Curriculum Vitae of Yaozhong HU

Yaozhong Hu Department of Mathematical & Sta- tistical Science University of Alberta at Edmonton Office Tel: (587) 200 1590 Edmonton, T6G 2G1 Email: [email protected] https://sites.ualberta.ca/∼yaozhong/ Education Louis Pasteur University, France Ph.D 1992 Advisor: Paul AndréMeyer Chinese Academy of Science, China M.S. 1984 Advisor: Guoping Li University of Jiangxi, China B.S. 1981 Appointments 2018- present Centennial Professor University of Alberta at Edmonton. 2017- present Professor University of Alberta at Edmonton. 2007-2017 Professor University of Kansas. 2002-2007 Associate Professor University of Kansas. 1997-2002 Assistant Professor University of Kansas. 1996-1997 Visiting Assistant Professor University of California at Irvine. 93, 94-95 Post-Doc and Research Associate Norwegian Research Council, Norway (Advisor: B. Øksendal) 1994 Post-Doc and Research Associate University of North Carolina at Chapel Hill (Advisor: G. Kallianpur) 1994 Alexander von Humboldt Ruhr-University-Bochum, Germany (Advisor: S. Albeverio) 1992-1993 Maˆıtre de Conférences Louis Pasteur University, France. 1984-1991 Lecturer Chinese Academy of Science, China Honors Fellow of Institute of Mathematical Statistics Wells Morrison Teaching Award, Department of Mathematics, University of Kansas. Research Grants

1. Stochastic equations and related topics, Natural Sciences and Engineering Research Council, 04/01/2018 - 03/31/2024. 2. Some problems in stochastic diﬀerential equations, Simons Collaboration Grants for Mathemati- cians 7/1/2011 - 6/30/ 2016. 3. Nonlinear functionals of fractional Brownian motion, National Science Foundation, 7/1/2005 - 6/30/2008. 4. Stochastic diﬀerential systems driven by fractional Brownian motion, National Science Founda- tion, 7/15/2002 - 6/30/2005. 5. Keeler University Professorship 08/2003 - 12/2003

6. Brox diﬀusions, General Research Fund, University of Kansas, 07/01/14 - 06/30/15

1 7. Statistics of stochastic differential equations driven by stable noises, General Research Fund, University of Kansas, 07/01/12 - 06/30/13 8. Probabilistic methods in fractal markets, General Research Fund, University of Kansas, 7/1/01- 6/30/02. 9. Stochastic Calculus for General Gaussian Processes and Applications, General Research Fund, University of Kansas, 7/1/00-6/30/01. 10. Stochastic calculus for general Gaussian processes and applications to finance and nonlinear fFil- tering, National Science Foundation (First Awards EPSCoR), 7/1/99-6/30/00. 11. Ito Calculus for FBM and Applications, General Research Fund, University of Kansas, 7/1/99- 6/30/00. 12. Stochastic differential systems with fractional white noise, General Research Fund, University of Kansas, 7/1/98-6/30/99. 13. Stochastic differential systems with fractional white noise, New Faculty General Research Fund, University of Kansas, 7/1/98-6/30/99. 14. Big 12 Faculty Fellowship, University of Kansas, 1999 15. Alexander von Humboldt Research Fellow, Ruhr University-Bochum, Germany, 7/1994-8/1994

Professional Service Associate Editor of the following three journals

1. Stochastics and Stochastics Report 2. Acta Mathematica Scientia 3. Journal of Applied Mathematics and Stochastic Analysis

Reviewer of Mathematical Review Referee for large amount of journals and proceedings. Conferences organizations

1. Organizer of an international conference on “Stochastic partial differential equations and related fields” in University of Alberta at Edmonton, September 28 - October 2, 2018. 2. Organizer of a contributed session on “Stochastic partial differential equations II” in the Fourth IMS-Aprim international conference on Statistics and Probability, Singapore, June 26 - June 29, 2018 3. Organizer of an invited session on “Stochastic partial differential equations I” in the Fourth IMS- Aprim international conference on Statistics and Probability, Singapore, June 26 - June 29, 2018 4. Organizer of invited session on “Stochastic partial differential equations driven by Gaussian noise” in the third IMS-China international conference on Statistics and Probability, Kuming, China, July 1 - July 3, 2015 5. Co-organizer “Mini Workshop on Probability and Statistics”, Wuhan, China, June 19, 2013.

2 6. Co-organizer “AMS sectional meeting”, March 29-April 1, 2012, University of Kansas. 7. Co-organizer “Seminar on Stochastic Processes 2012”, March 22-24, 2012, University of Kansas. 8. Co-organizer of the “International Conference on Malliavin Calculus and Stochastic Analysis”, March 19-21, 2011, University of Kansas. 9. Scientiﬁc committee of international symposium “optimal stopping with applications”, June, 23- 26, 2009, Abo/Turku, Finland.

Some Service at University of Alberta at Edmonton Promotion and Tenure Committee, Department of Mathematical and Statistical Sciences, 2017- present. Advisory Selection Committee, Faculty of Science, July 1, 2018 to June 30, 2020. Some Service at University of Kansas

University Academic Assessment Committee, January 2017 - July 2017. College of Liberal Arts & Sciences Committee on Appointments, Promotion and Tenure, University of Kansas, Fall 2015 - July 2017 Graduate Admission Director of the Mathematics Department, University of Kansas, Fall, 2009 College of Liberal Arts & Sciences Committee on Appointments, Promotion and Tenure, University of Kansas, Fall 2011, Spring 2011. Faculty Senate Research Committee, The University of Kansas, 2003-2006 University Senate Library Committee, 2002 to 2003.

Postdoctoral students co-advised: Fangjun Xu (Fall 2010 - Spring, 2013, co-adviser: David Nualart) Le Chen (Spring , 2015 - present, co-adviser: David Nualart) Ph.D students advised (advising):

1. Xiong Wang (current) 2. Zhang Junxi (current) 3. Agrawal Nishant (current) 4. Sherma Neha (current) 5. Cheng Yiying (current, coadvisor: Tu Xuemin) 6. Xia Panqiu (current, co-advisor: David Nualart) 7. Cui Yanhao (current, coadvisor: Terry Soo)

Ph.D students advised (advising):

3 1. Zhou Hongjuan Graduated May 4, 2018 (co-advisor: David Nualart). Arizona State University. Thesis title: Parameter estimation for stochastic differential equations driven by fractional Brow- nian motion 2. Su Chen Graduated May 4, 2016 (co-advisor: Xuemin Tu). Wells Fargo. Thesis title: Some studies on parameter estimations. 3. Liu Yanghui Graduated April 2016 (co-advisor: David Nualart). Postdoc: Purdue University. Thesis title: Numerical solutions of rough differential equations and stochastic differential equations. 4. Han Zheng Graduated Summer 2015. University of Kansas, Business School Thesis title: Controlling reflected diffusions and applications to finance and operation management 5. Hu Guannan Graduated Summer 2015. University of Oklahoma, Business School. Thesis title: Fractional Diffusion in Gaussian Noisy Environment 6. Le Khoa Graduated Spring 2015. Postdoc at University of California at Berkeley. Thesis title: Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Dif- ferential Equations 7. Huang Jingyu Graduated Spring 2015. (co-advisor: David Nualart), Postdoc at University of California at Berkeley. Thesis title: Stochastic Partial Differential Equations Driven by Colored Noise 8. Lu Fei (co-advisor: David Nualart) Graduated 2013. Postdoc at University of California at Berkeley. Thesis title: Applications of Malliavin calculus to SPDE and convergence of densities 9. Song Xiaoming (co-advisor: David Nualart) Graduated 2011. Postdoc at University of North Carolina at Chapel Hill and Assistant professor at Drexel University. Thesis title: Backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and their numerical solutions. 10. Song Jian (co-advisor: David Nualart) Graduated 2010. Postdoc at Rutgers University and Assistant professor at Hong Kong University. Thesis title: Some topics on the fractional Brownian motion and stochastic partial differential equations.

4 11. Wang Baobin Graduated 2008. Associate Professor at Central China University of nationalities, China. Thesis title: Rate of convergence to approximate the multiple Stratonovich integrals for fractional Brownian motions. 12. Dalkir Elif Graduated 2008. Assistant Professor at University of New Brunswick, Canada. Thesis title: Uniqueness of responsive voting equilibrium.

