Jicheng Liu

Professor

Phone: 027-87543231

Academic Areas: Stochastic Analysis and its applications

Research Interests: Stochastic differential equations, averaging principle of multi-scales SDEs, Synchronization for stochastic differential equations, Limit theory，Malliavin Calculus.

Academic Degrees

PhD, 2003, School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, China;

Bachelor, 1998, Department of Mathematics, Huazhong University of Science and Technology, Wuhan, China.

Professional Experience

Associate Professor (2013-present): School of Mathematics and Statistics, Huazhong University of Science and Technology;

Visiting scholar (2012-2013): Department of Statistics, Purdue University, the United states;

Associate Professor (2006-2013) : School of Mathematics and Statistics, Huazhong University of Science and Technology;

Postdoctoral Fellowship(Mar-Sep 2004): Lisbon University, Portugal.

Lecturer (2003-2006) : School of Mathematics and Statistics, Huazhong University of Science and Technology.

Selected Publications

• 1. Z. Li and J. Liu. Synchronization for stochastic differential equations with nonlinear multiplicative noise in the mean square sense. Discrete and Continuous Dynamical Systems Series B, 2019, doi: 10.3934/dcdsb. 2019103.

• 2. Z. Li and J. Liu. Synchronization and averaging principle of stationary solutions for stochastic differential equations. Potential Analysis, 2018, Revised.

• 3. S. Al-azzawi, J. Liu* and X. Liu. The synchronization of stochastic differential equations with linear noise. Stochastics and Dynamics, DOI: 10.1142 /S0219493 718500491, January 2018.

• 4. J. Xu, J. Liu, Y. Miao. Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications, 2018, 468(1):116-140.

• 5. H. Fu, L. Wan, J. Liu, X. Liu. Weak order in averaging principle for stochastic wave equations with a fast oscillation. Stochastic Processes & Their Applications, 128 (2018) 2557–2580.

• 6. M I G. Suranga Sampath, J. Liu. Impact of customers’ impatience on an M/M/1 queueing system subject to differentiated vacations with a waiting server. Quality Technology & Quantitative Management, 2018:1-24.

• 7. M I G. Suranga Sampath, J. Liu. Transient Analysis of an M/M/1 Queue with Reneging, Catastrophes, Server Failures and Repairs. Bulletin of the Iranian Mathematical Society, 44(3)2018: 585-603.

• 8. S. Al-azzawi, J. Liu* and X. Liu. Convergence rate of synchronization of systems with additive noise. Discrete and Continuous Dynamical Systems-Series B, 22 (2017): 227-245.

• 9. Q. Chen, J. Liu*. The conditional Borel-Cantelli lemma and applications. J. Korean Math. Soc., 54 (2017) 441–460.

• 10. J. Xu, Y. Miao, J. Liu*. A note on Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-cales. Stochastic Analysis and Applications, 34（2016）178-181.

• 11. J. Xu, Yu Miao, J. Liu. Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps. J. Math. Phys., 57, 092704 (2016); http://dx.doi.org/10.1063/1.4963173.

• 12. J. Xu, Y. Miao, J. Liu. Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Holder norm. Communications in Statistics- Theory and Methods, 2016, 45(5): 1564-1574.

• 13. H. Fu, L. Wan, J. Liu*. Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales. Stochastic Processes and their Applications, 125 (2015) 3255-3279.

• 14. J. Xu, Y. Miao, J. Liu*. Strong averaging principle for slow-fast SPDEs with Poisson random measures. Discrete and Continuous Dynamical Systems-Series B, 20 (2015): 2233-2256.

• 15. H. Fu, L. Wan, Y. Wang, J. Liu*. Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-cales. J. Math. Anal. Appl. 416 (2014)609-628.

• 16. J. Xu, J. Liu. An Averaging Principle for Multivalued Stochastic Differential Equations. Stochastic Analysis and Applications, 32 (2014)962-974.

• 17. J. Liu*, B.L.S. Prakasa Rao. On conditional Borel-Cantelli lemmas for sequences of random variables. J. Math. Anal. Appl., 399 (2013) 156-165.

• 18. J. Liu. A note on the bilateral inequality for random variables sequence. Statistics and Probability Letters, 82 (2012) 871-875.

• 19. H. Fu, J. Liu. Strong convergence in stochastic averaging principle for two timescales stochastic partial differential equations. J. Math. Anal. Appl., 384 (2011) 70-86.

• 20. X. Liu, J. Duan, J. Liu and Peter E. Kloeden. Synchronization of systems of Marcus canonical equations driven by stable noises. Nonlinear Analysis: Real World Applications, 11 (2010) 3437-3445.

• 21. J. Liu and J. Ren. A functional modulus of continuity for Brownian motion. Bull. Sci. math., 131 (2007) 60-71.

• 22. F. Gao and J. Liu. Large deviations for small perturbations of SDEs with non-Markovian coefficients and their applications. Stochastics and Dynamics, 6-4 (2006) 487-520.

• 23. J. Liu and J. Ren. Regularities of local times of two parameter martingales. Journal of Mathematics of Kyoto University, 44-3 (2004) 501-521.

• 24. J. Liu and J. Ren. Comparison theorem for solutions of backward stochastic differential equations with continuous coefficients. Statistics and Probability Letters, 56 (2002) 93-100.

• 25. J. Liu. On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type. Stochastic Processes and their Applications, 94 (2001) 339-354.

Awards:

2007 Natural Science Papers in Hubei Province (First Prize) : Regularities of local times of two parameter martingales.

Courses Taught

Mathematical analysis I, II and III

Probability theory

Probability and statistics

Stochastic Processes

Stochastic Analysis

Project

National Natural Science Foundation of China：11271013, Research on averaging principle of multi-scales stochastic differential equations, 2013/01—2016/12.