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席福宝

  • 职称:正高级
  • 研究方向:马氏过程,随机分析, 应用概率论
  • 所属院系:数学与统计学院  
  • 成果数量:42条,属于本单位的个人成果42条

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作者: Yafei Zhai1;1;Fubao Xi1;CA21School of Mathematics and Statistics, Beijing Institute of Technology, Beijing 100081, China)

出处: Journal of Mathematical Analysis and Applications 2024 Vol.534 No.1 P128030

摘要: This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Fir ...

作者: Hu, Yanyan1;Xi, Fubao1;Zhu, Min2,31Beijing Inst Technol, Sch Math & Stat, Beijing, Peoples R China.;2Hunan Univ Technol, Coll Sci, Zhuzhou, Peoples R China.;3Hunan Univ Technol, Coll Sci, Zhuzhou 412007, Hunan, Peoples R China.)

出处: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 2024 Vol.96 No.1 P766-798

关键词: LEAST-SQUARES ESTIMATORS; SOBOLEV DIFFUSION; SINGULAR DRIFT; SDES; DRIVEN

摘要: In this paper, by taking Zvonkin's transformation, we investigate parameter estimation for a class of multidimensional stochastic differential equatio ...

作者: Zhen, Yuhang1;Xi, Fubao11Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.)

出处: NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION 2024

关键词: STOCHASTIC DIFFERENTIAL-EQUATIONS

摘要: Parameter estimation of stochastic differential equation has recently been discussed by many authors. The aim of this paper is to study the rates of c ...

作者: Hu, Yanyan1; Kraaij, Richard C.1; Xi, Fubao21Delft Institute of Applied Mathematics, Delft University of Technology, Mekelweg 4, Delft; 2628 CD, Netherlands;2School of Mathematics and Statistics, Beijing Institute of Technology, Beijing; 100081, China)

出处: arXiv 2024

作者: Hu, Yanyan1;Kraaij, Richard C.1;Xi, Fubao21Delft Univ Technol, Delft Inst Appl Math, Mekelweg 4, NL-2628 CD Delft, Netherlands.;2Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.)

出处: STOCHASTIC PROCESSES AND THEIR APPLICATIONS 2024 Vol.178

关键词: DIFFUSION-PROCESSES

摘要: We consider a class of slow-fast processes on a connected complete Riemannian manifold M . The limiting dynamics as the scale separation goes to infin ...

作者: Wu, Fuke1;Xi, Fubao2;Zhu, Chao31Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China.;2Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.;3Univ Wisconsin Milwaukee, Dept Math Sci, Milwaukee, WI 53092 USA.)

出处: JOURNAL OF DIFFERENTIAL EQUATIONS 2023 Vol.371 P31-49

关键词: GAMES

摘要: This paper studies a class of McKean-Vlasov stochastic functional differential equations in which the dynamics of the underlying process may depend on ...

作者: Zhen, Yuhang1;Xi, Fubao11Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.)

出处: DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B 2023 Vol.28 No.7 P4068-4086

摘要: This work focuses on the parameter estimation for a class of switch-ing diffusion processes which contains a continuous component and a discrete compo ...

作者: Wu, Fuke1; Xi, Fubao2; Zhu, Chao31School of Mathematics and Statistics, Huazhong University of Science and Technology, Hubei, Wuhan; 430074, China;2School of Mathematics and Statistics, Beijing Institute of Technology, Beijing; 100081, China;3Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee; WI; 53092, United States)

出处: SSRN 2023

作者: Li, Jun12;Xi, Fubao1; (1School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China;2Department of Applied Mathematics, Lanzhou University of Technology, Gansu, Lanzhou, 730050, China)

出处: Discrete and Continuous Dynamical Systems - Series B 2022 Vol.27 No.10 P6125-6146

摘要: We investigate the long time behavior for a class of regime-switching diffusion processes. Based on direct evaluation of moments and exponential funct ...

作者: Ma, Xiaocui1;Li, Jun2;Xi, Fubao3; (1 Jining Univ, Sch Math & Comp Applicat Technol, Qufu 273155, Shandong, Peoples R China. ;2 Lanzhou Univ Technol, Dept Appl Math, Lanzhou 730050, Gansu, Peoples R China. ;3 Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.)