Master degree students:

1. Chu, David, December 2016 2. Wang, Yu, September 2016 3. Huang, Tianyu , May 2, 2016 4. Yang, Liu, April 28, 2015 Almost sure behavior of U-statistics and related inequalities. 5. Cui Qingqing, January 27, 2014 1/e law for classical secretary problem and related topics. 6. Li Han, August 31, 2012 Frequency domain analysis of cyclical components of US GDP. 7. Whittaker Timothy, January 24, 2012 Generalized autoregressive conditional heteroskedasticity with long memory and time varying parameters. 8. Yi Lin, 05/05/2009 The application of genetic algorithm in return-risk optimization. 9. Yao Kan, 04/24/2009 Time series models with garch errors: a review. 10. Zhang Ming, 04/06/2007 Stochastic volatility models. 11. Zhang Qinghua, 04/18/2007 Parameter estimation for Ornstein-Uhlenbeck processes driven by alpha-stable L´evymotions. 12. Takavingofa, Bob, completed 8/2006 Long memory phenomena and weather derivatives, University of Zimbabwe.

Visiting scholars or students hosted:

1. Yi Yulian (October 30, 2018 - October 29, 2019) Harbin University of Technology, Harbin, China

5 2. Xu Fangjun (March 1, 2018 - May 30 2018) East China Normal University, Shanghai, China 3. Agram Nacira (March 9, 218 -April 3 2018) University of Oslo, Norway 4. Framstad, Nils (August 1, 2001 - December 31, 2001) Department of Economics, University of Oslo, Norway 5. Xiao, Weilin (September 1, 2008 - August 31, 2010) School of Management, Zhejing University 6. Han, Yuecai (August 1, 2010 - July 31, 2011) Department of Mathematics, Jilin University 7. Tian, Ping (August 1, 2010 - July 31, 2011) Department of Mathematics, Jilin University 8. Rang, Guanglin (August 1, 2012 - July 31, 2013) Department of Mathematics, Wuhan University 9. Tong, Jinying (December 1, 2013 - November 30, 2014) College of Science, Donghua University 10. Gong, Yicheng (August 1, 2014 - February 28, 2015) College of Science, Wuhan University of Science and Technology 11. Wang, Baobin (September 1, 2014 - August 31, 2015) College of Science, Central South China University of Nationalities. 12. He, Kun (July 1, 2014 - June 30, 2015) College of Science, Donghua University 13. Zang Qingpei (July 2015 - February 2016) ZhengJiang University 14. Tu Lilan (July 2015 - July 2016) Wuhan University of Science and Technology 15. Sun Lin (August 27, 2015 - February 26, 2016) Guanzhou University of Technology 16. Cui Qing (August 30, 2015 - February 28, 2016) Anhui Normal University 17. Jiang Guo (Feb 2016 - Feb 2017) Hubei Normal University 18. Chen Yong Hunan University of Science and Technology

6 19. Chen Guici Wuhan University of Science and Technology 20. Wang Zhi College of Science, Ningbo University of Technology 21. Guo Jingjun Lanzhou University of Finance and Economics. 22. You Zouwei School of Economics and Management, Beihang University, Beijing, China

Recent PhD student committees at KU served

Ma, Wenjun (Department of Mathematics, University of Kansas), July, 2018. Quanz Brian (Department of Electrical Engineering & Computer Science)

Lan Yi (Department of Civil, Environmental, & Architectural Engineering ) Yan Kaige (Department of Civil, Environmental, & Architectural Engineering) Kumar Jitendra Thakur (Department of Civil, Environmental, & Architectural Engineering)

Ayyalapu Nishitha (Department of Electrical Engineering & Computer Science) Kumar Varatharajan Sarvesh (Department of Electrical Engineering & Computer Science) Wang Wenhao (School of Education) Rina Na (Department of Economics, Oral Comp March 2, 2017)

Su Liting (Department of Economics, graduated March 13, 2017) Teney, Alexander Clark (Department of Economics, graduated May 6, 2015) Corey Ryan (Department of Civil, Environmental, & Architectural Engineering, September 2015)

Li Xi (Department of Mathematics, August 2015) Kacaribu Febrio (Department of Economics, February 4, 2014) Nguyen Huy Quoc (Department of Economics, August 27, 2014) Peng Chen (Department of Economics, April 19, 2013)

Liu Jia (Department of Economics, May 15, 2013) Lugovskyy, Josephine Cruz (Department of Economics, November 30, 2012) Lim Sungjin (Department of Economics, May 15, 2012)

Huang Yilei (Dapartment of Civil, Environmental, and Architectural engineering, May 7, 2012) Li Han (Department of Economics, May 10, 2012)

7 Lei Pedro (Math department, September 10, 2012) Chen Lili (Department of Economics, May 7, 2012) Zheng Mingming (Department of Economics, 2011) Carvajal-Espinoza, Jorge E. (School of Education, 2011) Li Yue (Department of Civil, Environmental, & Architectural Engineering, 2011) Ikuyasu, Usui (Department of Economics, 2010) Chui, Calvin (Department of Civil, Environmental, & Architectural Engineering, 2010) Yi Juan (Department of Civil, Environmental, & Architectural Engineering, 2010) Kim Seonghoon (Department of Civil, Environmental, and Architectural engineering, 2008) Chen Fei See (Deapartment of Civil, Environmental, and Architectural engineering, 2008) Kitaoka Hisaya (Department of Economics, 2008) Li Yingfeng (Eric) (Dapartment of Civil, Environmental, and Architectural engineering, 2007) Zimmer Peter (Oral committee) Matache Dora (Oral committee) Peng Yan (Department of Economics, 1999) Wei Heng (Dapartment of Civil, Environmental, and Architectural engineering, 1999)

Student committees outside KU served

Dr. Gille Harge’s habiltation committee to direct research, the Universit´ed’Evry-Val´ d’Essonne, France, 2000.

Dr. Laurent Decreusefond’s habilitation committee to direct research, the Universit´ed’Evry-Val´ d’Essonne, France, 2001.

Mr. Alberto Lanconelli’s Ph.D defense committee, University of Oslo, Norway, 2004. Mr. F. Durrell’s PhD thesis examiner, University of Cape Town, South Africa, 2007. Miss Hassilah Binti Salleh’s Ph.D defense committee, University of Oslo, Norway, 2009. Mr. Winston Buckley,s Ph.D dissertation committee, Florida Atlantic University, 2009.

Mr. Farai Julius Mhlanga’s PhD thesis examiner, University of Cape Town, South Africa, 2010. Mr. Shuai Jing’s Ph.D defense committee, Universit´ede Bretagne Occidentale, France, 2011. Mr. Tianyang Nie ’s Ph.D defense committee, Universit´ede Bretagne Occidentale, France, September 20, 2012. Mr. Wang Qingfeng’s Ph.D defense committee, Loughborough University, England, October 19, 2012. Mr. Haidar Al-Talibi’s Ph.D thesis opponent, Linnaeus University, Sweden, November 22, 2012.

8 Mr. Sven Haadem’s Ph.D defense committee, opponent, University of Oslo, March 2014.

Short visits - One Month or Two Months Visit:

1. South University of Science and Technology, Shenzhen, China, December 19, 2018-January 13, 2019. 2. East China Normal University, Shanghai, China, June 24, 2018 - August 18, 2018. 3. Academy of Mathematical and System Science, Chinese Academy of Science, Beijing, Shanghai. 10/09/2017 - 10/19/2017. 4. Wuhan University, Wuhan, China. 06/20/2017 - 08/08/2017. 5. University of Oslo, Oslo, Norway. 05/19/2017 - 06/15/2017. 6. University of Oslo, Oslo, Norway. 07/25/2016 - 08/19/2016. 7. East China Normal University, Shanghai, China. 05/20/2016 - 07/19/2016. 8. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, Wuhan, China. 06/05/2015 - 08/03/2015. 9. Universit´ede Lorraine, Nancy, France. 05/04/2015 - 05/29/2015. 10. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, China. 06/13/2014 - 08/22/2014. 11. University of Oslo, Oslo, Norway. 05/02/14 - 05/31/14. 12. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, China. 05/25/2013 - 8/23/2013. 13. University of British Columbia, Canada. 03/01/2013 - 04/30/2013. 14. Institute of Mathematics and its Applications, University of Minnesota. 01/01/2013 - 02/28/2013. 15. School of Industrial Engineering and Management, Israel Institute of Technology. Israel. 12/1/2012 - 12/27/2012. 16. Wuhan University of Science and Technology, Wuhan, China. 06/12/2012 - 08/17/2012. 17. The Chinese Academy of Science, Wuhan, China. 06/12/2012 - 08/17/2012. 18. Jilin University, Changchun, China. 07/27/2012 - 08/11/2012. 19. University of Oslo, Oslo, Norway. 07/26/11 - 08/20/11. 20. University of Oslo, Oslo, Norway. 08/01/10 - 08/21/10. 21. Donghua University, Shanghai, China. 05/12/10 - 07/27/10. 22. Universit´eNancy I, Nancy, France. 03/02/10 - 03/21/10. 23. African Institute of Mathematical Science, Capetown, South Africa. 12/05/09 - 01/16/10. 24. Donghua University, Shanghai, China. 06/08/09 - 08/05/09.

