許元春 (English version)
應用數學系 教授
Contact information
Email : sheu@math.nctu.edu.tw 電話 : 03-5712121 ext. 56428 傳真 : 03-5724679 地址 : 新竹市大學路1001號 國立陽明交通大學 應用數學系
本學年度教授課程
相關連結
- 113學年度第一學期:
- Introduction to Probability
- Introduction to Real Analysis
- 112學年度第二學期:
- Complex Analysis
- Stochastic Calculus
- undergraduate level:
- Undergraduate Probability with Professor Roman Vershynin (A free video course)
- Lecture Notes for Introductory Probability by Janko Gravner
- Probability and Random Processes by Geoffrey R. Grimmett and David R. Stirzaker
- Introduction to Probability Theory by Dmitry Panchenko
- Weighing the Odds: A Course in Probability and Statistics, by David Williams
- Essentials of Stochastic Processes by Richard Durrett
- A First Course in Stochastic Calculus by Louis-Pierre Arguin
- High-Dimensional Probability: An Introduction with Applications in Data Science. A video course by Roman Vershynin
- graduate level:
- Knowing the Odds: An Introduction to Probability, by John B. Walsh
- Probabilty: Theorem and Examples, by R. Durrett
- Measure Theory, Probability, and Stochastic Processes, by J. F. Le Gall
- Lecture Notes on Probability Theory by Dmitry Panchenko
- Brownian Motion, Martingales, and Stochastic Calculus by J. F. Le Gall
- others:
履歷
- 學歷
- 康乃爾大學數學博士 (1993)
- 學術專長暨研究領域
- 機率理論與應用
- 學術經歷
- 國立交通大學應用數學系副教授 (1993~1998)
- 國立交通大學應用數學系教授 (1999~)
- 加州柏克萊數學科學研究中心 (MSRI at Berkeley)
- 國立交通大學應用數學系系主任 (2001/08~2003/07)
- Taiwanese Journal of Mathematic 編輯 (2004~2013)
- 美國華盛頓大學(UW)數學系訪問學者 (2006/07~2007/06)
- 國立交通大學理學院副院長 (2005/08~2006/07, 2007/08~2008/07)
- 中華民國數學會副理事長 (2012~2013)
- Advances and Applications in Statistics, editor (2012~2021)
- 科技部自然司數學學門應用數學組召集人 (2020/01~2020/12)
- 大學部/碩/博生
- 郝嘉誠 (電機系大學部, 2023 畢業; University of Johns Hopkins 博士生 (2024~))
- 蘇彥維 (碩士生)
- 徐志維 (碩士生, 2022 畢業, 任職於 PranaQ)
- 馮欣瑜 (清大碩士, 2020 畢業,軟體工程師 HTC VIVE(2021~) )
- 王德鈞 (碩士生, 2020 畢業, University of Victoria, Canada (PhD student, 2022~))
- 林邵謙 (碩士生, 2017 畢業)
- 許景隆 (清大碩士生, 2017 畢業; Duke University 博士生 (2019~))
- 吳麗謹 (碩士生, 2015 畢業)
- 周庭萱 (碩士生, 2015 畢業)
- 胡婉晴 (碩士生, 2013 畢業)
- 謝希微 (碩士生, 2013 畢業; University of Johns Hopkins 博士 (2021); Senior Manager, Data Science-American Express(2022~))
- 陳育慈 (台中二中教師)
- 張明淇 (博士生, 2013 畢業, 英業達)
- 蔡明耀 (博士生, 2012 畢業)
- 吳國禎 (碩士生, 2011 畢業; Brown University 博士 (2019))
- 尤頌文 (碩士生, 2007 畢業)
- 陳偉國 (碩士生, 2006 畢業; UC, Irvine 博士 (2012); U.Minnesota 副教授)
- 陳與庭 (碩士生, 2006 畢業; University of British Columbia 博士 (2013); University of Victoria, Canada 副教授)
- 莊晉國 (碩士生, 2006 畢業; 政大風險管理碩士; 英國保誠人壽精算部)
- 張嘉文 (碩士生, 2006 畢業)
- 陳冠宇 (博士生, 2006 畢業; 康乃爾大學數學博士; 交通大學應用數學系教授)
- 李章益 (碩士生, 2005 畢業; 政大財金所博士)
- 陳玉玲 (碩士生, 2002 畢業; 南投竹山高中)
- 施冠宇 (碩士生, 2001 畢業; 交通大學財務金融研究所博士; 南山人壽風險管理部)
- 辛柔慧 (碩士生, 2001 畢業; 新竹建功高中)