出处: COMMUNICATIONS ON PURE AND APPLIED ANALYSIS 2022 Vol.21 No.12 P4363-4389

关键词: DIFFERENTIAL-EQUATIONS; DRIVEN; SDES; STABILITY; SURE

摘要: The regime-switching jump diffusion processes can be viewed as jump diffusion processes in random environments, which are characterized by finite stat ...

席福宝正高级简介

Educational Background

  1980,9—1984,7:在山西大学数学系攻读学士学位,1984年7月获理学学士学位;

  1985,9—1988,7:在北京师范大学数学系攻读硕士学位,1988年7月获理学硕士学位;

  1992,9—1995,7:在北京大学概率统计系攻读博士学位,1995年7月获理学博士学位。

Working Experience

  2004/07-至今,北京理工大学,数学与统计学院,教授

  1997/07-2004/06,北京理工大学,数学与统计学院,副教授

  1995/07-1997/06,北京理工大学,数学与统计学院,讲师

  1988/07-1992/08,山西师范大学,数学与计算机学院,讲师

  1984/07-1985/08,山西师范大学,数学与计算机学院,助教

Teachings

《概率论与数理统计》(工科,48学时)《概率论》(数学系,48学时)《随机过程》(研究生课程,54学时)高等概率》(研究生课程,54学时)《随机微分方程》(研究生课程,54学时)《随机动力系统》(研究生课程,54学时)

Publications

  [1] Xiaocui Ma and Fubao Xi,Moderate Deviations for Neutral Stochastic Differential Delay Equations with Jumps. Statistics and Probability Letters , 126(2017), 97-167.

  [2] Fubao Xi and George Yin, Stochastic Lienard equations with state-dependent switching. Acta Mathematicae Applicatae Sinica , English Series , 31(2015), 893-908.

  [3] Xiaocui Ma and Fubao Xi,Large deviations for empirical measures of switching diffusion processes with small parameters. Frontiers of Mathematics in China , 10(2015), 949-963.

  [4] Hoang Tuan Anh, George Yin and Fubao Xi,Numerical solutions of regime-switching jump diffusions. Applied Mathematics and Computation , 244(2014), 822-835.

  [5] George Yin, Talafha Yousef and Fubao Xi,Stochastic Lienard equations with random switching and two-time scales. Communications in Statistics - Theory and Methods , 43(2014), 1533-1547.

  [6] Fubao Xi,Removing logarithms in Poisson approximation to the partial sum process of a Markov chain. Stochastics-An International Journal of Probability and Stochastic Processes , 85(2013), 395-411.

  [7] Fubao Xi,Coupling for Markovian switching jump-diffusions. Applied Mathematics-A Journal of Chinese Universities Series B , 28(2013), 204-216.

  [8] Fubao Xi and George Yin,The strong Feller property of switching jump-diffusion processes. Statistics & Probability Letters , 83(2013), 761-767.

  [9] Quanxin Zhu, Fubao Xi and Xiaodi Li,Robust exponential stability of stochastically nonlinear jump systems with mixed time delays. Journal of Optimization Theory and Applications , 154(2012), 154-174.

  [10] George Yin and Fubao Xi,Stability of jump diffusions with random switching. 51st IEEE Conference on Decision and Control , 2012/12/10-2012/12/13, 2013.

  [11] Jinghai Shao and Fubao Xi,Stability and recurrence of regime-switching diffusion processes. SIAM Journal on Control and Optimization , 52(2014), 3496-3516.

  [12] Fubao Xi and Quanxin Zhu,Coupling and exponential convergence rate for Markovian switching jump diffusions. Stochastic Analysis and Applications , 32(2014), 711-726.

  [13] Fubao Xi and George Yin, Almost sure stability and instability forswitching-jump-diffusion systems with state-dependent switching. Journal of Mathematical Analysis and Applications , 400(2013), 460-474.