9 25. Fudan University, Shanghai, China. 01/03/09 - 01/24/09. 26. Chinese Academy of Science, Beijing, China. 12/06/08 - 12/30/08.

27. University of Oslo, Oslo, Norway. 08/01/08 - 08/25/08. 28. University of Oslo, Oslo, Norway. 10/03/07 - 10/12/07. 29. Shandong University, Jinan, China. 06/12/07 - 07/29/07. 30. University of Oslo, Oslo, Norway. 08/01/06 - 08/26/06.

31. University of Alberta, Edmonton, Canada. 05/10/05 - 08/15/05. 32. University of Wisconsin at Madison. 03/15/05 - 04/25/05. 33. University of Oslo, Norway. 01/10/05 - 02/26/05.

34. University of Wisconsin at Madison. 12/01/04 - 12/22/04. 35. University of Alberta, Edmonton, Canada. 09/06/04 - 11/20/04. 36. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China. 05/20/04 - 08/20/04.

37. Chinese University of Hong Kong, Hong Kong, China. 05/16/02 - 07/16/02. 38. Chinese Academy of Science, Beijing, China. 05/16/02 - 06/31/02. 39. Israel Institute of Technology, Haifa, Israel. 12/01/00 - 01/31/01. 40. University of Barcelona, Barcelona, Spain. 07/95.

41. University of Warwick, Coventry, United Kingdom. 03/95. 42. Mittag-Leﬄer Institute, The Royal Swedish Academy of Sciences, Stockholm, Sweden. 01//0195 - 02/28/95. 43. University of Barcelona, Barcelona, Spain. 07/93.

44. Ruhr-University Bochum, Bochum, Germany. 08/92. 45. University of Bielefeld, Bielefeld, Germany. 07/92.

Conferences and titles of the invited presentations:

1. 12/28/2018-12//30/2018: 2018 Symposium on Modern Statistics. Xiamen. Gave a talk on “Generalized moment estimation for α-stable Ornstein-Uhlenbeck processes from discrete observations”. 2. 10/19/2017 - 10/21/2017: Retreat for Young Researchers in Stochastics. Banﬀ, Canada. 3. 09/28/2018 - 10/2/2018: International Conference on Stochastic Partial Diﬀerential Equations and Related Topics. Edmonton, Canada.

10 4. 08/15/2018-08/19/2018: International conference on Stochastic Analysis, Stochastic Control and New Development SDU, Weihai, China. Gave a talk on “Itˆotype stochastic diﬀerential equations driven by fractional Brownian motions”.

5. 07/19/2018 - 07/22/2018: The 29th Commercial Statistical Society conference. Lanzhou Univer- sity of Finance and Economics, Lanzhou, China. gave a keynote talk on “Understanding long memory effect in financial market”. 6. 07/16/2018 - 07/20/2018: The 14-th Workshop on Markov Processes and Related Topics, Sichuan University, Chengdu, China. Gave a talk on “On the necessary and sufficient conditions to solve a heat equation with general Additive Gaussian noise”. 7. 07/03/2018 - 07/05/2018: Workshop on Stochastic Analysis and Related Topics, Hong Kong University, Hong Kong. Gave a talk on “Drift parameter estimator in linear and nonlinear stochastic differential equations driven by fractional Brownian motions”. 8. 06/26/2018 - 06/29/2018: Institute of Mathematical Statistics Asian Pacific Rim conference, National University of Singapore, Singapore. Gave a talk on “Schrödingerequations with Gaussian noisy potential”.

9. 06/11/2018 - 06/15/2018: Stochastic processes and applications 2018, Gothenburg, Sweden. Gave a talk on “Transition densities of some singular diffusions”. 10. 06/06/2018 - 06/08/2018: 6-th Linnaeus University Workshop in Stochastic Analysis and Appli- cations. Växjö,Sweden. Gave a talk on “Schrödingerequations with Gaussian noisy potential”. 11. 10/21/2017 - 10/22/2017: Retreat for Young Researchers in Stochastics. Banff, Canada. 12. 10/09/2017 - 10/19/2017: International Conference on Spatial Probability and Statistical Physics, Beijing, China. Gave a talk on “Some aspects of stochastic heat equations”. 13. 07/17/2017 - 07/21/2017: 13th International Workshop on Markov Processes and Related Fields. Wuhan, China. Give a talk on “Itôstochastic differential equation driven by fractional Brownian motion of Hurst parameter H > 1/2.

14. 08/15/2016 - 08/19/2016: Abel symposium on combinatoric, numerics, stochastics. Rosendal, Norway. Give a talk on “density bounds of parabolic Anderson ﬁeld”. 15. 07/13/2016 -07/17/2016: 12-th International Workshop on Markov Processes and Related Fields. Jiangsu Normal University, Xuzhou. Give a talk on “density bounds of parabolic Anderson ﬁeld”.

11 16. 07/09/2016 - 07/12/2016: Workshop on Stochastic Partial Diﬀerential Equations and Stochastic Dynamics. Shanghai Normal University. Shanghai. Give a talk on “Fractional diﬀusions in a Gaussian noisy environment”.

17. 06/27/2016 -06/30/2016: The 4-th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM), The Chinese University of Hong Kong. Give a talk on “density of parabolic Anderson random variable”. 18. 06/22/2016 - 06 /24/2016: International workshop on dynamical system and stochastic differential equations. Huazhong University of Science and Technology, Wuhan, China. Presented a talk on “Feynman-Kac formula for stochastic partial differential equation driven by rough signal”. 19. 06/03/2016 - 06/05/2016: International Workshop on Stochastic Processes and Applied Proba- bility. Jilin University, Changchun, China. “Intermittency for the stochastic heat equation driven by time-fractional noise with H ∈ (0, 1/2)”. 20. 04/09/2016 - 04/10/2016: AMS regional meeting on Stochastic partial differential equations, University of Utah, Salt Lake City. “Density of parabolic Anderson random variable”.

21. 08/02/2015 -08/03/2015: Participate International Conference on Stochastic Analysis and Related Topics, Wuhan University, China and present a talk on “Nonlinear Young integrals and differential systems in Höldermedia”. 22. 07/01/2015 - 07/03/2015: Participate the third IMS-China international conference on Statistics and Probability, Kuming, China and present a talk on “Stochastic partial differential equations driven by general Gaussian noise: Höldercontinuity and intermittency”. 23. 06/26/2015 - 06/30/2015: participate the 11-th international workshop on Markov processes and related topics, Shanghai, China and present a talk on “Brox diffusion and its stochastic differential equations”.

24. 04/20/2015 - 04/24/2015: participate the international Conference on Stochastics in Environmen- tal and Financial Economics. Oslo, Norway and present a talk on “Brownian in an white noise environment”. 25. 03/27/2015 - 03/29/2015: AMS spring southeastern sectional meeting at University of Alabama at Huntsville and present a talk on “Brox diﬀusion and its stochastic diﬀerential equations”. 26. 9/14/2014 - 9/19/2014: participate the international Conference on Stochastics in Environmental and Financial Economics. Oslo, Norway and present a talk on “Parametric estimation of long memory Ornstein-Uhlenbeck processes”.

27. 08/13/2014 - 08/18/2014: participate the 10-th international workshop on Markov processes and related topics. Xi An, China and present a talk on “Density convergence for some nonlinear Gaussian stationary sequences”.

12 28. 07/21/2014 - 07/25/2014: participate the 20th international conference on difference equations and applications, Wuhan Institute of Physics and Mathematics, Chinese Academy of Science, China and present a talk on “Parameter estimation for long memory Ornstein-Uhlenbeck process”. 29. 07/03/2014 - 07/07/2014 participate the workshop on stochastic processes and applied probability, Jilin University, Changchun, China and present a talk “Stochastic heat equation with general multiplicative Gaussian noise: Höldercontinuity and intermittency”. 30. 06/22/2014 - 06/27/2014 participate the seventh international symposium on backward stochastic differential equations, Shandong University, Weihai, China and present a talk on “Singular mean-field control games with asymmetric information”. 31. 08/04/2013 - 08/07/2013 Participate the second workshop on stochastic analysis and related topics, Beijing, China and present a talk on “Malliavin calculus and convergence in density of some nonlinear Gaussian functionals”.

32. 07/28/2013 - 08/02/2013 Participate the first workshop on stochastic differential equations and stochastic partial differential equations, Hefei, China and present a talk on “Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions”. 33. 07/14/2013 - 07/18/2013 Participate the 3rd international conference on random dynamical system and present a talk on “Stochastic quantization and ergodic theorem for diffusions”.

