me at Baltic seashore (German), 2008.9

　

WPA 2006  Taipei,  PROGRAMM

　

　

Mini-Course in Probability:

　

Novikov(2006.11), Leonenko(2006.12), Woyczynski(2009.05),

Cranston(2009.07), Ayache(2009.12)

　

Stochastic Dynamics 2008.01.30

　

Probability and Finance 2008.07.10

　

Probability Session  2009.07.09

　

Mathematical Analysis 2009.10.21/22

　

Applied Analysis and Probability  2010.03.24

　

Activity in Probability (seminar)

　

2008F  wed.pm,  2009S  fri.am,  2009F  fri.am

　

Activity in Analysis/Probability/Applications

 (seminar, semi-regular)  2010-- 

　

　

Recent Papers

　

2012

　

On time-fractional relativistic diffusion equations.
J. Pseudo-Differ. Oper. Appl., DOI 10.1007/s11868-012-0049-6. PDF

On the Exponential Process associated with a CARMA-type Process. 

Stochastics, DOI:10.1080/17442508.2012.654791. PDF
Joint work with M. Matsui.

Multi-scaling Limits for Relativistic Diffusion Equations with Random Initial Data.

Working paper, submitted. PDF

Joint work with G.-R. Liu.

　

2011

　

Multiparameter multifractional Brownian motion: local nondeterminism and joint

continuity of the local times.

Ann. Inst. Henri Poincar\'{e} -- Prob. et Stat. vol. 47, 1029-1054.
Joint work with A. Ayache and Y.M. Xiao.

Homogenization of fractional kinetic equations with random initial data.

Electronic Journal of Probability  vol. 16, Paper no. 32, 962-980.

Joint work with G.-R. Liu.

Sample Paths of Fractional L\'{e}vy Processes.

In: Infinite Divisible Processes and Related Topics (15). ISM (Tokyo,
Japan) Cooperative Research Report No. 262. PDF

Joint work with M. Maejima.

　

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    謝南瑞  中文履歷

    Narn-Rueih Shieh

    Positions Appointed:

    Mathematics Professor, 1987.8--2011.7, and

    Honor Emeritus Professor, 2011.8--, National Taiwan University

    Research Fellow, Kyoto University, Japan. Winter 1990

    Visiting Professor, Keio University, Japan. Fall 1993

    Professeur invit\'e, Universit\'e de Lille 1, France. July 2010

    Visiting Faculty, York University, Canada. Fall 2011

    Visiting Faculty, Chinese University of Hong Kong. Spring 2012

     

    Email: shiehnr(AT)ntu.edu.tw