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

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

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

4.    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.

5.    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.

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

7.    G. Yin, Bo Zhang and C. Zhu, Practical stability and instability of regime-switching diffusions,  J. Control Theory and Applications, 5 (2007), 123--132.

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, February 1, 2008.