教师姓名：席福宝
出生日期：1963年7月6日
所在学科：马氏过程，随机分析, 应用概率论
职称：教授
邮编：100081
联系电话：010-68913829
E-mail：xifb@bit.edu.cn
通讯地址：北京理工大学数学与统计学院
Educational Background
1980,9—1984,7：在山西大学数学系攻读学士学位，1984年7月获理学学士学位;
1985,9—1988,7：在北京师范大学数学系攻读硕士学位，1988年7月获理学硕士学位;
1992,9—1995,7：在北京大学概率统计系攻读博士学位，1995年7月获理学博士学位。
Working Experience
2004/07-至今，北京理工大学，数学与统计学院，教授
1997/07-2004/06，北京理工大学，数学与统计学院，副教授
1995/07-1997/06，北京理工大学，数学与统计学院，讲师
1988/07-1992/08，山西师范大学，数学与计算机学院，讲师
1984/07-1985/08，山西师范大学，数学与计算机学院，助教
Teachings
《概率论与数理统计》(工科，48学时)，《概率论》(数学系，48学时)，《随机过程》(研究生课程，54学时)，《高等概率论》(研究生课程，54学时)，《随机微分方程》(研究生课程，54学时)，《随机动力系统》(研究生课程，54学时)
Publications
[1] Xiaocui Ma and Fubao Xi，Moderate Deviations for Neutral Stochastic Differential Delay Equations with Jumps. Statistics and Probability Letters , 126(2017), 97-167.
[2] Fubao Xi and George Yin, Stochastic Lienard equations with state-dependent switching. Acta Mathematicae Applicatae Sinica , English Series , 31(2015), 893-908.
[3] Xiaocui Ma and Fubao Xi，Large deviations for empirical measures of switching diffusion processes with small parameters. Frontiers of Mathematics in China , 10(2015), 949-963.
[4] Hoang Tuan Anh, George Yin and Fubao Xi，Numerical solutions of regime-switching jump diffusions. Applied Mathematics and Computation , 244(2014), 822-835.
[5] George Yin, Talafha Yousef and Fubao Xi，Stochastic Lienard equations with random switching and two-time scales. Communications in Statistics - Theory and Methods , 43(2014), 1533-1547.
[6] Fubao Xi，Removing logarithms in Poisson approximation to the partial sum process of a Markov chain. Stochastics-An International Journal of Probability and Stochastic Processes , 85(2013), 395-411.
[7] Fubao Xi，Coupling for Markovian switching jump-diffusions. Applied Mathematics-A Journal of Chinese Universities Series B , 28(2013), 204-216.
[8] Fubao Xi and George Yin，The strong Feller property of switching jump-diffusion processes. Statistics & Probability Letters , 83(2013), 761-767.
[9] Quanxin Zhu, Fubao Xi and Xiaodi Li，Robust exponential stability of stochastically nonlinear jump systems with mixed time delays. Journal of Optimization Theory and Applications , 154(2012), 154-174.
[10] George Yin and Fubao Xi，Stability of jump diffusions with random switching. 51st IEEE Conference on Decision and Control , 2012/12/10-2012/12/13, 2013.
[11] Jinghai Shao and Fubao Xi，Stability and recurrence of regime-switching diffusion processes. SIAM Journal on Control and Optimization , 52(2014), 3496-3516.
[12] Fubao Xi and Quanxin Zhu，Coupling and exponential convergence rate for Markovian switching jump diffusions. Stochastic Analysis and Applications , 32(2014), 711-726.
[13] Fubao Xi and George Yin, Almost sure stability and instability forswitching-jump-diffusion systems with state-dependent switching. Journal of Mathematical Analysis and Applications , 400(2013), 460-474.
[14] Jinghai Shao and Fubao Xi，Strong ergodicity of the regime-switching diffusion processes. Stochastic Processes and Their Applications , 123(2013), 3903-3918.
[15] Fubao Xi and Jinghai Shao, Successful couplings for diffusion processes with state-dependent switching. Science China Mathematics , 56(2013), 2135-2144.
[16] George Yin, Guangliang Zhao, and Fubao Xi, Mean-field models involving continuous state dependent random switching: non-negativity constraints, moment bounds, and two-time-scale limits. Taiwanese Journal of Mathematics , 15(2011), 1783-1805.
[17] Fubao Xi and George Yin, Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity. Science China Mathematics , 54(2011/12), 2651-2667.
[18] Stability of regime-switching jump diffusions,SIAM J. Contr. Optim., 48, 2010 (with G. Yin).
[19] Asymptotic Properties of Nonlinear Autoregressive Markov Processes
with State-Dependent Switching, J. Multi. Anal., 101, 2010 (with G.
Yin).
[20] Asymptotic properties of a mean-field model a continuous-state-dependent
switching, J. Appl. Probab., 46, 2009 (with G. Yin).
