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

　

2014

　

The Lamperti Transforms of  Self-similar Gaussian Processes and Their Exponentials.

Stochastic Models. DOI: 10.1080/15326349.2014.868735

Joint work with M. Matsui. PDF

　

　

2013

　

R\'{e}nyi Function for Multifractal Random Fields.

Fractals.  Vol. 21, No. 2 (2013) DOI: 10.1142/S0218348X13500096

Joint work with N.N. Leonenko. PDF

　

Hitting Probabilities of the Random Covering Sets.

Contemporary Mathematics Vol. 601, 2013.

Joint work with B. Li and Y.M. Xiao. PDF

　

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

Working paper, submitted and tentative accepted.

Joint work with G.-R. Liu. PDF

　

　

2012

　

Free Fields Associated with the Relativistic Operator
$-(m-\sqrt{m^{2}-\Delta})$.

J. Pseudo-Differ. Oper. Appl., DOI 10.1007/s11868-012-0053-x. PDF

　

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.
　

　

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.

　

§
§
§
    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, Spring 2013

    Visiting Faculty, South China Univ. of Tech. Guangzhou. Fall 2012

    Visiting Faculty, Hong Kong Polytechnic Univ. Spring 2014

     

    Email: shiehnr(AT)ntu.edu.tw 


    　

      Shieh Publications

      　

      Shieh Vitae

      　

      　

      　

      　

      Courses Offered

      　

      Elementary Probability 機率導論 (NTU_CEIBA 2009)

                                                               at York 2011F

      　

      Stochastic Processes 隨機過程

      　

      Probability Theory 機率論

      　

      Stochastic Calculus 隨機微積分 (NTU_CEIBA 2010),

                          at CUHK 2012S

      　

      Advanced Probability Theory 高等概率論  CUHK 2013S          

      　

      Concentrated Probability  集中概率論 SCUT 2012F

      　

      Financial Mathematics  財經數學 CUHK 2013S

      　

      　

      　

      A Talk on Probability History 通識:機率思想的發展