  [14] Jinghai Shao and Fubao Xi,Strong ergodicity of the regime-switching diffusion processes. Stochastic Processes and Their Applications , 123(2013), 3903-3918.

  [15] Fubao Xi and Jinghai Shao, Successful couplings for diffusion processes with state-dependent switching. Science China Mathematics , 56(2013), 2135-2144.

  [16] George Yin, Guangliang Zhao, and Fubao Xi, Mean-field models involving continuous state dependent random switching: non-negativity constraints, moment bounds, and two-time-scale limits. Taiwanese Journal of Mathematics , 15(2011), 1783-1805.

  [17] Fubao Xi and George Yin, Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity. Science China Mathematics , 54(2011/12), 2651-2667.

  [18] Stability of regime-switching jump diffusions,SIAM J. Contr. Optim., 48, 2010 (with G. Yin).

  [19] Asymptotic Properties of Nonlinear Autoregressive Markov Processes

  with State-Dependent Switching, J. Multi. Anal., 101, 2010 (with G.

  Yin).

  [20] Asymptotic properties of a mean-field model a continuous-state-dependent

  switching, J. Appl. Probab., 46, 2009 (with G. Yin).

  [21] Asymptotic properties of jump-diffusion processes with state-dependent switching, Stoch. Proc. Appl., 119, 2009.

  [22] Ergodicity for Q-processes with Markovian switching, Chinese J. Appl. Probab. Stat. 25, 2009.

  [23] Exponential convergence rates for Markov processes with Markovian

  switching (In Chinese), Acta Math. Scientia, 29A(4), 2009.

  [24] Explicit Conditions for Asymptotic Stability of Stochastic Lienard-type Equations with Markovian Switching, J. Math. Anal. Appl., 348, 2008 (with Liqin Zhao).

  [25] On the stability of jump-diffusions with Markovian switching, J. Math. Anal. Appl., 341, 2008.

  [26] Feller property and exponential ergodicity of diffusion processes

  with state-dependent switching, Sci. Sin. (A), 51(3), 2008.

  [27] Stability in total variation for a mean--field model of cooperative behavior (In Chinese), Acta Math. Scientia, 27A (2), 2007.

  [28] Feller Property and Exponential Ergodicity of Diffusion Processes

  with State-Dependent Switching (In Chinese), Sci. Sin. (A), 51(3),

  2007.

  [29] On the Stability of Diffusion Processes with State-Dependent Switching, Sci. Sin. (A), 49(9), 2006 (with Liqin Zhao).

  [30] Stationary Solution for a Stochastic Lienard Equation with Markovian Switching, Acta Math. Scientia, 25B(1), 2005 (with Liqin Zhao).

  [31] Stability in total variation of diffusion processes with jumps (In

  Chinese), J. Beijing Institute of Technology, 25(7), 2005 (with Bingwei Mao ).

  [32] Invariant measure for the Markov process corresponding to a PDE system, Acta Math. Sinica, English Series, 21(3), 2005.

  [33] Stability of a Random Diffusion with Nonlinear Drift, Stat. Probab. Letters, 68(3), 2004.

  [34] Weak Limits of Empirical Measures for a Family of Diffusion Processes, Acta Math. Scientia, 24B(2), 2004 (with Liqin Zhao).

  [35] Invariant measures for random evolution equation with small perturbations (In Chinese), Acta Mathematica Sinica, 47(1), 2004.

  [36] Stability for a random evolution equation with Gaussian perturbation, J. Math. Anal. Appl., 272, 2002.

  [37] A linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal under random noise perturbation, Int. J. Systems Sci., 33(50), 2002 (with Baozhu Guo and Jingqing Han).

  [38] Stability in distribution for a class of diffusion processes (In

  Chinese), J. Beijing Institute of Technology, 22(5), 2002 (with Jidong Ren ).

  [39] Large deviation theorem for empirical measures of degenerate diffusion processes, J. Beijing Institute of Technology, 10(3), 2001 (with Xiuqin Liu).

  [44] Invariant measures for random evolution equation with small perturbations, Acta Mathematica Sinica, English Series, 17(4), 2001.

