He is working on Markov processes, stochastic calculus and their applications.

The Markov processes and the stochastic calculus are the random copies of the dynamic systems. His work mainly includes reversibility, entropy, diffusion processes on the manifolds and stochastic algorithms, e.g. probabilistic neural networks, simulated annealing.

Stochastic differential equations and the stochastic iterative schemes provide models for optimization by using artificial noise, which make the algorithms enjoying global convergence and speed up the searching procedure. He is trying to give a theoretic study of the self-organizing algorithm based on the image processing.

Main Publications

[1] MP Qian, G. Gong, Invariant Measures, Probability Flux and Circulation of One Dimensional Markov Processes. In: LN in Math. 923, p.188-198, 1983.

[2] G. Gong, MP. Qian, Z.Zhou,. Killed Diffusions & their Conditioning, Probab. Theo. & Related Fields, 80, 151-167,1988.

[3] G. Gong, MP. Qian, M. L. Silverstein, The Normal Derivative of BM for Bounded Domains with General Boundaries, Tran. Amer. Math. Soc. 308(2), 785-809, 1988.

[4] MP. Qian, G. Gong, Relative Entropy & Learning Rules, Phys. Rev. A, 43 (2), 1991.

[5] H.T. Fang, G. Gong, The Einstein's Formula for Stationary Diffusions on Riemannian Manifolds. In: Dirichlet Form and Stochastic Processes, Proc. ICDFSP, Walter De Gruyter, 1995, 127-137.

[6] H.T. Fang, G. Gong, MP. Qian, On the divergence of Cauchy annealing. Science in China, Series A, 1996, Vol. 39, No.9, 945-954.

[7] H.T. Fang, G. Gong, MP. Qian, Annealing of iterated Stochastic Schemes, SIAM Journal of Control & Optimization. 1997, Vol.35, No.6, 1886-1907.

[8] H.T. Fang, G. Gong, MP. Qian, An improved annealing method and its large Time Behavior. Stochastic Processes and their Application. 1997, Vol.71, No.1, 55-74.

[9] G. Gong, MP. Qian, The Symmetry of Diffusion and the Circulation of the Projection Process. Science in China, Series A,1998, Vol.41, No.10,1017-1022.

[10] MP. Qian, G. Gong, Computational intelligence: From mathematical point of view. Chinese Science Bulletin,1999, Vol.44, No.10,865-880 .