戴洪帅｜山东财经大学｜学者主页

2026

Error Bounds of Random Periodic Solutions for McKean–Vlasov Stochastic Differential Equations

Min Zhu, Hongshuai Dai, Mingtian Tang

Journal of Theoretical Probability

DOI

2026

Convergence and stability of the partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Poisson jumps

Mingtian Tang, Zaiming Liu, Yunyan Wang, Hongshuai Dai

Computational and Applied Mathematics

DOI

2025

基于Bayes变点监测与强化学习的呼叫中心动态排队模型优化

刘艺，戴洪帅，王璐，武艳华

《系统科学与数学》

2025

Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics

Hongshuai Dai, Yiqiang Q. Zhao

Stochastic Processes and their Applications

DOI

2025

On the spectrally negative Lévy risk process with mixed dividends and capital injections

Hua Dong, Xiang-Hua Zhao, Hongshuai Dai

Communication in Statistics- Theory and Methods

DOI

2023

基于MPEWMA控制图的串联排队网络的监测与控制

高琦，戴洪帅，武艳华

《山东大学学报(理学版)》

2023

A queueing model with ON/OFF sources: approximation and stationarity

Hongshuai Dai, Yanhua Wu

Stochastic Models

DOI

2022

基于Q图的M(t)/M/C服务台配置优化

高琦，宫丽芳，武艳华，戴洪帅

《西南大学学报(自然科学版)》

2022

Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation

Hongshuai Dai

Queueing Systems

DOI

2021

混合观测体系下谱负Lévy过程的Parisian破产问题

杨晓凤，董华，戴洪帅

《数学物理学报》

2021

Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions

Hongshuai Dai, Yiqiang Q. Zhao

Science China Mathematics

DOI

2021

Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs

Hongshuai Dai, Donald A. Dawson, Yiqiang Q. Zhao

ESAIM Probability and Statistics

DOI

2020

经济统计专业“应用随机过程”的教学探索

戴洪帅

《教书育人(高教论坛)》

2018

Spectrally negative Lévy risk model under Erlangized barrier strategy

Hua Dong, Chuancun Yin, Hongshuai Dai

Journal of Computational and Applied Mathematics

DOI

2018

On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments

Xiang-Hua Zhao, Hua Dong, Hongshuai Dai

Statistics & Probability Letters

DOI

2017

Exact tail asymptotics for a two-stage queue: Complete solution via kernel method

Hongshuai Dai, Lingtao Kong, Yang Song

Rairo-Operations Research，Vol. 51, No. 4

DOI

2017

记录时及相应计数过程关于矩精确完全收敛的渐进性质（英文）

孔令涛，戴洪帅

《应用概率统计》

2017

Adaptive Elastic Net方法在Cox模型变量选择中的研究

Xin-Xing Wei, Xin-Xing Wei, Chun-Hong Li, Chun-Hong Li, Hongshuai Dai, Hongshuai Dai

DOI

2017

Limit theorems for functionals of Gaussian vectors

Hongshuai Dai, Guangjun Shen, Lingtao Kong

Frontiers of Mathematics

DOI

2017

Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Shilong Li, Chuancun Yin, Xia Zhao, Hongshuai Dai

Mathematical Problems in Engineering

DOI

2016

Besov空间上Riemann-Liouville型重分数布朗单的弱收敛（英文）

桑利恒，申广君，戴洪帅

《应用数学》

2016

Convergence rate in precise asymptotics for Davis law of large numbers

Lingtao Kong, Hongshuai Dai

Statistics & Probability Letters

DOI

2016

Convergence rates in precise asymptotics for a kind of complete moment convergence

