姓 名： 杨娟 职 称： 副教授 职 务： 无 办公室： 理学楼512 办公电话： 电子邮件：juanyang@bupt.edu.cn

个人简介

硕士生导师,研究方向为随机微分方程，研究兴趣包括随机偏微分方程的适定性、解的长时间的渐进性质以及基于深度学习方法的随机偏微分方程解的近似等问题。在J THEOR PROBAB，ELECTRON J PROBAB等概率专业学术期刊上发表SCI论文多篇。主持国家自然科学和教育部科研基金3项。主持包括省部级教改项目9项。

学术经历/教育工作经历

2012年曼彻斯特大学数学系博士毕业，入职北邮理学院。

研究方向

随机微分方程

教学课程

本科课程：线性代数、概率论与数理统计、概率论与随机过程、风险理论、应用回归分析、数学软件程序设计。

研究生课程：概率论与随机过程、布朗运动与随机计算。

科研成果

Zhishan Ma, Juan Yang, Averaging principle for two time-scales stochastic partial differential equations with reflection, to appear in Applied Mathematics and Optimazition

Jiarong Zuo, Juan Yang, Approximation properties of residual neural networks for fractional differential equations, Communications in Nonlinear Science and Numerical Simulation, 2023, 125, 107399

Juan Yang, Ziqiang Xiang, Jianliang Zhai, A small time large deviation principle for stochastic differential delay equations, Applied Mathematics Letters, 2023, 143, 108662

Juan Yang, Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction, Statistical Theory and Related Fields, 2022, 4 (6): 299-308

Xuhui Peng, Juan Yang, Jianliang Zhai, Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noises, Electronic Journal of Probability, 2022, 27: 1-31

Juan Yang, Qing Zhou, Reflected SPDEs driven by fractional noises, Acta Mathematicae Applicatae Sinica, English Series, 2020, 36(2): 1-14

Liangquan Zhang, Qing Zhou, Juan Yang, Necessary Condition for Optimality in Stochastic Control of Doubly Stochastic Systems, Mathematical Control and Related Fields, 2020, 10(2): 379-403

Juan Yang, Jianliang Zhai, Asymptotics of stochastic 2D hydrodynamical type systemsin unbounded domains, Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2017, 20(3), 1750017

Juan Yang, Jianliang Zhai, SPDEs with two reflecting walls and two singular drifts, Journal of Mathematical Analysis and Applications, 2016, 438: 991-1009

Juan Yang, Yiming Jiang, Moderate deviations for fourth-order stochastic heat equations with fractional noises, Stochastics and Dynamics, 2016, 16(6): 1780-1795

Hanbing Liu*, Juan Yang, Optimal control of semilinear parabolic systems with state Constraint, Journal of Mathematical Analysis and Applications, 2014, 417: 787-803

Juan Yang, Tusheng Zhang, Existence and uniqueness of invariant measures for SPDEs with two reflecting walls, Journal of Theoretical Probability, 2014, 27: 863-877

Juan Yang, Hanbing Liu, An approximation scheme of stochastic Stokes equation, Electronic Communications in Probability, 2013, 18: 1-10

Tusheng Zhang, Juan Yang, White noise driven SPDEs with two reflecting walls, Infinite Dimensional Analysis, Quantum Probability and Related Topic, 2011, 14(4): 647-659

科研项目

留学回国人员科研基金：随机偏微分方程及其在金融中的应用，2014/01-2016/12

数学天元基金：反射随机微分方程遍历理论及相关问题的研究（11426042），2015/01—2015/12

青年基金：随机偏微分方程的中偏差原理和分裂方法的研究(11501046)，2016/01—2018/12

学生培养

硕士研究生：史晓雯、于博俊、王旭瑗、李莹、左佳蓉、朱伟、李蕾、马治山；

潘倩璐、郑天昱、张佳杰、张梦豪、桂新、宋杨帆。