34. 07/06/2013 - 07/13/2013 Participate the 9-th workshop on Markov processes and related ﬁelds at Emei, China and present a talk on “A multiparameter Garsia-Rodemich-Rumsey inequality and some applications”. 35. 06/30/2013 - 07/04/2013 Participate the second IMS-China international conference on Statistics and Probability, Chengdu, China and present a talk on “Central limit theorem for an additive functional of the fractional Brownian motion”. 36. 06/19/2013 Mini Workshop on Probability and Statistics, Wuhan Institute of Physics and Math- ematics, Chinese Academy of Science, Wuhan, China. “Feynman-Kac formula for fractional heat equation driven by fractional white noise”.

13 37. 05/30/2013 - 06/02/2013 Attend the inaugural conference of the Institute for Advanced Study Honoring Professor Chen Jiang Gong in Hangzhou Normal University, Hangzhou, China. 38. 07/27/2012 - 08/11/2012: Give a minicourse on Analysis on Wiener Space. Jilin University, Changchun, China. 39. 7/15/2012 - 7/22/2012: 8th workshop on Markov processes and related topics. Convergence in Density of Some Nonlinear Gaussian Functionals. Beijing Normal University, Beijing, China. 40. Give a minicourse on Fractional Brownian motions and applications. Wuhan University of Science and Technology, Wuhan, China. 6/12/2012 - 7/12/2012. 41. 6/19/2012 - 6/25/2012: Advanced workshop on probability and statistics, Zhejiang University, Hangzhou, China. Parametric estimation for long memory O-U processes with discrete observations. 42. 6/3/2012 - 6/8/2012: NSF/CBMS conference at University of Alabama at Huntsville, Malliavin calculus and convergence in density. 43. 4/1/2012 - 4/6/2012: Banff international research station international conference on ”Stochastic Analysis and stochastic partial differential equations”. Feynman-Kac formula for stochastic partial differential equations. 44. 8/18/2011: Mini-workshop in stochastic analysis and applications, Oslo, Norway: Convergence in density. 45. 7/8/2011-7/11/2011: IMS-China international Conference, Xi’An, China: Höldercontinuity for a class of nonlinear SPDE arising from superprocess. 46. 7/4/2011-7/6/2011: International conference on stochastic analysis and its application to mathematical finance: Maximum principle of stochastic systems driven by fractional Brownian motions. Chinese Academy of Science, Beijing, China. 47. 11/13/2010-11/15/2010: International Conference on Modern Analysis in memory of 100 anniver- sary of Professor Li Guoping: Rough path analysis via fractional calculus. 48. 07/19/2010-07/23/2010: 7th international conference on Markov processes and related topics, Beijing Normal University, Beijing, China: A central limit theorem of Brownian local time in Lp. 49. 06/05/2010-06/08/2010: International conference on Applied Analysis, Shanghai, China: Feynman- Kac formula for stochastic heat equations driven by fractional noises. 50. 07/19/2009-12/24/2009: Workshop on Stochastic Partial Differential Equations, Weihai, China: Feynman-Kac formula for stochastic partial differential equations. 51. 12/17/2008-12/22/2008: AMS-SMS joint meeting, in Fudan University, Shanghai, China: Malli- avin calculus and numerical solution of backward stochastic differential equations. 52. 12/14/2008-12/16/2008: Suzhou conference on stochastic analysis: Rough path analysis via fractional calculus. 53. 02/14/2008-02/15/2008: Kansas-Missouri Winter School on Applied Probability: Backward stochastic differential equations driven by fractional Brownian motions.

14 54. 11/19/2007-11/24/2007: Workshop on application of stochastic partial diﬀerential equations, Mittag-Leﬄer Institute, Stockholm, Sweden: Stochastic heat equations driven by fractional noise and local times.

55. 10/3/2007-10/12/2007: Visit University of Oslo and gave a talk in the “Workshop on insider trading”. 56. 7/5/2007-7/15/2007: Gave a series of talks in Yantai summer seminar on mathematical finance. 57. 10/2006: AMS regional conference on stochastic control and stochastic game, University of Cincin- nati. 58. 7/27/2005-8/5/2005: Abel Symposium on Stochastic Analysis and Application in honor of K. Itô. Oslo, Norway. 59. 7/4/2005-7/8/2005: Conference on Stochastic Partial Differential Equations, Vancouver, Canada.

60. 6/8/2005-6/10/2005: Conference on Stochastic Analysis and Application in honor of B. Øksendal, Oslo, Norway. 61. 8/10/2004-8/14/2004: Workshop on markov processes and related topics, Beijing Normal Univer- sity, Beijing, China. 62. 8/3/2004-8/8/2004: Workshop on stochastic analysis, Institute of Applied Mathematics, The Chinese Academy of Science, Beijing, China. 63. 6/22/2004-6/26/2004: Workshop on probability and application, Wuhan University, Wuhan, China. 64. 5/24/2004-5/31/2004: International Workshop on Mathematical Finance and Insurance, Yellow Mountain, China. 65. 5/20/2004-5/22/2004: Workshop on Markov processes and related ﬁelds, Beijing Normal Univer- sity, Beijing, China. 66. 8/4/2003-8/15/2003: Warwick workshop on stochastic partial diﬀerential equations, Warwick, UK: Stochastic equations driven by fractional noises.

67. 6/22/03-6/26/03: AMS-IMS-SIAM Conference at Snowbird summer resort, Utah: Optimal portfolio for an insider. 68. 4/4/03-4/6/03: AMS regional meeting on Mathematical Finance, Indiana University, Blooming- ton: Optimal portfolio for an insider.

69. 3/14/03-3/16/03: AMS regional meeting on stochastics, quantization and Segal-Bargman analysis, Louisiana University, Baton Rouge: Rotationary approximation for tangent process. 70. 10/14/02-10/18/02: 9th workshop on Mathematical Fiance (insider trading), University of Oslo, Oslo, Norway: Stochastic analysis of fBm and optimal consumption and portfolio in a stochastic volatility market.

71. 07/15/02-07/17/02: Workshop on Probability with Applications to Finance and Insurance, Hong Kong University, Hong Kong, China: Optimal Consumption and Portfolio in a stochastic volatility market.

15 72. 06/07/01-06/09/01: 973 meeting on stochastic analysis, Chengde, China: Stochastic calculus for fractional Brownian motions and applications. 73. 05/10/01-05/13/01: International Conference on Mathematical Finance, Shanghai, China: Option pricing in a fractal markets. 74. 02/15/01-02/16/01: Workshop on Fractional Brownian motion: stochastic calculus and applications, Barcelona, Spain: Probability structure preserving mapping and absolute continuity. 75. 06/27/98-07/02/98: International Workshop on Gaussian Correlation Inequalities, College Sta- tion, Texas: Unification of several inequalities for Gaussian measures. 76. 12/13/97-12/15/97: Symposium on Stochastic Control and Nonlinear Filtering, Los Angeles: Finite Difference Approximation of Zakai equations. 77. 10/17/97-10/18/97: AMS meeting Special Session on Stochastic Inequalities and Their Applica- tions, Atlanta: Exponential Integrability for Diffusions

78. 03/27/95-03/31/95: Workshop on stochastic evolution equations as dynamical systems, Warwick, United Kingdom: stochastic quantization. 79. 10/24/94-10/29/94: International Conference on Stochastic Analysis: Mathematics, Financial Markets, Biology, Engineering and Physics, Bielefeld, Germany: Approximation of of stochastic diﬀerential equations of Itˆotype. 80. 07/09/95-07/14/95: International Meeting on Stochastic Analysis and Applications, Gregynog, United Kingdom: Continuity of some anticipating integral processes.

16 Colloquium, Seminar Talks and Research Cooperation:

1. Chinese Academy of Science, 12/31/2018: “Crank-Nicolson scheme for stochastic diﬀerential equations driven by fractional Brownian motions”.

2. Wuhan University, 12/28/2018: “The Expected Time Approach to Optimal Adjustment Problems: Application to Domestic Energy Prices”. 3. HuaZhong University of Science and Technology, 12/27/2018: “Modiﬁed Euler scheme for stochastic diﬀerential equations driven by fractional Brownian motions”.

4. HuaZhong University of Science and Technology, 12/27/2018: “Density of singular stochastic diﬀerential equations”. 5. Wuhan University, 12/26/2018: “Density of parabolic Anderson random variables”. 6. Wuhan University of Technology, 12/26/2018: “Stochastic heat equation with rough dependence in space”.

7. Anhui Polytechnic University, 08/09/2018: “High order derivatives of intersection local time of Fractional Brownian motion”. 8. Anhui Normal University, 08/08/2018: “Itˆostochastic diﬀerential equations driven by fractional Brownian motions”.

