2021-03-19
赵辉艳，应用数学与交叉科学研究中心副教授。
Email: huiyan.zhao@bnuz.edu.cn
基本情况
男，中共党员，河南许昌人
研究领域
随机分析及随机过程的统计推断
学习经历
2002.9--2006.6 中山大学 统计科学系 本科
2006.9--2011.6 中山大学 概率论与数理统计 硕博
2016.9--2018.6 广州大学 经济与统计学院 博士后
代表论文
Huiyan Zhao, Chongqi Zhang, Yu Guo & Sheng Lin (2020) Least squares estimator for a class of subdiffusion processes, Communications in Statistics - Theory and Methods, DOI: 10.1080/03610926.2020.1838546
Zhao, H. and Xu, S. (2020). A stochastic Fubini theorem for alpha-stable process, Statistics & Probability Letters, 2020.108700
Zhao, H. and Zhang, C. (2019). Minimum distance parameter estimation for SDEs with small alpha-stable noises. Statistics & Probability Letters, 145, 301-311.
Zhao, H., Zhang, C. and Wen, L. (2018). Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps. Advances in Difference Equations, 2018(1), 148.
Zhao, H. and Zhang, C. (2019). Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps. Communications in Statistics-theory and Methods, 48(5), 1221-1233.
Zhao, H. and Xu, S. Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps. Advances in Pure Mathematics, 6, 676-694，2016
Zhao,H., Hu,C. and Xu, S. Equivalence of uniqueness in law and jiont uniquenss in law for SDEs driven by Poisson processes. Applied Mathematics, 7, 784-792, 2016.
H. Zhao, Yamada-watanabe theorem for stochastic evolution equation driven by poisson random measure, ISRN Probability and Statistics 2014, 7 Pages, 2014.
H. Zhao, Refelected non-Lipschitz backward stochastic differential equation with jumps and RCLL barrier, Advances in Mathematics (China) 43.1, 118-132, 2014.
H. Zhao, Large deviations for the two-dimensional Navier-Stokes equations with jumps, Acta Mathematica Sinica,55.3, 499-516, 2012.
Huiyan, zhao, On existence and uniqueness of stochastic evolution equation with Poisson jumps. Statist. Probab. Lett. 79, no. 22, 2367--2373, 2009.
主持、参与的科研项目
(1) 带跳的随机发展方程的Englbert定理及其应用，青年科学基金项目，国家自然科学基金，2015-2017年，主持；
(2) 带跳随机偏微分方程的参数估计，广东省普通高校特色创新项目，广东省教育厅，2019-2021年，主持；
学术交流
2017.9-2018.5，南洋理工大学，统计系，访问学者
