应坚刚

博士, 教授

复旦大学数学学院概率统计与精算系

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[English version]

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个人信息

浙江诸暨人

Ph.D., University of California, San Diego, 1993

M.S. 南开大学数学系, 1988

B.S. 南开大学数学系, 1982

办公室: 光华东主楼1813

电话: 021 65643951

e-mail: jgying@fudan.edu.cn

博客: http://blog.sina.com.cn/probab

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研究领域: 概率论与随机过程

研究方向:

1. Markov 过程与概率位势理论

2. Dirichlet 型与对称 Markov 过程

3. 随机图与图上随机游动

4. 金融数学

主要论文目录

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教学:

2007   2008

2008

2010: 本科生随机过程选修课, 内容: 随机游动, 鞅序列, 简单定价理论, 无穷维空间测度构造,

Markov , 分支过程, 电路网络与可逆马氏链, Poisson 过程, Brown 运动……

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关于推荐信:

找我写申请国外留学的推荐信原则上需满足条件: 上过我的课并且成绩是A或者A-.

满足条件的同学请至少提前一周准备好下面材料以电子邮件发给我

1.    CV

2.    申请的学校与专业, 通常不超过15

3.    你的其它特点, 如体育文艺方面, 其它要求, 比如提到特别专业等

然后来电或邮件约好时间携带信封, 推荐表(如果有的话, 请填写好推荐人的如电话号码, 地址, 单位等

公开信息), 以及空白信纸等来我办公室.  尽量一次完成.

我的推荐一般只是按照你在概率论课的成绩以及你的综合排名来写的, 如果你需要让我在推荐信中写些

特别的内容, 那你需要在课程期间真实做过这些让我有印象的事情(你可以提醒我, 如果有的话).

关于申请国外学校的一些建议

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RECRUITMENT:

We are now recruiting young researchers on various fields of probability and statistics.

Anyone who is interested in joining Fudan probability and statistics group is encouraged

to send your application and CV to me directly by mail or e-mail.

欢迎有志于概率与统计研究的学生和同仁来复旦工作, 复旦渴望概率统计方面的

人才, 如有兴趣, 请将您的CV和发表的论文目录发给我, 我将及时与您联系.

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研究生指南: [Orientation for graduate students]

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照片:

旅游的记录

我在上课

老挝自助游 2009

98年访问 Berkeley 时在陈先生家

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Download Area

钱忠民(Oxford), 应坚刚: 随机分析引论(中文版)(英文版)

应坚刚: 初等随机过程讲义

应坚刚: 随机过程习题解答

应坚刚: 概率论习题解答

应坚刚: 什么是概率

应坚刚: Potential theory of multiplicative functionals and Feynman-Kac formula

应坚刚: 初等数学随谈

应雨平: 数学草稿-01

应坚刚: Hunt 假设与 Getoor 的猜测

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