9. Chinese Academy of Science, Beijing, 08/04/2018: “On the necessary and sufficient conditions to solve a heat equation with general Additive Gaussian noise.” 10. Peking University, 08/02/2018: “Stochastic heat equation with rough dependence in space”. 11. Jiangxi Normal University, 07/24/2018: “Stochastic partial differential equations with rough dependence on space”. 12. Northwest Normal University, 07/19/2018: “Schrödingerequation with Gaussian potential”. 13. HuaZhong University of Science and Technology, 07/14/2018:“On the necessary and sufficient conditions to solve a heat equation with general Additive Gaussian noise”.

14. Wuhan University of Technology, 07/13/2018: “Drift parameter estimator in linear and nonlinear stochastic diﬀerential equations driven by fractional Brownian motion”. 15. Ningbo University of Technology, China, 07/09/2018: “Density of parabolic Anderson random variable”.

16. Jinan University, Guangzhou, China, 07/05/2018 - 07/08/2018: Gave a series of lecture talks on “Stochastic Heat Equations”. 17. East China Normal University, 06/25/2018: “Drift parameter estimator in linear and nonlinear stochastic diﬀerential equation driven by fractional Brownian motions”. 18. University of Tennessee at Knoxville, 04/17/2018: “On the necessary and suﬃcient conditions to solve a heat equation with general Additive Gaussian noise”. 19. Concordia University, Montreal, 03/11/2018. “Brownian motion in white noise environment”.

17 20. University of British Columbia, 11/01/2017: “Feynman-Kac formula for the stochastic heat equation driven by general Gaussian noises”. 21. Beijing Normal University, 10/16/2017: “Stochastic heat equation with rough dependence in space”. 22. Academy of Mathematics and System Science, The Chinese Academy of Science, 10/12/2017: “Modiﬁed Euler scheme for stochastic diﬀerential equations driven by fractional Brownian motion”.

23. Nankai University, 07/25/2017: “Density of parabolic Anderson random variable”. 24. HuaZhong University of Science and Technology 07/05/2017: “Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with H < 1/2”. 25. Wuhan University of Technology, 07/04/2017: Fractional diﬀusions driven by Gaussian noises”.

26. East China Normal University 06/30/2017: “The Expected Time Approach to Optimal Adjust- ment Problems: Application to Domestic Energy Prices”. 27. East China Normal University 06/27/2017: “Intermittency for the stochastic heat equation driven by time-fractional noise with H ∈ (0, 1/2)”. 28. Wuhan University, 06/24/2017: “Intermittency for the stochastic heat equation driven by time- fractional noise with H ∈ (0, 1/2)”. 29. University of Oslo, 06/07/2017: “Intermittency for the stochastic heat equation driven by time- fractional noise with H ∈ (0, 1/2)”. 30. University of Alberta at Edmonton, 02/10/2017: “Density of parabolic Anderson random variable”. 31. University of Alberta at Edmonton, 02/07/2017: “Generalized moment estimation for -stable Ornstein-Uhlenbeck processes from discrete observations”. 32. Purdue University, 01/17/2017: “Itˆostochastic diﬀerential equations driven by fractional Brown- ian motions of Hurst parameter H > 1/2.”

33. Stevens Institute of Technology, 09/21/2016: “Some mean ﬁeld singular stochastic control problems”. 34. University of Oslo, 08/11/2016: “Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diﬀusions”.

35. Anhui Polytechnical University, Wuhu, China, 07/09/2016: Singular mean-ﬁeld control games with asymmetric information. 36. Anhui Normal University, 07/08/2016: Convergence in density of some nonlinear Gaussian functionals.

37. East China Normal University, 06/26/2016: Singular mean-ﬁeld control games with asymmetric information 38. Donghua University, 06/23/2016: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diﬀusions.

18 39. University of Macau, 06/30/2016. Give a talk on “Fractional diffusions in a Gaussian noisy environment”. 40. Jiangxi University of Economics and Finance, 06/16/2016. Option price in a market with long memory. 41. Wuhan University of Science and Technology, 06/13/2016 - 06/15/2016: Give a series of talks on “Fractional diffusions in a Gaussian noisy environment”. 42. Wuhan University, 06/10/2016: Fractional diffusions in a Gaussian noisy environment.

43. Donghua University, 05/23/2016: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diﬀusions. 44. East China Normal University, 05/26/2016: Singular mean-ﬁeld control games with asymmetric information.

45. University of Tennessee at Knoxville. 03/29/2016. Convergence in density of some nonlinear Gaussian functionals. 46. Donghua University, 07/07/2015: Parameter estimation for long memory Ornstein-Uhlenbeck processes. 47. Bengbu University, 07/06/2015: Black-Scholes formula in a long memory market.

48. Anhui Polytechnical University, 07/05/2015: Optimal time to invest for an insider. 49. Anhui Normal University, 07/05/2015: Stochastic heat equation with general multiplicative Gaus- sian noise: H¨oldercontinuity and intermittency. 50. Xiamen University, 06/23/2015: Parameter estimation for long memory Ornstein-Uhlenbeck processes. 51. Wuhan University of Science and and Technology: seminar talk, 06/10/2015: An optimal stopping time problem. 52. Universit´eLorraine: 05/07/2015: Brownian motion in a white noise environment.

53. Iowa State University: 01/26/2015: Parameter estimation for long memory Ornstein-Uhlenbeck processes. 54. University of Tennessee: seminar talk: 10/08/2014: Brox diﬀusion and its stochastic diﬀerential equations.

55. Huazhong University of Science and Technology: Colloquium talk, 07/29/2014: Stochastic heat equation with general multiplicative Gaussian noise: H¨oldercontinuity and intermittency. 56. Jiangsu Normal University: Colloquium talk, 06/31/2014: Malliavin calculus and convergence in density of some nonlinear Gaussian functionals. 57. Wuhan University: Colloquium talk, 06/14/2014: Parameter estimation for long memory Ornstein- Uhlenbeck process 58. University of Oslo: Colloquium talk, 05/14/2014: Density convergence for some nonlinear Gaus- sian stationary sequences.

19 59. University of Oslo: Colloquium talk, 03/19/2014: Stochastic heat equation with general multiplicative Gaussian noise: H¨oldercontinuity and intermittency. 60. University of Illinois at Chicago, 10/24/2013. Malliavin calculus and convergence of densities.

61. Wuhan University, 6/18/2013, Malliavin calculus for backward stochastic diﬀerential equations. 62. Wuhan University of Science and Technology, 5/30/2013, Improving the Black-Scholes formula through long memory. 63. University of British Columbia, Vancouver, Canada, 3/6/2013: Malliavin calculus and convergence of densities. 64. Institute of Mathematics and its Applications, University of Minnesota, Minneapolis, 1/31/2013: Rough path analysis and multiple integrals. 65. Israel Institute of Technology, Haifa, 12/18/2012: Malliavin calculus and convergence of densities.

66. Linnaeus University, Vaxjo, 11/20/2012: Malliavin calculus and convergence of densities. 67. University of Manchester, 10/17/2012: Central limit theorem for an additive functional of the fractional Brownian motions 68. Loughborough University, 10/16/2012: Rough path analysis and multiple integrals.

69. University of Warwick, 10/10/2012: Convergence in density of some nonlinear Gaussian functional. 70. Loughborough University, 10/9/2012: Feynman-Kac formula for stochastic partial diﬀerential equations driven by fractional Brownian ﬁelds.

71. Wuhan University, 7/9/2012: Convergence in density for some nonlinear Gaussian functionals. 72. Nankai University, 7/19/2012: Parameter estimation for long memory Ornstein-Uhlenbeck process. 73. The Chinese Academy of Science, Wuhan, China, 7/13/2012: Introduction to stochastic partial diﬀernetial equations II.

74. The Chinese Academy of Science, Wuhan, China, 7/12/2012: Introduction to stochastic partial diﬀernetial equations I. 75. Colorado State University: Seminar talk, 11/7/2011: Parameter estimation for fractional Ornstein- Uhlenbeck processes with discrete observations

76. University of North Carolina at Chape Hill: Seminar talk, 10/27/2011: Convergence in density 77. University of Southern California: Seminar talk, 9/12/2011: Optimal time to invest with advanced information 78. University of Oslo: Colloquium talk, 8/18/2011: Convergence in density

79. Shanghai University: Colloquium talk, 7/21/2011: Improving the Black-Scholes formula by using long memory. 80. Shanghai University: Colloquium talk, 7/21/2011: Stochastic partial diﬀerential equations.

