胡良剑

2015-06-01

基本信息

  • 姓名:胡良剑

  • 系别:数学系

  • 职称:教授(博导)

  • 职务:理学院副院长,校教学委员会委员

  • 办公地址:2号学院楼2427

  • 办公电话:67798695

  • 电子邮件:ljhu@dhu.edu.cn

学习经历

  • 1981-1985, 安徽师范大学数学专业,学士

  • 1985-1988, 东华大学(原中国纺织大学)应用数学专业, 硕士

  • 1998-2003, 东华大学控制理论与工程专业,博士

工作经历

  • 1988-今,东华大学应用数学系助教、讲师、副教授、教授

  • 2004,国立清华大学电机工程系,访问学者

  • 2005-2006,英国Strathclyde大学统计与建模科学系,访问学者

教学课程

  • 数学实验

  • 数学建模

  • 随机微分方程

  • 概率论与数理统计

  • SAS软件

科研方向

  • 随机稳定性与控制

  • 随机微分方程数值解及其金融应用

  • 科学与工程中的建模与计算

著作教材

  • 东华大学概率统计教研组,概率论与数理统计,北京:高等教育出版社,2017第一版。

  • Liangjian Hu, Zengjing Chen, Xuerong Mao (Eds), Stochastic Differential Equations and Related Topics, Science Press, 2007.

  • 胡良剑,孙晓君,MATLAB数学实验,北京:高等教育出版社,2006第一版。2014第二版。

  • 姜健飞,胡良剑,唐俭,数值分析及其MATLAB实验,北京:科学出版社,2004。

  • 胡良剑,丁晓东,孙晓君,数学实验——使用MATLAB,上海:上海科学技术出版社,2001。(获得上海市优秀教材奖)

代表性论文

  • Liangjian Hu, L., Xiaoyue Li,  and Xuerong Mao, Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations, Journal of Computational and Applied Mathematics, 337(2018) 274-289

  • Wei Mao, Liangjian Hu, Surong You and Xuerong Mao, Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps,Electronic Journal of Qualitative Theory of Differential Equations, 2017, No. 86, 1–19.

  • Weiyin Fei, Liangjian Hu, Xuerong Mao, Mingxuan Shen, Delay dependent stability of highly nonlinear hybrid stochastic systems, Automatica 82 (2017) 165–170

  • 邱亲伟,刘暐,胡良剑,陆见秋, 在离散观测和反馈延迟下的混杂随机系统镇定, 控制理论与应用 2016 第33卷 第8期 P1023-1030

  • Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao, Surong You, Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay,  Statistics & Probability Letters, Volume 115, August 2016, Pages 16-26

  • Zhenzhong Zhang, Jinying Tong, Liangjian Hu, Long-term behavior of stochastic interest rate models with Markov switching, Insurance: Mathematics and Economics, Volume 70, September 2016, Pages 320-326

  • Wei Mao, Liangjian Hu, Xuerong Mao, The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps, Applied Mathematics and Computation, Volume 268, 1 October 2015, Pages 883-896

  • Weizhong Tian, Tonghui Wang, Liangjian Hu, Hien D. Tran,Distortion Risk Measures Under Skew Normal Settings,in Econometrics of Risk, Studies in Computational Intelligence, Volume 583, 2015, pp 135-148

  • Surong You, Liangjian Hu, Wei Mao, Xuerong Mao, Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations, Statistics & Probability Letters, Volume 102, July 2015, Pages 8-16

  • Xuerong Mao, Wei Liu, Liangjian Hu, Qi Luo, Jianqiu Lu, Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations, Systems & Control Letters 73 (2014) 88–95

  • Liangjian Hu, Xuerong Mao, Liguo Zhang, Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations, IEEE Transactions On Automatic Control, 2013, 58(9): 2319-2332

  • Minghui Song,Liangjian Hu, Xuerong Mao, Khasminskii-type theorems for stochastic functional differential equations,Discrete And Continuous Dynamical Systems-Series B,2013, 18(6): 1697-1714

  • Liangjian Hu, Xuerong Mao, Yi Shen, Stability and boundedness of nonlinear hybrid stochastic differential delay equations, Systems & Control Letters 62 (2013) 178–187.

  • Liangjian Hu, Juanjuan Zhao,A Stochastic Lotka-Volterra System and Its Asymptotic Behavior,in System Simulation and Scientific Computing,Communications in Computer and Information Science 326,Proceedings of International Conference, ICSC 2012, Shanghai, China, October 27-30, 2012,Part I,pp 440-450,(EI Accession number:20124515650094)

  • A. Gray, D. Greenhalgh, L. Hu, X. Mao, and J. Pan, A Stochastic Differential Equation SIS Epidemic Model, SIAM J. Appl. Math. 2011, 71(3): 876-902

  • 张春赛,胡良剑时滞均值回复θ过程及其数值解的收敛性,计算数学, 2011, 33 (2): 185-198

  • 胡良剑,乐经良,许建强,关于“数学建模”课程教学现状的调查与分析,大学数学,2010, 26(5): 147-151.

  • Zengfeng Tian, Liangjian Hu, David Greenhalgh,Perturbation analysis of fuzzy linear systems, Information Sciences, 2010, 180: 4706–4713.

  • Wensheng Shen, Leigh Little, Liangjian Hu, Anti-diffusive methods for hyperbolic heat transfer, Computer Methods in Applied Mechanics and Engineering. 2010, 199: 1231-1239

  • Liangjian Hu, Aina Yang, Fuzzy model-based control of nonlinear stochastic systems with time-delay, Nonlinear Analysis: Theory, Methods & Applications, 2009, 71(12): 2855-2865.

  • 胡良剑,余正元,基于参数化线性矩阵不等式方法的随机模糊系统H∞控制,系统工程学报,2010,25(1):6-10

  • 苏方伟,胡良剑,模糊随机微分方程的存在唯一性[J],模糊系统与数学,2009,23(4): 66-73.

  • Liangjian Hu, Xuerong Mao, Almost sure exponential stabilisation of stochastic systems by state-feedback control, Automatica, 44(2), 2008, 465-471

  • Yongsheng Ding, Min Xu, Liangjian Hu, Asymptotic Behavior and Stability of a Stochastic Model for AIDS Transmission, Applied Mathematics and Computation, 204(1), 2008: 99-108

  • 胡良剑,苏格兰高校数学与统计学专业教学的一些特色与启示,大学数学课程报告论坛论文集,2007