- 陳麗淑 (碩士生, 2001 畢業; 台北私立高中)
- 傅先智 (碩士生, 1997 畢業; 中央大學數學博士 (2007))
Publications/Preprints
- Model-Based Assessment of Photoplethysmogram Signal Quality in Real-Life Environments (jointly with Yan-Wei Su, Chia-Cheng Hao, Gi-Ren Liu and Hau-Tieng Wu), preprint (2024+)
- Reconsider photoplethysmogram signal quality assessment in the free living environment (jointly with Yan-Wei Su, Chia-Cheng Hao, Gi-Ren Liu and Hau-Tieng Wu), Physiological Measurement 45(6),06NT01(2024), Link
- Ridge detection for nonstationary multicomponent signals with time-varying wave-shape functions and its applications (jointly with Yan-Wei Su, Gi-Ren Liu and Hau-Tieng Wu), preprint (2023+)
- Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants (jointly with Gi-Ren Liu and Hau-Tieng Wu), preprint (2023+)
- When Scattering Transform Meets Non-Gaussian Random Processes, a Scaling Limit Result(jointly with Gi-Ren Liu and Hau-Tieng Wu), Bernoulli 30(3): 2346-2371 (August 2024)
- Matrix Deviation Inequality for lp-Norm (jointly with Te-Chun Wang), Random Matrices:Theory and Applications Vol. 12, No. 04, 2350007 (2023) Link
- Central and Non-central Limit Theorems arising from the Scattering Transform and its Neural Activation Generalization (jointly with Gi-Ren Liu and Hau-Tieng Wu) SIAM Journal on Mathematical Analysis Vol.55, Iss.2, 1170-1213(2023) Link (Early version, 53 pages)
- Asymptotic Analysis of Higher-order Scattering Transform of Gaussian Processes (jointly with Gi-Ren Liu and Hau-Tieng Wu) Electronic Journal of Probability, Vol. 27, paper no. 48, 1-27 (2022) Link
- Large scale assesment of consistency in sleep stage scoring rules among multiple sleep centers using an interpretable machine learning algorithm (jointly with Gi-Ren Liu, Yu-Lun Lo, Hau-Tieng Wu and et al.) Journal of Clinical Sleep Medicine, Vol. 17, No 2 (2021), 159-166
- Save muscle information - unfiltered EEG signal helps distinguish sleep stages (jointly with C. Lustenberger, Y. L. Lo, W. T. Liu and H. T. Wu) Sensors 20 (2020).
- Explore intrinsic geometry of sleep dynamics and predict sleep stage by unsupervised learning techniques (jointly with Gi-Ren Liu, Yu-Lun Lo, Hau-Tieng Wu), Book chapter, Harmonic Analysis and Applications, Springer, 2021, 279-324.
- Diffuse to fuse EEG spectra -- intrinsic geometry of sleep dynamics for classification (jointly with Gi-Ren Liu, Yu-Lun Lo, John Malik, Hau-tieng Wu), Biomedical Signal Processing and Control, 55 (2020), 101576.
- The L2-Cutoff for reversible Markov Chain (jointly with Guan-Yu Chen and Jui-Ming Hsu). Annals of Applied Probability, 27, 2304-2341 (2017).
- First exit from an open set for a matrix-valued Lévy process (jointly with Yu-Ting Chen and Yu-Tzu Chen), Statistics and Probability Letters, 127, 104-110 (2017).
