statistics & Probability Letters 77 (2007) 1599—1566 (SCI)[3] Ren Yong﹡, Lin Aihong,Hu Lanying, Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes, Journal of Computational and Applied Mathematics 223 (2009) 701—709 (SCI)[4] Ren Yong﹡,Fan Xiliang, Reflected backward stochastic differential equations driven by a Lévy process,ANZIAM J.50 (2009) 486—500 (SCI)[5] Ren Yong,On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces,Journal of Optimization Theory and Applications 144 (2010) 319—333 (SCI)[6] Ren Yong﹡ Mohamed EL Otmani, Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition, Journal of Computational and Applied Mathematics 233 (2010) 2027—2043 (SCI)[7] Ren Yong, Reflected backward doubly stochastic differential equations driven by a Lévy Process, C. R. Acad. Sci. Paris, Ser. I. 348 (2010) 439—444 (SCI)[8] Ren Yong﹡, Mohamed EL Otmani, Doubly reflected BSDEs driven by a Lévy process, Nonlinear Analysis: Real World Applications 13 (2012) 1252—1267 (SCI)[9] Ren Yong, Auguste Aman﹡, Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process, The African Diaspora Journal of Mathematics 13 (2012) 1—22[10] Hu Lanying,Ren Yong﹡,A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition,Applied Mathematics and Computation 218 (2011) 4325—4332 (SCI)[11] Hu Lanying,Ren Yong﹡,Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes,Journal of Computational and Applied Mathematics 229 (2009) 230—239 (SCI)[12] Fan Xiliang,Ren Yong﹡,Zhu Dongjin, A note on the doubly reflected backward stochastic differential equations driven by a Lévy process, Statistics & Probability Letters 80 (2010) 690—696 (SCI)[13] Zhou Qing﹡, Ren Yong, Wu Weixing, On solutions to backward stochastic partial differential equations for Lévy processes, Journal of Computational and Applied Mathematics, 235 (2011) 5411—5421 (SCI)[14] Zhou Qing, Ren Yong﹡, Reflected backward stochastic differential equations with time delayed generators, Statistics & Probability Letters 82 (2012) 979—990 (SCI)[15] Lu Wen, Ren Yong﹡,Anticipated backward stochastic differential equations on Markov chains, Statistics & Probability Letters 83 (2013) 1711—1719 (SCI)[16] Duan Pengju, Ren Yong,BSDEs on finite and infinite time horizon with discontinuous coefficients, Bull. Korean Math. Soc. 50 (2013) 1079—1086 (SCI)[17] Auguste Aman﹡, Ren Yong, A new type of reflected backward doubly stochastic differential equations, Communications on Stochastic Analysis 7 (2013) 607—630[18] Liu Youxin, Ren Yong﹡,Anticipated BSDEs driven by time-changed Lévy noises, Journal of the Korean Statistical Society 44 (2015) 403—409 (SCI)[19] Wu Helin, Ren Yong, Hu Feng, Continuous dependence property of BSDE with constraints, Applied Mathematics Letters 45 (2015) 41—46 (SCI)[20] Lu Wen, Ren Yong﹡, Hu Lanying, Mean-field backward stochastic differential equations in general probability spaces, Applied Mathematics and Computation, 263 (2015) 1—11 (SCI)[21] Lu Wen, Ren Yong﹡, Hu Lanying, Mean-field backward stochastic differential equations with subdifferential operator and its applications, Statistics & Probability Letters 106 (2015) 73—81 (SCI)[22] 范锡良,任永,由Lévy过程驱动的反射型倒向随机微分方程,数学学报 54(2011)839—852 G-布朗运动驱动的随机微分方程[1] Ren Yong﹡,Hu Lanying, A note on the stochastic differential equations driven by G-Brownian motion,Statistics & Probability Letters 81 (2011) 580—585 (SCI)[2] Ren Yong,Bi Qiang, R. Sakthivel﹡,Stochastic functional differential equations with infinite delay driven by G-Brownian motion, Mathematical Methods in the Applied Sciences, 36 (2013) 1746—1759 (SCI)[3] Ren Yong,Jia Xuejuan, Hu Lanying, Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion, Discrete and Continuous Dynamical System-B 20 (2015) 2157—2169 (SCI)[4] Ren Yong,Jia Xuejuan, R. Sakthivel﹡, The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion, Applicable Analysis (SCI)[5] Ren Yong,Wang Jun, Hu Lanying, Multi-valued stochastic differential equations driven by G-Brownian motion and related stochastic control problems, International Journal of Control DOI:10.1080/00207179.2016.1204560 (SCI)[6] Hu Lanying, Ren Yong﹡,Xu Tianbao, p-moment stability of solutions to stochastic differential equations driven by G-Brownian motion, Applied Mathematics and Computation 230 (2014) 231—237 (SCI)[7] Hu Lanying, Ren Yong,Impulsive stochastic differential equations driven by G-Brownian motion, In Brownian motion: elements, dynamics and applications, editors: Mark A. McKibben and Micah Webster, Nova Science Publishers, Inc, New York, 2015, Chapter 13, 231—242[8] Gu Yuanfang, Ren Yong, R.Sakthivel﹡, Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by G-Brownian motion, Stochastic Analysis and Applications 54 (2016) 528—545 泛函型随机微分方程及可控性[1] Ren Yong﹡, Lu Shiping,Xia Ningmao,Remarks on the existence and uniqueness of solutions to stochastic functional differential equations with infinite delay,Journal of Computational and Applied Mathematics 220 (2008) 364—372 (SCI)[2] Ren Yong﹡,Xia Ningmao,Existence, uniqueness and stability of solutions to neutral stochastic functional differential equations with infinite delay,Applied Mathematics and Computation 210 (2009) 72—79 (SCI)[3] Ren Yong﹡, Xia Ningmao,A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay,Applied Mathematics and Computation 214 (2009) 457—461 (SCI)[4] Ren Yong﹡, Chen Li,A note on the neutral stochastic functional differential equations with infinite delay and Poisson jumps in an abstract space, Journal of Mathematical Physics 50 (2009) 082704 (SCI)[5] Ren Yong﹡, Sun Dandan, Second-order neutral impulsive stochastic evolution equations with delay, Journal of Mathematical Physics 50 (2009) 102709 (SCI)[6] Ren Yong﹡, Sun Dandan, Second order neutral stochastic evolution equations with infinite delay under Carathéodory conditions, Journal of Optimization Theory and Applications 147 (2010) 569—582 (SCI)[7] Ren Yong,Hu Lanying,R. Saktivel﹡, Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay, Journal of Computational and Applied Mathematics, 235 (2011) 2603—2614 (SCI)[8] Ren Yong﹡,Zhou Qing,Chen Li,Existence, uniqueness and stability of mild solutions for time-dependent evolution equations with Poisson jumps and infinite delay, Journal of Optimization Theory and Applications, 149 (2011) 315—331 (SCI)[9] Ren Yong, R. Sakthivel﹡, Existence, uniqueness and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps, Journal of Mathematical Physics, 53 (2012) 073517 (SCI)[10] Ren Yong,Dai Honglin, R. Sakthivel﹡,Approximate controllability of stochastic differential system driven by a Lévy process, International Journal of Control, 86 (2013) 1158—1164 (SCI)[11] Ren Yong,Cheng Xing, R. Sakthivel﹡,On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay, Mathematical Methods in the Applied Sciences, 37 (2014) 2177—2184 (SCI)[12] Ren Yong,Hou Tingting, R. Sakthivel, Cheng Xing, A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Caratheodory conditions, Applied Mathematics and Computation 232 (2014) 658—665 (SCI)[13] Ren Yong﹡,Cheng Xing, R. Sakthivel,Impulsive neutral stochastic functional integro-differential with infinite delay driven by fBm, Applied Mathematics and Computation 247 (2014) 205—212 (SCI)[14] Ren Yong,Hou Tingting, R. Sakthivel, Non-densely defined impulsive neutral stochastic functional differential equations driven by a fBm in a Hilbert space with infinite delay, Frontiers of Mathematics in China 10 (2015) 351—365 (SCI)[15] Ren Yong,Wang Jun, Large deviation for mean-filed stochastic differential equations with subdifferential operator, Stochastic Analysis and Applications 34 (2016) 318—338 (SCI)[16] Nikolaos Halidias,Ren Yong﹡, An existence theorem for stochastic functional differential