  [45] Asymptotics of mean exit time for small perturbations of a stochastic process (In Chinese), Applied Mathematics: A Journal of Chinese

  Universities, Vol.14(A), No.1, 1999.

  [46] A note on teaching of probability and statistics (In Chinese), the proceeding of teaching researches of the BIT teachers, Beijing Institute of Technology, Beijing, China, September, 1998.

  [47] A note on the jump number of Q-processes (In Chinese), Journal of Mathematics(P.R.C), Vol.18, No.2, 1998.

  [48] A large deviation theorem for empirical measures of a class of stochastic process, Chinese Journal of Applied Probability and Statistics, Vol.14, No.2, 1998.

  [49] Small random perturbations of one--dimensional diffusion process, Acta Mathematica Sinica, New Series, Vol.14, No.1, 1998.

  [50] Small random perturbations of one-dimensional diffusion processes (In Chinese), Acta Math. Sinica, 41(1), 1998.

  [51] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), the proceeding of the BIT youth academic meeting, Beijing Institute of Technology, Beijing, China, November, 1997.

  [52] Application of the averaging principle to Linsker's network (In Chinese), Mathematical Statistics and Applied Probability, Vol.12, No.4, 1997 (with Minping Qian).

  [53] Small perturbations of one--dimensional degenerate diffusion process (In Chinese), Journal of Beijing Institute of Technology, Vol.17, No.4, 1997.

  [54] The mean exit time estimates for small perturbations of degenerate diffusion process (In Chinese), Acta Mathematicae Applicatae Sinica, Vol.20, No.2, 1997.

  [55] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), Chinese Annals of Mathematics, Vol.17A, No.3, 1996.

  [56] Moment estimation of jump number of a class of nonhomogeneous Q process(In Chinese), Journal of Shanxi Teacher's University, Natural Science Edition, Vol.5, No.4, 1991.

  

Research Projects

  北京市自然科学基金面上项目,1172001,密度函数的点态自适应小波估计,2017/01-2019/12,在研,参加。

  国家自然科学基金面上项目,11671034,切换跳扩散过程及其应用,2017/01-2020/12,在研,主持。

  国家自然科学基金面上项目,11171024,带切换的Levy型过程理论及其应用,2012/01-2015/12,已结题,主持。

  国家自然科学基金面上项目,10671037,由分形布朗运动和纯跳Levy过程驱动的随机微分方程,2007/01-2009/12,已结题,参加。

  教育部留学回国人员科研启动基金项目,Lxky200402,带马氏跳跃的动力系统的随机扰动,2004/05-2005/04,已结题,主持。

Graduate Students

  硕士研究生:刘秀芹,李庆刚,任继东,毛炳蔚,巩宏丽,张春玲,张伟,江沺沺,马小翠,吴晓艳,吴超(与杨鹏飞老师合带),张国林,殷汝雷(与杨鹏飞老师合带),王冉冉,蒋威威,肖盛宁(与杨鹏飞老师合带),孙观景,王志宇,乔鹏飞,刘今超,王少颖,李璐(与陈振庆老师合带),李换杰,肖力琴,王凌志,刘晓豫,王宇帆,陈丹,夏启晨,郑成浩。

  博士研究生:马小翠,Getinet Seifu, 籍慧洁

Conference Talks and Invited Presentations

  [1] 2016.8.17-19, 2016 Annual Meeting and Workshop of Engineering Probability and Statistics of China, Shijiazhuang, China

  [2] 2016.7.13-17, The 12th Workshop on Markov Processes and Related Topics, Xuzhou, China.

  [3] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China

  [4] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China

  [5] 2015.6.27-30, The 11th Workshop on Markov Processes and Related Topics, Shanghai, China.

  [6] 2015.6.23-25, Workshop on Markov Processes and Stochastic Models, Changsha, China

  [7] 2014.7.28, Colloquium talk at the Department of Mathematics, Wayne State University, Detroit, USA.

  [8] 2013.7.6-13, The 9th Workshop on Markov Processes and Related Topics, Emei,China.

  [9] 2013.6.27, The 4th Mini-Workshop on Applied Probability, Beijing, China.

