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发表于 2010-4-29 11:00:27 |显示全部楼层

RT,大家好。

我今年刚上APPLIED MATH 的研究生，导师是院长，报他是因为他发了几篇SCI。
但是听坛子上的筒子说：关键是期刊在几流，那个请问下述期刊大概是几流啊。。。

[61] W.Y. Fei. Stochastic differential equations driven by semimartingale: Dependence of solutions with respect to the initial values under the non-Lipschitz condition．微分方程年刊(英文版)，已录用
[56] W.Y. Fei. Optimal portfolio choice based on alpha MEU under ambiguity. Stochastic Models, 2009, 25(3): 455-482(SCI收录)
[55] W.Y. Fei. Uniqueness of solutions to fuzzy differential equations driven by Liu's process with non-Lipschitz coefficients. Proceedings of The Sixth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2009, Tianjin, China, August 2009), Volume 6，pp. 565-569(EI源刊)
[49] W.Y. Fei. Strong limit theorems for fuzzy stochastic sequences. J. Donghua University (English Edition), 2008, 25(5): 556-560(EI收录)

42] W.Y. Fei, R.Q. Wu and S.H. Shao. Convergence theorems of fuzzy superpramarts. J. Donghua University (English Edition), 2007, 24(4): 533-538(EI收录)
[40] W.F. Fei. Optimal consumption and portfolio choice with ambiguity and anticipation. Information Sciences, 2007, 117: 5178-5190 ( SCI、EI收录)
[39] W.Y. Fei. A generalization of Bihari's inequality and fuzzy random differential equations with non-Lipschitz coefficients. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2007, 15(4): 425-439 (SCI、EI收录)
[36] W.Y. Fei. Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Information Sciences, 2007, 177: 4329-4337 (SCI、EI收录)
[30] W. Y. Fei. On the theory of (dual) projection for fuzzy stochastic processes. Stochastic Analysis and Applications, 2005, 23(3): 449-474 (SCI收录)
[29] W. Y. Fei. Regularity and stopping theorem for fuzzy martingales with continuous parameters. Information Sciences, 2005，169(1/2): 175-187 (SCI, EI收录)
[28] W.Y. Fei, R. Q. Wu. Doob’s decomposition theorem of fuzzy (super) martingale. Stochastic Analysis and Applications, 2004, 22(3): 627-645 (SCI收录)