[21] Asymptotic properties of jump-diffusion processes with state-dependent switching, Stoch. Proc. Appl., 119, 2009.
[22] Ergodicity for Q-processes with Markovian switching, Chinese J. Appl. Probab. Stat. 25, 2009.
[23] Exponential convergence rates for Markov processes with Markovian
switching (In Chinese), Acta Math. Scientia, 29A(4), 2009.
[24] Explicit Conditions for Asymptotic Stability of Stochastic Lienard-type Equations with Markovian Switching, J. Math. Anal. Appl., 348, 2008 (with Liqin Zhao).
[25] On the stability of jump-diffusions with Markovian switching, J. Math. Anal. Appl., 341, 2008.
[26] Feller property and exponential ergodicity of diffusion processes
with state-dependent switching, Sci. Sin. (A), 51(3), 2008.
[27] Stability in total variation for a mean--field model of cooperative behavior (In Chinese), Acta Math. Scientia, 27A (2), 2007.
[28] Feller Property and Exponential Ergodicity of Diffusion Processes
with State-Dependent Switching (In Chinese), Sci. Sin. (A), 51(3),
2007.
[29] On the Stability of Diffusion Processes with State-Dependent Switching, Sci. Sin. (A), 49(9), 2006 (with Liqin Zhao).
[30] Stationary Solution for a Stochastic Lienard Equation with Markovian Switching, Acta Math. Scientia, 25B(1), 2005 (with Liqin Zhao).
[31] Stability in total variation of diffusion processes with jumps (In
Chinese), J. Beijing Institute of Technology, 25(7), 2005 (with Bingwei Mao ).
[32] Invariant measure for the Markov process corresponding to a PDE system, Acta Math. Sinica, English Series, 21(3), 2005.
[33] Stability of a Random Diffusion with Nonlinear Drift, Stat. Probab. Letters, 68(3), 2004.
[34] Weak Limits of Empirical Measures for a Family of Diffusion Processes, Acta Math. Scientia, 24B(2), 2004 (with Liqin Zhao).
[35] Invariant measures for random evolution equation with small perturbations (In Chinese), Acta Mathematica Sinica, 47(1), 2004.
[36] Stability for a random evolution equation with Gaussian perturbation, J. Math. Anal. Appl., 272, 2002.
[37] A linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal under random noise perturbation, Int. J. Systems Sci., 33(50), 2002 (with Baozhu Guo and Jingqing Han).
[38] Stability in distribution for a class of diffusion processes (In
Chinese), J. Beijing Institute of Technology, 22(5), 2002 (with Jidong Ren ).
[39] Large deviation theorem for empirical measures of degenerate diffusion processes, J. Beijing Institute of Technology, 10(3), 2001 (with Xiuqin Liu).
[44] Invariant measures for random evolution equation with small perturbations, Acta Mathematica Sinica, English Series, 17(4), 2001.
[45] Asymptotics of mean exit time for small perturbations of a stochastic process (In Chinese), Applied Mathematics: A Journal of Chinese
Universities, Vol.14(A), No.1, 1999.
[46] A note on teaching of probability and statistics (In Chinese), the proceeding of teaching researches of the BIT teachers, Beijing Institute of Technology, Beijing, China, September, 1998.
[47] A note on the jump number of Q-processes (In Chinese), Journal of Mathematics(P.R.C), Vol.18, No.2, 1998.
[48] A large deviation theorem for empirical measures of a class of stochastic process, Chinese Journal of Applied Probability and Statistics, Vol.14, No.2, 1998.
[49] Small random perturbations of one--dimensional diffusion process, Acta Mathematica Sinica, New Series, Vol.14, No.1, 1998.
[50] Small random perturbations of one-dimensional diffusion processes (In Chinese), Acta Math. Sinica, 41(1), 1998.
[51] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), the proceeding of the BIT youth academic meeting, Beijing Institute of Technology, Beijing, China, November, 1997.
[52] Application of the averaging principle to Linsker's network (In Chinese), Mathematical Statistics and Applied Probability, Vol.12, No.4, 1997 (with Minping Qian).
[53] Small perturbations of one--dimensional degenerate diffusion process (In Chinese), Journal of Beijing Institute of Technology, Vol.17, No.4, 1997.
[54] The mean exit time estimates for small perturbations of degenerate diffusion process (In Chinese), Acta Mathematicae Applicatae Sinica, Vol.20, No.2, 1997.
[55] The exit distribution estimates for small perturbation of degenerate diffusion process (In Chinese), Chinese Annals of Mathematics, Vol.17A, No.3, 1996.
[56] Moment estimation of jump number of a class of nonhomogeneous Q process(In Chinese), Journal of Shanxi Teacher's University, Natural Science Edition, Vol.5, No.4, 1991.
