• Yujiao Lu: Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator
  • Co-author/Co-published paper with advisor
    • Y. Lu and W. Dai. "Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator".   Communications in Statistics: Simulation and Computation, Vol. 52, No. 10, pp. 4816-4848, 2023.
• Chang Zhang: A Weak Solution Theory for Stochastic Volterra Equation of Convolution Type with Reflection

• Junhong Lyu: Multi-kernel Adaptive IRL Algorithms when Reward Function Changes

• He Li: DMT Algorithm with Application to Population Genetics Prediction Problems

• Qianqian Jiang: Excursion Probability and Fast Simulation of Gaussian Random Fields on Compact Riemannian Manifolds with or without Boundary Reflection
  • Co-author/Co-published paper with advisor
    • Q. Jiang and W. Dai. "Reflecting Time-Space Gaussian Random Fields on Compact Riemannian Manifolds and Excursion Probability".   Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 94, No. 6, pp. 865-890, 2022.
    • Q. Jiang and W. Dai. "Fast simulation for Gaussian random fields on compact Riemannian manifolds" . Communications in Nonlinear Science and Numerical Simulation, Vol 118 107002, 23 pages, 2023.
• Huiling Meng: Applications of random time changes to convergence of Markov processes

• Xinlai Fang: Stein method in the application of weight selection of importance sampling
• Ziheng Huang: Expectation difference under different probability measures and application

• Jun Su: Stochastic games for a multiclass E2/E2/1 queueing system with model fuzziness
• Tiange Wang: Asymptotic lower bounds for optimal tracking problem in random environment

• Wenhua Cui: Isotropic Gaussian random fields on ellipsoids: regularity and stochastic partial differential heat conduction equation
• Chen Zhou: Pathwise dynamical programming for a regime-switching uncertain volatility model of European option

• Tongtong Wang: The Optimal Policy Based on Queue-Size in Switched Networks
• Dongmei Li: Dynamic Portfolio Optimization with Defaultable Bond and Regime-Switching of non-Gaussian OU process
• Cheng Chang: Optimal Resource Allocation under the Best Station Weights in Generalized Jackson Network
• Li Liu: Optimal Scheduling Control of a Multiclass G/G/1 Network in Moderate Deviation and Heavy Traffic Regime
• Min Du: Monotonicity of Value Function for Optimal Stopping under Regime-Switching Market

• Yuchi Shi: Optimal Stopping Based on Spectrum Decomposition for Running Extreme Value of Levy Process with Caps
• Yujing Wang: Optimal Portfolio of American Put Options under General Preferences
• Beibei Li: Mean-Semivariance Portfolio Selection based on An Incomplete Market with External Factors of non-Gaissian OU Processes under Probability Distortion

• Jinling Wu: Asymptotically Optimal Controls for Multiclass Feedforward Network
• Mannong Li: Some Optimal Stopping Strategies under Discounted Probability
• Shaohua Liu: Measure Solution of BSDE with Time Delayed Generator
• Haofeng Che: Diffusion Approximations for Multiclass G/PH/n+GI Systems with Non-Preemptive Priority Discipline

• Wen Teng: The Optimal Stopping Problem Based on A Partially Observable Stochastic process
• Xiaochi Liu: Approximating Optimal Multi-Stopping Times of Discrete Time Stochastic Processes

• Changjun Ge: Maximizing Generalized Utility for A Stochastic Financial Market
• Kai Chen: Studies on Batch Arrival M^{x}/M/1 Queue in A Diffusion Random Environment
• Qing Wang: On the 2-Dimensional SDE Based Optimal Switching Problem
• Pei Han: Asymptotically Optimal Parallel Resource Assignment with Interference

• Yao Xu: Fluid and Diffusion Approximations for A Multi-User Wireless Communication System
• Xinnian Li: The Applications of Kalman Filter Theory and EM Method in M-M Channels
• Feng Wang: A Multi-Dimensional Regime-Switching Model for European Options
• Yue Liu: Optimal Stopping for Selling A Stock Based on A Generalized Black-Scoles Model with Regime-Switching

• Qiu Chao: Optimal Investment and Consumption Control Based on A Stochastic Volatility Model of Non-Gaussian Ornstein-Uhlenbeck Type
• Fei Cao: Stochastic Diffusion Approximation for A Cloud Computing Service System with GQIR Control Policy
• Xiurong Luo: Optimal Stopping of Equity-Linked Investment Products with Continuous Time Regime-Switching
• Yong Ben: The Study of A Two User MIMO Downlink System under Fluid and Diffusion Scaling
• Liping Liu: The Mixed Optimal Stopping and Control for An Asset Model with General Utility Function

• Xianping Huang: Diffusion Approximation of Some Mobile Communications with Time Varying Channels
• Zhengwu Cui: The Fluid Limit of Stochastic Processing Network Models

• Yelan Qian: Stochastic Asymptotic Optimal Scheduling of A Multi-Class Multi-Server Queue with Admission Control
• Hao Jiang: Optimal Policy for Production-Inventory Systems with Erlang Distributed Production Times
• Xiaofeng Zhan: The Optimality of Stochastic Networks under Utility-Maximization Resource Allocations with Positive Constraint Lower Bounds
• Geming Zhong: Stochastic Stability of Mobile Communication Networks Based on Some Scheduling and Control Policies

• Shi Wang: Pathwise Asymptotic Optimality of the Exponential Sceduling Policy in a Generalized Switch
  • Co-author/Co-published paper with advisor
    • W. Dai and S. Wang, "Optimal control based on a generalized exponential scheduling rule for a generalized switch", Proceedings of International Conference on Communications and Mobile Computing 2009, IEEE Computer Society Press, Vol. 2, pp. 332-336, 2009
• Xiaoyu Zhang: Stock Optimization Methods in a Multi-Product ATO System

• Qian Jiang: Approximating Optimal Control of High-Volume Assemble-to-Order Systems with Batch Arrivals
  • Co-author/Co-published paper with advisor
    • W. Dai and Q. Jiang, Stochastic optimal control of ATO systems with batch arrivals via diffusion approximation , Probability in the Engineering and Informational Sciences, Vol. 21, pp. 477-495, 2007.

• Qing Gao: Density Estimation of 2-D Based on Orthonormal Ridgelets
  • Co-author/Co-published paper with advisor
    • Q. Gao and W. Dai, "Density Estimation of 2-D Based on Orthonormal Ridgelets", Journal of Nanjing University of Science and Technology, Vol. 30, pp. 1-4, 2006.
    • Won the second class award of 10th Annual Conference of Jiangsu Applied Statistical Society, 2006.
• Ning Sun: Convergence to equilibria for fluid models of multi-type FIFO queueing networks
• Jinqiang Sun: One Kind of MCMs Non-preemptive Priorities Queueing

Theses and Copyrights

• All published theses are copyrighted by the graduates, their advisor, and Nanjing University
• They are available at Nanjing University

Funded Kernel Graduate-Level Course for Excellence

• Stochastic Processes
  • Funded by and Practised in Nanjing University

Graduate-Level and Undergraduate-Level Courses Taught

• Stochastic Differential Equations
  • Teach in every Spring term since 2007
• Stochastic Processes
  • Teach in every Fall term since 2000
• Applied Stochastic Processes
• Probability Theory
• Probability Measure Theory
• Stochastic Operations Research
• Integral Global Optimization
• Time Series Analysis
  • Taught 3 times
• Statistical Computing and Softwares
  • Taught 3 times
• Mathematical Statistics
• Probability and Statistics
• etc.