equations with delays under weak assumptions,Statistics & Probability Letters 78 (2008) 2864—2867 (SCI)[17] R. Sakthivel﹡,Yong Ren, N.I.Mahmudov, Approximate controllability of second order stochastic differential equations with impulsive effects, Modern Physics Letters B 24(2010)1559—1572 (SCI)[18] Hu Lanying,Ren Yong﹡,Doubly perturbed neutral stochastic functional equations,Journal of Computational and Applied Mathematics 231 (2009) 319—326 (SCI)[19] Hu Lanying, Ren Yong﹡,Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays, Acta Applicandae Mathematicae 111 (2010) 303—317 (SCI)[20] Lin Aihong, Ren Yong﹡,Xia Ningmao, On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators, Mathematical and Computer Modelling 51 (2010) 413—424 (SCI)[21] R. Sakthivel﹡, Ren Yong, Hyunsoo Kim, Asymptotic stability of second-order neutral stochastic differential equations, Journal of Mathematical Physics 51 (2010) 052701 (SCI)[22] R. Sakthivel, Ren Yong﹡, Complete controllability of stochastic evolution equations with jumps, Report on Mathematical Physics 68 (2011) 163—173 (SCI)[23] R. Sakthivel, Ren Yong﹡, Exponential stability of second-order stochastic evolution equations with Poisson jumps, Communications in Nonlinear Science and Numerical Simulation 17 (2012) 4517—4523 (SCI)[24] R. Sakthivel, P. Revathi, Ren Yong﹡,Existence of solutions for nonlinear fractional stochastic differential equations, Nonlinear Analysis: Theory, Methods & Applications 81 (2013) 70—86 (SCI)[25] P. Revathi, R. Sakthivel, D.-Y. Song, Ren Yong, Zhang Pei, Existence and stability results for second-order stochastic equations driven by fractional Brownian motion, Transport Theory and Statistical Physics, 42 (2013) 299—317 (SCI)[26] R. Sakthivel, R. Ganesh, Ren Yong, S.M. Anthoni, Approximate controllability of nonlinear fractional dynamical systems, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 3498—3508 (SCI)[27] P. Revathi, R. Sakthivel, Ren Yong﹡, S. Marshal Anthoni, Existence of automorphic mild solutions to non-autonomous neutral stochastic differential equations, Applied Mathematics and Computation 230 (2014) 639—649 (SCI)[28] Shen Guangjun, Ren Yong﹡, Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space, Journal of the Korean Statistical Society, to appear (SCI)[29] R. Sakthivel,Ren Yong﹡, Amar Debbouche, N.I.Mahmudov, Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions, Applicable Analysis: An International Journal, to appear[30] P.Revathi, R.Sakthivel, Ren Yong, Stochastic functional differential equations of Sobolev-type with infinite delay, Statistics & Probability Letters 109 (2015) 68—77 (SCI)[31] Fan Xiliang﹡,Ren Yong,Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions, Stochastic and Dynamics 17 (2017) 1750028 (SCI)泛函微分方程及可控性[1] Ren Yong﹡, Qin Yan, R. Saktivel, Existence results for fractional order semilinear integro-differential evolution equations with infinite delay, Integral Equations and Operator Theory 67 (2010) 33—49 (SCI)[2] Hu Lanying, Ren Yong﹡,R.Sakthivel, Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays, Semigroup Forum 79 (2009) 507—514 (SCI)[3] R. Sakthivel, N.I. Mahmudov, Ren Yong﹡, Approximate controllability of the nonlinear third-order dispersion equation, Applied Mathematics and Computation 217 (2011) 8507—8511 (SCI)[4] R. Sakthivel, Ren Yong﹡, N.I. Mahmudov, Approximate controllability of semilinear fractional differential systems, Computer and Mathematics with Applications 62 (2011) 1451—1459 (SCI)[5] R. Sakthivel﹡, Ren Yong, Approximate controllability of fractional differential equations with state-dependent delay, Results in Mathematics, doi: 10.1007/s00025-012-0245-y (SCI) 随机流模型[1] Nigel G. Bean, Ma?gorzata M. O’Reilly, Ren Yong, Second-order Markov reward models driven by QBD processes, Performance Evaluation 69 (2012) 440—455 (SCI)