- Pricing perpetual American compound options under a matrix-expoenetial jump-diffusion model (jointly with Ming-Chi Chang and Ming-Yao Tsai), Applied Mathematical Finance, 22 (2015), 553-575.
- Disorder chaos in the spherical mean-field model (jointly with Wei-Kuo Chen, Hsin-Wei Hsieh and Chi-Ruey Huaung), Journal of Statistical Physics (2015), 160; 417-729.
- Free boundary problems and perpetual American strangles (jointly with Ming-Chi Chang), Quantitative Finance 13(2013), No.08, 1149-1155.
- A note on Gerber-Shiu function for hyper-exponential jump-diffusion processes (jointly with Yu-Ting Chen and Ming-Chi Chang), Elect. Comm. in Probab.18 (2013), No.2, 1-8
- The cutoff phenomenon for Ehrenfest chains (jointly with Guan-Yu Chen and Yang-Jen Fang). Stochastic Processes and Their Applications 122 (2012), 2830-2853.
- On optimal stopping problems for matrix-exponential Lévy processes(jointly with Ming-Yao Tsai). Journal of Applied Probability, 49,531-548(2012).
- On the discounted penalty at ruin in a jump-diffusion model, Taiwanese Journal of Mathematics, 14, 1337-1350(2010)(jointly with Yu-Ting Chen)
- A Generalized Model for Optimum Future Hedge. Handbbok of Quantitative Finance and Accounting, Lee,Cheng-Few, Lee, John(Eds.), Springer, 873-852(2010).(jointly with Jang-Yi Lee, Kehluh Wang, and Cheng-Few Lee)
- A note on r-balayages of matrix-exponetial Lévy processes, Elect. Comm. in Probab. 14(2009), 165-175 (jointly with Yu-Ting Chen)
- A generalized renewal equation for two-sided jump-diffusion models, Stochastic Analysis and Applications, 27,897-910 (2009) (jointly with Yu-Ting Chen)
- An integral equation approach for defaultable bond prices with applications to credit spreads, J. Appl. Prob. 46, 71-84 (2009). (jointly with Yu-Ting Chen and Cheng-Few Lee)
- The least cost super replicating portfolio in the Boyle-Vorst discrete-time option pricing model with transaction costs. International Journal of Theoretical and Applied Finance, Vol. 11, No.1, 55-85(2008).(jointly with Guan-Yu Chen and Ken Palmer)
- An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model, Finance and Stochastics, 11, 323-355 (2007). (jointly with Yu-Ting Chen and Cheng-Few Lee)
- The least cost super replication portfolio for short puts and calls in Boyle-Vorst option pricing model with transition cost, Advances in Quantitative Analysis and Accounting, 5, 1-22 (2007) .(jointly with Guan-Yu Chen and Ken Palmer)
- On the Log-Sobolev Constant for the Simple Random Walk on the n-cycle: The Even Cases, Journal of Functional Analysis, 202, 473-485 (2003).
- A Hausdorff measure classification of polar lateral boundary sets for superdiffusions, Mathematical Proceedings of Cambridge Philosophical Society, 128, 549-560 (2000).
- On a problem of Dynkin, Proceedings of the AMS, 127, 3721-3728 (1999).
- Life time and compactness of range for super-Brownian motion with a general branching mechanism, Stochastic Processes and their Applications, 70, 129-141 (1997).
- On states of exit measures for superdiffusions, Ann. Probab., 24, 268-279 (1996).
- On positive solutions of some nonlinear differential equation-a probablistic approach, Stochastic Processes and their Applications, 59, 43-53 (1995)
- Removable boundary singularities of solutions of some nonlinear differential equations, Duke Math., 74, 701-711 (1994)
- Asymptotic behaviour of superprocesses, Stochastics and Stochastics Reports, Vol. 49, 239-252 (1994).
- A Hausdroff measure classification of G-Polar sets for the superdiffusions, Probab. Theory Relat.Fields, 95, 521-533 (1993).
更新 07/16/2024