20 81. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science: Seminar talk, 7/19/2011: Convergence in density. 82. Tianjing University: Colloquium talk, 7/13/2011: Improving the Black-Scholes formula by using long memory. 83. Purdue University: Seminar talk, 1/25/2011: Malliavin calculus for backward stochastic diﬀeren- tial equations and application to numerical solutions. 84. University of Delaware: Seminar talk, 12/17/2010: Parameter estimation for Ornstein-Uhlenbeck process driven by fractional Brownian motion. 85. University of Kansas: Seminar talk, 12/6/2010: Parameter estimation for Ornstein-Uhlenbeck process driven by fractional Brownian motion. 86. Iowa State University : Seminar talk, 11/29/2010: Parameter estimation for Ornstein-Uhlenbeck process driven by fractional Brownian motion.

87. Rutgers University: Seminar talk, 11/2/2010: Malliavin calculus for backward stochastic diﬀer- ential equations and application to numerical solutions. 88. The University of Science and Technology of China, Hefei, China: Seminar talk, 7/7/2010: Rough path analysis via fractional calculus.

89. South East University, Nanjing, China: Seminar talk, 6/25/2010: Rough path analysis via fractional calculus. 90. Nanjing University, Nanjing, China: Seminar talk, 6/24/2010: Feynman-Kac formula for stochastic heat equation driven by fractional noises.

91. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China: Seminar talk, 6/12/2010: Feynman-Kac formula for stochastic heat equation driven by fractional noises. 92. Jilin University, Changchun, China: Seminar talk, 5/26/2010: Improving Black-Scholes formula by using long memory processes.

93. Jilin University, Changchun, China: Seminar talk, 5/25/2010: Optimal time to invest for an insider. 94. Universit´eStrasbourg I, Strasbourg, France: Seminar talk, 3/12/2010: Feynman-Kac formula for stochastic partial diﬀerential equations driven by fractional noises.

95. Universit´eNancy I, Nancy, France: Seminar talk, 3/11/2010: Feynman-Kac formula for stochastic partial diﬀerential equations driven by fractional noises. 96. African Institute of Mathematical Science, Capetown, South Africa: Colloquium talk, 12/16/2009: Optimal time to invest. 97. African Institute of Mathematical Science, Capetown, South Africa: 12/8/2009 - 12/11/2009: Gave eight two-hour lectures on rough path analysis 98. University of Tennessee: Seminar talk , 09/21/2009: Stochastic Heat Equation Driven by Frac- tional Noise and Local Time.

21 99. Faculty of Science, Donghua University, Shanghai, China: 06/10/2009 - 06/19/2009: Gave eight two-hour lectures on Malliavin calculus. 100. Department of Finance, Xing Jiang University of Economics and Finance, Urumuqi, China: colloquium talk, 06/29/09: Optimal time to invest. 101. Department of Mathematics, Xing Jiang University, Urumuqi, China: colloquium talk, 06/29/09: Improving Black-Scholes formula by using long memory. 102. Department of Mathematics, Fudan University, Shanghai, China: seminar talk, 01/9/09: Rough path analysis via fractional calculus 103. Department of Mathematics, Donghua University, Shanghai, China: seminar talk, 01/6/09: Least squares estimator for O-U process driven by fractional noise. 104. Wuhan Institute of Physics and Mathematics, The Chinese Academy of Science, Wuhan, China: seminar talk, 12/31/08: Least squares estimator for O-U process driven by fractional noise.

105. Department of Mathematics, Wuhan University, Wuhan, China: seminar talk, 12/31/08: Stochas- tic partial diﬀerential equations and local times. 106. Institute of Applied Mathematics, The Chinese Academy of Science, Beijing, China: seminar talk, 12/24/08: Stochastic partial diﬀerential equations and local times.

107. Institute of Applied Mathematics, The Chinese Academy of Science, Beijing, China: seminar talk, 12/9/08: Anticipative Optimal stopping. 108. Wuhan Institute of Physics and Mathematics, Chinese Academy of Science: seminar talk, 6/8/07: Rough path analysis via fractional calculus.

109. Wuhan University of Science and Technology: seminar talk, 6/10/07: Optimal anticipative stopping. 110. HuaZhong University of Science and Technology: seminar talk, 6/8/07: Rough path analysis via fractional calculus and stochastic partial diﬀerential equations and local time. 111. University of Oslo: seminar talk, 8/14/06: Rough path analysis via fractional Brownian motion.

112. University of Missouri at Columbia: seminar talk, 2/10/06: Rough Path Analysis via Fractional calculus. 113. University of Missouri at Kansas City: seminar talk, 10/7/05: Improving Black-Scholes by using the long memory.

114. Loughborough University: seminar talk, 2/18/05: Self-intersection local time of fractional Brow- nian motions. 115. University of Swansea: seminar talk, 2/15/05: Self-intersection local time of fractional Brownian motions.

116. University of Wisconsin at Madison: seminar talk, 12/09/04: Self-intersection local time of fractional Brownian motions. 117. University of British Coloumbia: seminar talk, 11/10/04: Self-intersection local time of fractional Brownian motions.

22 118. University of Alberta at Edmonton: seminar talk, 11/15/04: Stochastic Calculus for fractional Brownian motions. 119. University of Alberta at Edmonton: Open Lecture, 11/04/04: Improving the Black-Scholes formula: An Introduction to Pricing and Portfolio Management by Using Long Memory. 120. University of Alberta at Edmonton: Open Lecture, 10/28/04: Some Inequalities for Gaussian measures. 121. University of Alberta at Edmonton: Open Lecture, 10/22/04: Simulation of Random Dynamical System 122. University of Alberta at Edmonton: Open Lecture, 10/15/04: Simulation of the Oil Pressure in the Norwegian Sea. 123. University of Alberta at Edmonton: Open Lecture, 10/04/04: Self-intersection local time of fractional Brownian motions.

124. University of Alberta at Edmonton: Open Lecture, 11/05/04: Between log-Sobolev and Spectral Gap inequalities. 125. University of Alberta at Edmonton: Open Lecture, 11/19/04: Between log-Sobolev and Spectral Gap inequalities, continuation.

126. University of Oslo: 09/17/04: Self-intersection local time of fractional Brownian motions. 127. Purdue University: seminar talk, 02/21/03: Fractional Brownian motion and application to ﬁ- nance, 128. Michigan State University: colloquium talk, 11/02: Girsanov transformation of fractional Brow- nian motion, 129. Faculty of Mathematics and System Science, Chinese Academy of Science, China: colloquium talk, 06/01: several inequalities for Gaussian measures. 130. Institute of Applied Mathematics, Chinese Academy of Science, China: seminar talk, 06/01: stochastic calculus for fractional Brownian motions and applications.

131. HuaZhong University of Science and Technology, China: seminar talk, 05/25/01: Girsanov transformation for fractional Brownian motion. 132. HuaZhong University of Science and Technology, China: seminar talk, 05/24/01: fractional white noise analysis and application.

133. Wuhan University, China: seminar talk, 05/24/01: stochastic partial diﬀerential equations driven by fractional noises. 134. Institute of Physics and Mathematics, Chinese Academy of Science, China: colloquium talk, 05/23/01: some inequalities for Gaussian measures.

135. Institute of Physics and Mathematics, Chinese Academy of Science, China: colloquium talk, 05/22/01: stochastic quantization. 136. Oxford University, Oxford, United Kingdom: colloquium talk, 04/01: uniﬁed treatment of several inequalities for Gaussian measures.

23 137. University of Barcelona, Spain: seminar talk, 02/01: fractional Black-Scholes market. 138. University of Barcelona, Spain: seminar talk, 07/95: on Wick approximation of stochastic differential equations. 139. University of Barcelona, Spain: seminar talk, 07/93: on multiple Wiener-Itôintegrals. 140. Israel Institute of Technology, Haifa, Israel: seminar talk, 01/01: a simple approach to logarithmic Sobolev inequalities. 141. Israel Institute of Technology, Haifa, Israel: seminar talk, 12/00: Girsanov transformation for fractional Brownian motion. 142. University of Nebraska, Lincoln: seminar talk, 04/99: some inequalities for Gaussian measures. 143. University of Southern California, Los Angeles: seminar talk, 04/97: stochastic quantization. 144. University of California at Irvine: seminar talk, 03/96: on Poincaréand log Sobolev inequalities. 145. University of California at Irvine: seminar talk, 05/96: on long range dependence. 146. Georgia Institute of Technology, Atlanta: seminar talk, 09/96: on an interpolation inequality for Gaussian measure. 147. Southern Illinois University at Carbondale: colloquium talk, 09/96: on an interpolation inequality for Gaussian measure. 148. Southern Illinois University at Carbondale: seminar talk, 09/96: exact rate of convergence for Euler-Maruyama scheme. 149. University of Illinois at Urbana-Champagne, Urbana: seminar talk, 08/96: on an interpolation inequality for Gaussian measure. 150. University of Delaware: seminar talk, 09/96: some inequalities for Gaussian measures. 151. Rutgers University, New Brunswick: seminar talk, 09/96: some inequalities for Gaussian measures. 152. University of North Carolina at Chapel Hill: seminar talk, 09/96: approximation of the heat kernel. 153. University of North Carolina at Chapel Hill: seminar talk, 03/95: stochastic quantization. 154. University of North Carolina at Chapel Hill: seminar talk, 11/94: general idea of numerical solution of stochastic differential equations. 155. Mittag-Leffler Institute, Stockholm, Sweden: colloquium talk, 01/95: numerical approximation of stochastic pressure equation. 156. University of Warwick, Coventry, United Kingdom: seminar talk, 07/95 stochastic quantization. 157. Hull University, Hull, United Kingdom: colloquium talk, 04/95: exact rate of convergence of some numerical schemes for stochastic differential equations. 158. University of Edinburgh, Edinburgh, United Kingdom: colloquium talk, 03/95: numerical approximation of some stochastic partial equations. 159. Ruhr University Bochum, Bochum, Germany: seminar talk, 07/94: on stochastic quantization.