  [10] 2012.7.16-20, The 8th Workshop on Markov Processes and Related Topics, Beijing, China.

  [11] 2011.8.27-28, Workshop on Theory and Applications of Stochastic Processes, Beijing, China

  [12] 2011.1.9, Colloquium talk at the Department of Mathematics and computer science, Fujian Normal University, Fuzhou, China.

  [13] Invited talk at the 7th Workshop on Markov Processes and Related Topics,

  Beijing, China, July 19--23, 2010.

  [14] Invited talk at the Chinese-German Meeting on Stochastic Analysis

  and Related Fields, Beijing, China, May 3--7, 2010.

  [15] Colloquium talk at the Department of Mathematics, Wayne State

  University, Detroit, USA, April 21, 2010.

  [16] Colloquium talk at the School of Mathematics and Systems Science,

  Beihang University, Beijing, China, October 16, 2009.

  [17] Invited talk at the Third International Conference on Stochastic

  Analysis and Its Applications, Beijing Institute of Technology, Beijing, China, July 13--17, 2009.

  [18] Invited talk at the IMS-China International Conference on Statistics

  and Probability, Weihai, China, July 3--6, 2009.

  [19] Invited talk at the International Workshop on Probability Theory,

  Statistics and Their Application to Biology, Peking University, Beijing, China, June 26--28, 2009.

  [20] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

  University, Beijing, China, June 10, 2009.

  [21] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

  University, Beijing, China, April 15, 2009.

  [22] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

  University, Beijing, China, April 1, 2009.

  [23] Invited talk at the AMS-SMS Joint Meeting, Fudan University,

  Shanghai, China, December 17--21, 2008.

  [24] Colloquium talk at Academy of Mathematics and Systems Science, CAS,

  Beijing, China, November, 2008.

  [25] Colloquium talk at the Department of Mathematics, Wayne State

  University, Detroit, USA, July 17, 2008.

  [26] Colloquium talk at the School of Mathematical Sciences, Beijing Normal

  University, Beijing, China, April 23, 2008.

  [27] Invited talk at the International Conference on Stochastic Analysis

  and Related Fields, Huazhong University of Science and Technology,

  Wuhan, China, April 7--11, 2008.

  [28] Invited talk at the 5th Workshop on Markov Processes and Related Topics, Beijing Normal University, Beijing, China, July 14--18, 2007.

  [29] Invited talk at the Second Sino-German Meeting on Stochastic

  Analysis, Academy of Mathematics and Systems Science, CAS, Beijing,

  China, March 19--23, 2007.

  [30] Colloquium talk at the Department of Probablity and Statistics, Peking

  University, Beijing, China, October 9, 2006.

  [31] Invited talk at the Workshop on Markov Processes and Related Topics

  2006, Changsha, China, August 21--26, 2006.

  [32] Invited talk at the Joint Meeting of CSPS and IMS, Peking

  University, Beijing, China, July 9--12, 2005.

  [33] Colloquium talk at Academy of Mathematics and Systems Science, CAS,

  Beijing, China, December, 2000.

  [34] Colloquium talk at the School of Science, Beijing Institute of

  Technology, Beijing, China, November 11, 1999.

  [35] Invited talk at the third Beijing-Tianjin youth symposium on

  probability and statistics, Beijing Normal University, Beijing,

  China, May, 1998.

  [36] Invited talk at the 5th national probability meeting, HUST, Wuhan,

  China, October 14--17, 1996.

Visiting Position

20023月—20033月,在澳大利亚墨尔本大学访问,进行合作研究。

2008720088,在美国韦恩州立大学(Wayne State University访问,进行合作研究。

2010420105,在美国韦恩州立大学(Wayne State University访问,进行合作研究。

2014720148,在美国威斯康辛大学密尔沃基分校(University of Wisconsin-Milwaukee)访问,进行合作研究。

Awards, Honors and Recognitions

中国数学会概率统计学会会员,中国工程概率统计学会常务理事IMS (Institute of Mathematical Statistics)-China会员,美国《Math. Reviews》评论员。