Research Projects
北京市自然科学基金面上项目，1172001，密度函数的点态自适应小波估计，2017/01-2019/12，在研，参加。
国家自然科学基金面上项目，11671034，切换跳扩散过程及其应用，2017/01-2020/12，在研，主持。
国家自然科学基金面上项目，11171024，带切换的Levy型过程理论及其应用，2012/01-2015/12，已结题，主持。
国家自然科学基金面上项目，10671037，由分形布朗运动和纯跳Levy过程驱动的随机微分方程，2007/01-2009/12，已结题，参加。
教育部留学回国人员科研启动基金项目，Lxky200402，带马氏跳跃的动力系统的随机扰动，2004/05-2005/04，已结题，主持。
Conference Talks and Invited Presentations
[1] 2016.8.17-19, 2016 Annual Meeting and Workshop of Engineering Probability and Statistics of China, Shijiazhuang, China
[2] 2016.7.13-17, The 12th Workshop on Markov Processes and Related Topics, Xuzhou, China.
[3] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China
[4] 2015.7.25-26, The 5th Workshop on Applied Probability, Beijing, China
[5] 2015.6.27-30, The 11th Workshop on Markov Processes and Related Topics, Shanghai, China.
[6] 2015.6.23-25, Workshop on Markov Processes and Stochastic Models, Changsha, China
[7] 2014.7.28, Colloquium talk at the Department of Mathematics, Wayne State University, Detroit, USA.
[8] 2013.7.6-13, The 9th Workshop on Markov Processes and Related Topics, Emei,China.
[9] 2013.6.27, The 4th Mini-Workshop on Applied Probability, Beijing, China.
[10] 2012.7.16-20, The 8th Workshop on Markov Processes and Related Topics, Beijing, China.
[11] 2011.8.27-28, Workshop on Theory and Applications of Stochastic Processes, Beijing, China
[12] 2011.1.9, Colloquium talk at the Department of Mathematics and computer science, Fujian Normal University, Fuzhou, China.
[13] Invited talk at the 7th Workshop on Markov Processes and Related Topics,
Beijing, China, July 19--23, 2010.
[14] Invited talk at the Chinese-German Meeting on Stochastic Analysis
and Related Fields, Beijing, China, May 3--7, 2010.
[15] Colloquium talk at the Department of Mathematics, Wayne State
University, Detroit, USA, April 21, 2010.
[16] Colloquium talk at the School of Mathematics and Systems Science,
Beihang University, Beijing, China, October 16, 2009.
[17] Invited talk at the Third International Conference on Stochastic
Analysis and Its Applications, Beijing Institute of Technology, Beijing, China, July 13--17, 2009.
[18] Invited talk at the IMS-China International Conference on Statistics
and Probability, Weihai, China, July 3--6, 2009.
[19] Invited talk at the International Workshop on Probability Theory,
Statistics and Their Application to Biology, Peking University, Beijing, China, June 26--28, 2009.
[20] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
University, Beijing, China, June 10, 2009.
[21] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
University, Beijing, China, April 15, 2009.
[22] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
University, Beijing, China, April 1, 2009.
[23] Invited talk at the AMS-SMS Joint Meeting, Fudan University,
Shanghai, China, December 17--21, 2008.
[24] Colloquium talk at Academy of Mathematics and Systems Science, CAS,
Beijing, China, November, 2008.
[25] Colloquium talk at the Department of Mathematics, Wayne State
University, Detroit, USA, July 17, 2008.
[26] Colloquium talk at the School of Mathematical Sciences, Beijing Normal
University, Beijing, China, April 23, 2008.
[27] Invited talk at the International Conference on Stochastic Analysis
and Related Fields, Huazhong University of Science and Technology,
Wuhan, China, April 7--11, 2008.
[28] Invited talk at the 5th Workshop on Markov Processes and Related Topics, Beijing Normal University, Beijing, China, July 14--18, 2007.
[29] Invited talk at the Second Sino-German Meeting on Stochastic
Analysis, Academy of Mathematics and Systems Science, CAS, Beijing,
China, March 19--23, 2007.
[30] Colloquium talk at the Department of Probablity and Statistics, Peking
University, Beijing, China, October 9, 2006.
[31] Invited talk at the Workshop on Markov Processes and Related Topics
2006, Changsha, China, August 21--26, 2006.
[32] Invited talk at the Joint Meeting of CSPS and IMS, Peking
University, Beijing, China, July 9--12, 2005.
[33] Colloquium talk at Academy of Mathematics and Systems Science, CAS,
Beijing, China, December, 2000.
[34] Colloquium talk at the School of Science, Beijing Institute of
Technology, Beijing, China, November 11, 1999.
[35] Invited talk at the third Beijing-Tianjin youth symposium on
probability and statistics, Beijing Normal University, Beijing,
China, May, 1998.
[36] Invited talk at the 5th national probability meeting, HUST, Wuhan,
China, October 14--17, 1996.
