研究方向:(1)集值與模糊值隨機過程理論及其套用 (2)現代機率方法在數理金融,經濟等方面的套用。
獲獎與榮譽
1. 2004年獲教育部提名國家科學技術獎自然科學獎二等獎,獨立完成,獲獎項目名稱:集值與模糊集值隨機變數的極限理論。
2. 2004年入選首批“新世紀百千萬人才工程”國家級人選。
3. 2005年獲國務院頒發的政府特殊津貼。
4. 2002年在維也納,2007年在悉尼,2009年在桂林分別獲國際會議最佳論文獎。
5. 2010年入選北京市創新人才
四、學術服務
1. Editorial Board Member, International Journal of Stochastic Analysis.
2. Editorial Board Member, International Journal of Approximate Reasoning.
3. Editorial Board Member, International Journal of Intelligent Technologies and Applied Statistics.
4. “Mathematical Reviews”特約評論員.
5.“北京工業大學學報”編委
專著與編輯的書
1. Limit Theorems and Applications of Set-Valued and Fuzzy Set-Valued Random Variables, Kluwer Academic Publishers, 2002 (monograph, with Y. Ogura and V. Kreinovich)
2. An Introduction of Set-Valued Stochastic Processes, Chinese Scientific Press, 2007 (monograph, with W. Zhang, Z. Wang and Y. Gao)
3. Soft Methods for Integrated Uncertainty Modeling, Springer, 2006 (International Conference Proceeding edited with J. Lawry, E. Miranda, A. Bugarin, M.A. Gil, and O. Hryniewicz)
4. Nonlinear Mathematics for Uncertainty and its Applications, Springer, 2011 (International Conference proceeding edited with X. Wang, Y. Okazaki, J. Kawabe and T. Murofushi, L. Guan)
代表性論文
(1) J. Zhang, S. Li and R. Song, Quasi-stationary and Quasi-ergodicity of general Markov processes,Science China Mathematics , 2014 (online), DOI: 10.1007/s11425-014-4835-x , (SCI)
(2) H. Wang and S. Li, Some properties and convergence theorems of set-valued Choquet integrals, Fuzzy Sets and Systems, Vol.219(2013),89-97. (SCI,EI )
(3) J. Zhang and S. Li, Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility, International Journal of Approximate Reasoning, Vol.54 (2013) 393-403. (SCI,EI)
(4) H. Wang and S. Li, Ambiguous risk aversion under capacity, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol. 20(1), 91-103 (SCI,EI)
(5) S. Li, J. Li and X. Li, Stochastic integral with respect to set-valued square integrable martingales, J. Math. Anal. Appl., Vol. 370 (2010), 659-671. (SCI)
(6) J. Li, S. Li and Y. Ogura, Strong solution of Ito type set-valued stochastic differential equation, Acta Mathematica Sinica, English Series, Vol.26, (2010), 1739- 1748. (SCI)<?/font>
(7) Y. Ogura, S. Li and X. Wang, Large and moderate deviations of random upper semi-continuous functions, Stoch. Anal. Appl., Vol. 28 (2010), 350-376. (SCI)
(8) S. Li and W. Yang, Capacities, set-valued random variables and laws of large numbers for capacities,Integrated Uncertainty Management and Applications (eds. by V.N. Huynh, Y. Nakamori, J. Lawry and M. Inuiguchi), Springer. 2010, 127-238. (EI)
(9) J. Zhang and S. Li, The portfolio selection problem with random interval -valued return rates,International Journal of Innovative Computing, Information and Control, Vol.5 (2009), 2847-2856. (SCI)
(10) J. Li and S. Li, Aumann type set-valued Lebesgue integral and representation theorem, International Journal of Computational Intelligence Systems, Vol. 2, No.1 (2009), 83-90. (SCI, EI)
(11) J. Zhang, S. Li, I. Mitoma and Y. Okazaki, On the solution of set-valued stochastic differential equation in M-type 2 Banach space, Tohoku Mathematical Journal, Vol. 61(2009), 417-440.(SCI)
(12) J. Zhang, S. Li, I. Mitoma and Y. Okazaki, On set-valued stochastic integrals in an M-type 2 Banach space, J. Math. Anal. Appl., Vol.350 (2009),216–233(SCI).
