Chao Zhu
Assistant
Professor
Department of Mathematical Sciences
University of Wisconsin - Milwaukee
Contact Information
Office:
Phone: 414-229-4934
Fax: 414-229-4907
Email: zhu@uwm.edu
US Mail
Department of Mathematical Sciences
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, 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, February
1, 2008.