The University of Wisconsin-Milwaukee

Chao Zhu

Assistant Professor

Department of Mathematical Sciences

University of Wisconsin - Milwaukee

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Contact Information

 

Office: EMS E 492

Phone: 414-229-4934

Fax: 414-229-4907

Email: zhu@uwm.edu

http://www.uwm.edu/~zhu

 

US Mail

 

Department of Mathematical Sciences

University of WisconsinMilwaukee

PO Box 413

Milwaukee, WI 53211

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Teaching

          Fall 2008

                     MATH 521, Advanced Calculus

                       MATHSTAT 215, Elementary Statistical Analysis

Spring 2008

MATH 571, Introduction to Probability Models

Fall 2007

MATH 231, Calculus and Analytic Geometry I

Research

·        Research Interests

Applied probability and stochastic processes, actuarial sciences and finance, computational linear algebra, and mathematical statistics.

·        People

Ø      The research group of probability theory and statistics at UW-Milwaukee:

Jay Beder, Vytaras Brazauskas, Runhuan Feng, Daniel Gervini, Jugal Ghorai, Eric Key, Richard Stockbridge, and myself.

·        Selected Publications

1.    C. Zhu, G. Yin, and Q.S. Song, Stability of random-switching systems of differential equations, to appear in Quarterly of Applied Mathematics.

2.    G. Yin, Bo Zhang and C. Zhu, Practical stability and instability of regime-switching diffusions,  J. Control Theory and Applications, 6 (2008), 105--114.

3.    C. Zhu and G. Yin, Asymptotic properties of hybrid diffusion systems, SIAM Journal on Control and Optimization, 46 (2007), 1155-1179.

4.    R.Z. Khasminskii, C. Zhu, and G. Yin, Stability of regime-switching diffusions, Stochastic Processes and Their Applications, 117 (2007), 1037-1051.

5.    G. Yin and C. Zhu, On the notion of weak stability and related issues of hybrid diffusion systems, Nonlinear Analysis: Hybrid System, 1 (2007), 173-187.

6.    R.Z. Khasminskii, C. Zhu, and G. Yin, Asymptotic behavior of parabolic systems for null-recurrent switching diffusions, Acta Mathematicae Applicatae Sinica, 23 (2007), 177-194.

7.    G. Yin and C. Zhu, Regularity and recurrence of switching diffusions,  Journal of Systems Science and Complexity, 20 (2007), 273--283. 

8.    C. Zhu, G. Yin, and Q.S. Song, On Stability of Hybrid Systems with Random-Switching,  44th Annual Allerton Conference, (2006), pp. 177-184.

Not so seriously, I spend a serious proportion of my time surfing the following websites:

1.      CNN

2.      sports news (in Chinese)

3.      AMS

4.      MathSciNet

5.      Google Map

By Chao Zhu, October 1, 2008.