1, Jiang, Y. (with Wang, Y.) On the collision local time of fractional Brownian motion. Chin. Ann. Math. Ser. B 28(3) ,311-320. (2007).

2, Jiang, Y. (with Bo, L. and Wang, Y.) On a class of stochastic Anderson models with fractional noises. Stoch. Anal. Appl. 26(2), 270-287 (2008).

3, Jiang, Y. (with Bo, L. and Wang, Y.) Stochastic Cahn-Hilliard equation with fractional noise . Stoch. Dyn. 8(4), 643-665 (2008).

4, Jiang, Y. (with Xing, X. and Zhang, W.) On the time to ruin and the deficit at ruin in a risk model with double-sided jumps. Stat. Prob. Lett.78 ( 16 ) , 2692-2699 ( 2008 ) .

5, Jiang, Y. (with Wang, Y.) Self-intersection local time and collision local time of bifractional Brownian motion. Sci. China Ser. A: Mathematics 52 (9) 1905-1919, (2009).6, Jiang, Y. (with Shi, K. and Wang, Y.) Large deviation principle for the higher-order stochastic heat equations with fractional noises. Acta Math. Sin. Engl.26(1) 89-106,(2010).

江一鸣 副教授

7, Jiang, Y. (with Wei, T. and Zhou X.) Stochastic generalized Burgers Equations driven by Fractional Noises. J. Differential Equations 252 1934-1961, (2012).

8, Jiang, Y. (with Wang X. and Wang Y.) Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures. Nonliear Anal.75(13) 5123-5138, (2012).

9, Jiang, Y. (with Wang X. and Wang Y.) On a stochastic heat equationwith first order fractional noises and applications to finance. J. Math. Anal. Appl. 396(2), 656-669,(2012).