Lingtao Kong, Hongshuai Dai

Stochastics and Dynamics

DOI

2016

Random walks and subfractional Brownian motion

Hongshuai Dai

Communication in Statistics- Theory and Methods

DOI

2016

BESOV空間におけるRIEMANN-LIOUVILLE重分率の収束率は弱%であった。【JST・京大機械翻訳】

Guang-Jun Shen, Liheng Sang, Hongshuai Dai

2015

Adaptive Elastic Net方法在Logistic回归模型中的应用（英文）

李春红，黄登香，戴洪帅

《工程数学学报》

2015

Exact tail asymptotics for a discrete-time preemptive priority queue

Yang Song, Zaiming Liu, Hongshuai Dai

Acta Mathematicae Applicatae Sinica English Series

DOI

2015

Weak Converge to An Operator Fractional Brownian Sheet by Martingale Differences

Hongshuai Dai, Guang-Jun Shen, Wenliang Xia

2014

随机投资收益风险过程的一个标注

戴洪帅，唐沧新

《河南科技大学学报(自然科学版)》

2014

Approximation in law to operator fractional Brownian motion

Hongshuai Dai, Guang-Jun Shen

2013

Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach

Hongshuai Dai, Yiqiang Q. Zhao

INFOR Information Systems and Operational Research

DOI

2013

Approximation to Multifractional Riemann-Liouville Brownian Sheet

Hongshuai Dai

Communication in Statistics- Theory and Methods

DOI

2013

Operator Fractional Brownian Motion and Martingale Differences

Hongshuai Dai, Tien-Chung Hu, J. Lee

DOI

2013

Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

Hongshuai Dai

DOI

2012

Convergence in Law to Operator Fractional Brownian Motions

Hongshuai Dai

Journal of theoretical probability

DOI

2012

Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces

Hongshuai Dai

DOI

2011

Stable sub-Gaussian models constructed by Poisson processes

Hongshuai Dai, Yuqiang Li

DOI

2011

A note on approximation to multifractional Brownian motion

Hongshuai Dai, Yuqiang Li

DOI

2011

Optimal financing and dividend control in the dual model

Hongshuai Dai, Zaiming Liu

Mathematical and computer modelling

DOI

2011

Approximations of fractional Brownian motion

Yuqiang Li, Hongshuai Dai

DOI

2010

浅析经济类《概率论与数理统计》双语教学

戴洪帅

《科技信息》

2010

重分数布朗运动以及算子自相似高斯过程的弱极限定理

戴洪帅

《中南大学》

2010

A weak limit theorem for generalized multifractional Brownian motion

Hongshuai Dai, Yuqiang Li

DOI

2010

A note on operator self-similar Gaussian vector fields

Zaiming Liu, Hongshuai Dai

Applied Mathematics Letters

DOI

2010

Optimal dividend strategies in a dual model with capital injections

Hongshuai Dai, Zaiming Liu, Na-Na Luan

Math. Methods Oper. Res.

DOI

2008

带利息力的随机双险种风险模型

戴洪帅，刘再明，沈亮

《高校应用数学学报A辑》

2006

两类带收益的多险种风险模型的研究

戴洪帅

《中南大学》

2006

带随机投资收益的多险种风险过程的破产概率

戴洪帅，刘再明，沈亮

《数学理论与应用》

精选作品

期刊论文

Error Bounds of Random Periodic Solutions for McKean–Vlasov Stochastic Differential Equations

Convergence and stability of the partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Poisson jumps

基于Bayes变点监测与强化学习的呼叫中心动态排队模型优化

Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics

On the spectrally negative Lévy risk process with mixed dividends and capital injections

基于MPEWMA控制图的串联排队网络的监测与控制

A queueing model with ON/OFF sources: approximation and stationarity

基于Q图的M(t)/M/C服务台配置优化

Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation

混合观测体系下谱负Lévy过程的Parisian破产问题

Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions

Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs

经济统计专业“应用随机过程”的教学探索

Spectrally negative Lévy risk model under Erlangized barrier strategy

On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments

Exact tail asymptotics for a two-stage queue: Complete solution via kernel method

记录时及相应计数过程关于矩精确完全收敛的渐进性质（英文）

Adaptive Elastic Net方法在Cox模型变量选择中的研究

Limit theorems for functionals of Gaussian vectors

Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Besov空间上Riemann-Liouville型重分数布朗单的弱收敛（英文）

Convergence rate in precise asymptotics for Davis law of large numbers

Convergence rates in precise asymptotics for a kind of complete moment convergence

Random walks and subfractional Brownian motion

BESOV空間におけるRIEMANN-LIOUVILLE重分率の収束率は弱%であった。【JST・京大機械翻訳】

Adaptive Elastic Net方法在Logistic回归模型中的应用（英文）

Exact tail asymptotics for a discrete-time preemptive priority queue

Weak Converge to An Operator Fractional Brownian Sheet by Martingale Differences

随机投资收益风险过程的一个标注

Approximation in law to operator fractional Brownian motion

Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach

Approximation to Multifractional Riemann-Liouville Brownian Sheet

Operator Fractional Brownian Motion and Martingale Differences

Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

Convergence in Law to Operator Fractional Brownian Motions

Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces

Stable sub-Gaussian models constructed by Poisson processes

A note on approximation to multifractional Brownian motion

Optimal financing and dividend control in the dual model

Approximations of fractional Brownian motion

浅析经济类《概率论与数理统计》双语教学

重分数布朗运动以及算子自相似高斯过程的弱极限定理

A weak limit theorem for generalized multifractional Brownian motion

A note on operator self-similar Gaussian vector fields

Optimal dividend strategies in a dual model with capital injections

带利息力的随机双险种风险模型

两类带收益的多险种风险模型的研究

带随机投资收益的多险种风险过程的破产概率

书籍章节

Kernel Method for Stationary Tails: From Discrete to Continuous

研究方向