24 160. Ruhr University Bochum, Bochum, Germany: seminar talk, 08/92: on the value at 0 of some Wiener functionals. 161. North Carolina State University: seminar, 05/94: on rate of convergence of Euler-Maruyama scheme. 162. Centro de Investigaci´onen Matem´aticas,Guanajuato, Mexico: colloquium talk, 11/93: on an interpolation inequality for Gaussian measure. 163. University of Oslo, Norway: seminar talk, 12/92: on the value at 0 of some Wiener functionals.

164. University of Bessan¸con,France: seminar talk, 07/92: on traces on the Wiener space. 165. University of Paris 6, France: colloquium talk, 05/92: on a work of Carmona and Nualart. 166. University Louis Pasteur, France: seminar talk, 11/91: on stochastic Taylor series.

25 A. List of submitted papers

1. (with Chen, L. and Nualart, D.) Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Submitted. 2. (with Khoa Le) Asymptotics of the density of parabolic Anderson random fields. Near completion. 3. (with Han, Z. and Lee, C.) On the linear-quadratic control in a regulated market via reflected diffusions. Ready for submission. 4. (with Han, Z. and Lee, C.) On the pricing barrier control in a regime-switching regulated market. Submitted. 5. (with Cheng, Y. and Long, H.) Generalized moment estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévymotions from discrete time observations. Near completion.

6. (with Cheng, Y.; Ghoddusi, H. and Lee, C.) Optimal Adjustment of Energy Prices. Near completion. 7. (with Nualart, D. and Zhou, H.) Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Ready to submit.

8. (with G. Rang) Parameter Estimation For Stochastic Hamiltonian Systems Driven By Fractional Brownian Motions. 9. (with Chen, X. and Song, J.) Feynman-Kac formula for fractional heat equation driven by fractional white noise. Submitted.

10. (with Agram N. and Øksendal B.) Mean-Field backward stochastic diﬀerential equations and applications. Submitted. 11. (with Liu, Yanghui and Tindel, S.) On the necessary and suﬃcient conditions to solve a heat equation with general Additive Gaussian noise. Submitted.

26 B. List of refereed publications

12. Itôtype stochastic differential equations driven by fractional Brownian motions of Hurst parameter. Stochastics 90 (2018), no. 5, 720-761. 13. (with Chen, L.; Kalbasi, K. and Nualart, D.) Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. Probab. Theory Related Fields 171 (2018), no. 1-2, 431-457. 14. Schrödingerequation with Gaussian potential. To appear in Theory of Probability and Mathe- matical Statistics. 15. (with Jingjun Guo) Higher-order derivative of intersection local time for two independent fractional Brownian motions. To appear in Journal of Theoretical Probability. 16. (with Øksendal, B.) Linear Volterra backward stochastic integral equations. To appear in Stochas- tic Processes and Applications. 17. (with Nualart, D. and Zhang, T.) Large deviations for stochastic heat equation with rough dependence in space. Bernoulli 24 (2018) 354-385. 18. (with Chen, X,; Song, J. Song, X.) Temporal asymptotics for fractional parabolic Anderson model, Electronic Journal of Probability Vol. 23 (2018), no. 14, 1-39. 19. (with Huang, J.; Lê,K.; Nualart, D.; Tindel, S.) Stochastic heat equation with rough dependence in space. Ann. Probab. 45 (2017), no. 6B, 4561-4616. 20. (with Le, K.) Nonlinear Young integrals and differential systems in Höldermedia. Trans. Amer. Math. Soc. 369 (2017), no. 3, 1935-2002. 21. Analysis on Gaussian spaces. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2017. xi+470 pp. 22. (with Chen, X.; Nualart, D. and Tindel, S.) Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Electron. J. Probab. 22 (2017), Paper No. 65, 38 pp. 23. (with Chen, Y.; Wang, Z.) Parameter estimation of complex fractional Ornstein-Uhlenbeck processes with fractional noise. ALEA Lat. Am. J. Probab. Math. Stat. 14 (2017), no. 1, 613-629. 24. (with B. Øksendal and A. Sulem) Singular mean-field control games. Stoch. Anal. Appl. 35 (2017), no. 5, 823-851. 25. (with Chen, L. and Nualart, D.) Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Potential Anal. 46 (2017), no. 4, 779-797. 26. (with Le, K. and Mytnik, L.) Stochastic differential equation for Brox diffusion. Stochastic Pro- cess. Appl. 127 (2017), no. 7, 2281-2315. 27. (With Chen, L.; Hu, G. and Huang, J.) Space-time fractional diffusions in Gaussian noisy environment. Stochastics 89 (2017), no. 1, 171-206. 28. (with Huang, J. and Nualart, D.) On the intermittency front of stochastic heat equation driven by colored noises. Electron. Commun. Probab. 21 (2016), Paper No. 21, 13 pp.

27 29. (with Y. Liu and D. Nualart) Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Ann. Appl. Probab. 26 (2016), no. 2, 1147- 1207. 30. (with Le, K.) Nonlinear Young integrals via fractional calculus. Stochastics of environmental and financial economics-Centre of Advanced Study, Oslo, Norway, 2014-2015, 81-99, Springer Proc. Math. Stat., 138, Springer, Cham, 2016. 31. (with Liu, Y. and Nualart, D.) Taylor schemes for rough differential equations and fractional diffusions. Taylor schemes for rough differential equations and fractional diffusions. Discrete Contin. Dyn. Syst. Ser. B 21 (2016), no. 9, 3115-3162. 32. (with Han, Z. and Lee, C.) Optimal pricing barriers in a regulated market using reflected diffusion processes. Quant. Finance 16 (2016), no. 4, 639-647. 33. (with Hu, G.) Fractional diffusion in Gaussian noisy environment. Mathematics 2015, 3, 131-152; doi:10.3390/math3020131. 34. (with Lee, C.; Lee, M. H. and Song, J.) Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. Stat Inference Stoch Process 18 (2015), 279-291. 35. (with Chen, X., Song, J. and Xing, F.) Exponential asymptotics for time-space Hamiltonians. Annales de l’Institut Henri Poincaré- Probabilitéset Statistiques Vol. 51 (2015) , No. 4, 1529- 1561. 36. (With Huang, J.; Nualart, D. and Sun, X.) Smoothness of the joint density for spatially homoge- neous SPDEs. J. Math. Soc. Japan 67 (2015), no. 4, 1605-1630. 37. (with Huang, J.; Nualart, D. and Tindel, S.) Stochastic heat equations with general multiplicative Gaussian noises: Höldercontinuity and intermittency. Electron. J. Probab. 20 (2015), no. 55, 50 pp. 38. (with J. Huang and D. Nualart) On Höldercontinuity of the solution of stochastic wave equations in dimension three. Stoch. Partial Differ. Equ. Anal. Comput. 2 (2014), no. 3, 353-407. 39. (with Nualart, D.; Tindel, S. and Xu, F.) Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Bernoulli 21 (2015), no. 4, 2336-2350. 40. (with F. Lu and D. Nualart) Convergence of densities of some functionals of Gaussian processes. J. Funct. Anal. 266 (2014), no. 2, 814-875. 41. (with D. Nualart and F. Xu) Central limit theorem for an additive functional of the fractional Brownian motion. Ann. Probab. 42 (2014), no. 1, 168-203.

4 42. (with Nualart, D. and Song, J.) The 3 -variation of the derivative of the self-intersection Brownian local time and related processes. J. Theoret. Probab. 27 (2014), no. 3, 789-825. 43. (with G. Rang) Identiﬁcation of the point sources in some stochastic wave equations. Abstr. Appl. Anal. 2014, Art. ID 219876. 44. (with Le, Khoa) A multiparameter Garsia-Rodemich-Rumsey inequality and some applications. Stochastic Process. Appl. 123 (2013), no. 9, 3359-3377. 45. (with F. Lu and D. Nualart) Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion. Electron. Commun. Probab. 18 (2013), no. 84, 8 pp.