(13) J. Li and S. Li, Set-valued stochastic Lebesgue integral and representation theorems, International Journal of Computational Intelligence Systems, Vol. 1, No.2 (2008), 177-187. (SCI,EI)
(14) X. Li and S. Li, The modified Dp-metric space of fuzzy set-valued random variables and its application to variances, International Journal of Innovative Computing, Information and Control, Vol.4 (2008), 1647-1659. (SCI)
(15) L. Guan, S. Li and Y. Ogura, A strong law of large numbers of fuzzy set-valued random variables with slowly varying weights, International J. Automation and Control, Vol. 2, Nos. 2/3 (2008), 365-375. (EI)
(16) S. Li and L. Guan, Decomposition and representation theorem of set-valued amarts, International Journal of Approximate Reasoning, Vol. 46 (2007) , 35-46. (SCI,EI)
(17) S. Li and L. Guan, Fuzzy set-valued Gaussian processes and Brownian motions, Information Sciences,177(2007), 3251-3259. (SCI, EI)
(18) S. Li and A. Ren, Representation theorems, set-valued and fuzzy set-valued Ito integral, Fuzzy Sets and Systems, 158 (2007), 949-962. (SCI, EI)
(19) S. Li and Y. Ogura, Strong laws of large numbers for independent fuzzy set-valued random variables,Fuzzy Sets and Systems, Vol.157 (2006), 2569-2578. (SCI, EI)
(20) S. Li and J. Zhang, A general method for convergence theorems of fuzzy set-valued random variables and its applications to martingales and uniform amarts, International Journal of Uncertainty, Fuzziness andKnowledge–Based Systems, Vol.13 (2005), 243-253. (SCI, EI)
(21) X. Yang and S. Li, The Dp metric space of set-valued random variables and its application to covariances, International Journal of Innovative Computing, Information and Control, Vol.1, No.1 (2005) 73-82. (SCI)
(22) S. Li and Y. Ogura, Martingale Convergence Theorem for the Fuzzy Valued Random Variables in the Sense of Extended Hausdorff Metric, Fuzzy Sets and Systems, Vol.135, No.3 (2003),391-399 (SCI, EI)
(23) S. Li and Y. Ogura, Central limit theorems for generalized set-valued random variables, J. Math. Anal. Appl. Vol. 285, (2003), 250-263 (SCI)
(24) Y. Ogura and S. Li, Separability for graph convergence of sequences of Fuzzy Valued Random Variables,Fuzzy Sets and Systems, Vol.123(2001),19-27 (SCI, EI)
(25) S. Li, Y. Ogura and H. Nguyen, Gaussian processes and martingales for fuzzy valued random variables with continuous parameter, Information Sciences, Vol. 133, (2001)7-21 (SCI, EI)
(26) S. Li, Y. Ogura and D. Ralescu, Set defuzzification and Choquet integral,International Journal ofUncertainty, Fuzziness and Knowledge –Based Systems, Vol. 9, No.1(2001), 1-12 (SCI, EI)
(27) S. Li and Y. Ogura, Convergence of set valued and fuzzy valued martingales, Fuzzy Sets and Systems,Vol.101, No.3 (1999), 453-461 (SCI, EI)
(28) S. Li and Y. Ogura, Convergence of set valued sub- and super-martingales in the Kuratowski--Mosco Sense, The Annals of Probability, Vol.26, No.3 (1998), 1384-1402 (SCI)
(29) Fuzzy Linear Regression Analysis of Fuzzy Valued Variables, Fuzzy Sets and Systems, Vol. 36 (1990), 125-136. (SCI, EI).