28 46. (with Y. Han and J. Song) Maximum Principle for General Controlled Systems Driven by Frac- tional Brownian Motions. Appl. Math. Optim. 67 (2013), no. 2, 279-322. 47. (with C. Lee) Drift parameter estimation for a reﬂected fractional Brownian motion based on its local time. J. Appl. Probab. 50 (2013), no. 2, 592-597. 48. (with J. Song) Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations. In Malliavin calculus and stochastic analysis, 427-442, Springer Proc. Math. Stat., 34, Springer, New York, 2013.

49. (with D. Nualart and J. Song) A nonlinear stochastic heat equation: H¨oldercontinuity and smoothness of the density of the solution. Stochastic Process. Appl. 123 (2013), no. 3, 1083- 1103. 50. (with F. Biagini, T. Meyer-Brandis and B. Øksendal) Insider trading equilibrium in a market with memory. Math. Financ. Econ. 6 (2012), no. 3, 229-247.

51. Multiple integrals and expansion of solution to diﬀerential equations driven by rough path and by fractional Brownian motion. Stochastics 85 (2013), no. 5, 859-916. 52. (with F. Lu and D. Nualart) H¨oldercontinuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses. Probab. Theory Related Fields 156 (2013), no. 1-2, 27-49.

53. (with Jolis M. and Tindel S.) On Stratonovich and Skorohod stochastic calculus for Gaussian processes. Annals of Probability 41 (2013), no. 3A, 1656-1693. 54. (with S. Tindel) Smooth Density for Some Nilpotent Rough Diﬀerential Equations. J. Theoret. Probab. 26 (2013), no. 3, 722-749.

55. Stochastic quantization and ergodic theorem for diffusion processes. Sci. China Math. 55 (2012), no. 11, 2285-2296. 56. (with D. Ocone and J. Song) Some results on backward stochastic differential equations driven by fractional Brownian motions. in “Stochastic Analysis and Applications to Finance”. Essays in honor of Jia-An Yan. World Scientific Publishing Co. 2012, 225-242.

57. (with C. Yang) Optimal tracking for bilinear stochastic system driven by fractional Brownian motions. J. Syst. Sci. Complex. 25 (2012), no. 2, 238-248. 58. (with D. Nualart and F. Lu) Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2. Ann. Probab. 40 (2012), no. 3, 1041-1068.

59. (with Nualart, D.; Xiao, W. and Zhang, W.) Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation. Acta Math. Sci. Ser. B Engl. Ed. 31 (2011), no. 5, 1851-1859. 60. An enlargement of ﬁltration for Brownian motion. Acta Math. Sci. Ser. B Engl. Ed. 31 (2011), no. 5, 1671-1678.

61. (with D. Nualart and X. Song) Malliavin calculus for backward stochastic diﬀerential equations and application to numerical schemes. The Annals of Applied Probability Vol. 21 (2011), 2379- 2423.

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30 81. (with D. Nualart) Regularity of renormalized self-intersection local time for fractional Brownian motion. Communications in Information and Systems, 7 (2007), 21-30. 82. (with D. Nualart) Differential equation driven by Höldercontinuous functions of order greater than 1/2. in The Abel Symposium on Stochastic Analysis, 399-423. Springer, 2007. 83. (with H. Long) Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions. Communications on Stochastic Analysis, 1 (2007), 175-192. 84. (with Mohammed, S., Arritojas, M. and Pap, G.) A Delayed Black and Scholes Formula, Stoch. Anal. Appl. 25 (2007), no. 2, 471-492. 85. Integral transformations and anticipative calculus for fractional Brownian motions. Mem. Amer. Math. Soc. 175 (2005), no. 825, viii+127 pp. 86. (with Øksendal, B. and Salopek, D. M.) Weighted local time for fractional Brownian motion and applications to finance. Stoch. Appl. Anal. 23 (2005), no. 1, 15–30. 87. (with Zhou X.Y.) Stochastic control for linear systems driven by fractional noises. SIAM J. Control Optim. 43 (2005), no. 6, 2245–2277 88. Optimization of portfolio and consumption and minimization of volatility. Mathematics of finance, 199–206, Contemp. Math., 351, Amer. Math. Soc., Providence, RI, 2004. 89. (with D. Nualart) Renormalized self-intersection local time for fractional Brownian motion. Ann. Probab. 33 (2005), no. 3, 948–983. 90. (with D. Nualart) Some processes associated with fractional Bessel processes. J. Theoret. Probab. 18 (2005), no. 2, 377–397. 91. (with B. Øksendal and A. Sulem) Optimal portfolio in a fractional Black-Scholes market driven by fractional Brownian motion. Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 6 (2004), 519-536. 92. (with S. E. A. Mohammed and F. Yan) Numerical Solution of Stochastic Differential Systems with Memory. Annals of Probability, 32 (2004), 265-314. 93. Optimal consumption and portfolio in a market where the volatility is driven by fractional Brown- ian motion. Probability, Finance and Insurance. Ed. Lai, T.L. et al. World Scientific Publishing. 164-173. 94. (with Øksendal and T. S. Zhang) General fractional multiparameter white noise theory and stochastic partial differential equations, Communications in partial differential equations 29 (2004), 1-23. 95. (with B. Øksendal) Fractional white noise calculus and applications to finance. Infinite Dimen- sional Analysis, Quantum Probability and Related Topics, Vol. 6 (2003), 1-32. 96. (with F. Biagini, B. Øksendal and A. Sulem) A Stochastic maximum principle for processes driven by fractional Brownian motion, Stochastic Processes and Applications, 100 (2002), 233-253. 97. (with G. Kallianpur, J. Xiong) An approximation for Zakai equation, Applied Mathematics and optimization 45 (2002), no. 1, 23–44. 98. Probability structure preserving and absolute continuity, Annales de l’Institut Henri Poincaré, 38 (2002), no. 4, 557–580.

31 99. (with Ust¨nel,A.¨ S.; Zakai, M.) Tangent processes on Wiener space. J. Funct. Anal. 192 (2002), no. 1, 234–270 100. Chaos expansion of heat equation with white noise potentials, Potential Anal. 16 (2002), no. 1, 45–66. 101. (with Øksendal, B.) Chaos expansion of local time of fractional Brownian motions. Stochastic Anal. Appl. 20 (2002), no. 4, 815–837. 102. Self-intersection local time of fractional Brownian motions - via chaos expansion, Journal of Math- ematics of Kyoto University, 41 (2001), no. 2, 233–250. 103. Heat equation with fractional white noise potentials, Applied Mathematics and Optimization, 43 (2001), 221-243. 104. (with Øksendal and T. S. Zhang) Stochastic fractional potential theory, Papers in Analysis, Re- port. Univ. Jyv¨askyl¨a,83 (2001), 169-180.

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118. On the positivity of the solution of a class of stochastic pressure equations, Stochastics and Stochastics Reports, 63 (1998), 27-40. 119. (with B. Øksendal) Optimal time to invest when the price processes are geometric Brownian motions, Finance and Stochastics, 2 (1998), 295-310.

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145. Sur un travail de R. Carmona et D. Nualart, Séminairede ProbabilitésXXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 587-594. 146. Une formule d’Itôpour le mouvement Brownien fermionique, Séminairede ProbabilitésXXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 575-578.

147. Une remarque sur l’inégalitéde Höldernon-commutative, Séminairede ProbabilitésXXVI, ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 595. 148. Calculation of Feynman path integral for certain central forces, Stochastic Analysis and Related Topics (Oslo, 1992), Stochastics Monogr., 8, Gordon and Breach, Montreux, 1993, 161-171.

149. Sériede Taylor stochastique et formule de Campbell-Hausdorff - d’apèsBen Arous, Séminaire de ProbabilitésXXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1526, Springer-Verlag, 1992, 579-586.

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153. Some notes on multiple Stratonovitch integrals, Acta Math. Sci. 9 (1989), 453-462. 154. Un nouvel exemple de distribution de Hida, Séminairede ProbabilitésXXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag, 1988, 82-84. 155. (with P.A.Meyer) Chaos de Wiener et intégralesde Feynman, Séminairede ProbabilitésXXII, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag, 1988, 51-71. 156. (with P.A.Meyer) Sur les intégralesmultiples de Stratonovitch, Séminairede ProbabilitésXXVI, Ed. J. Azema, P.A. Meyer and M. Yor, Lecture Notes in Mathematics 1321, Springer-Verlag, 1988, 72-81.

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