Professor Huaizhong Zhao
Department
of Mathematical Sciences, Loughborough University, Leicestershire, LE11 3TU, UK
Tel:
01509-222876, Fax: 01509-223969, Email: H.Zhao@lboro.ac.uk
I am a member of the stochastic analysis
research group. My research topics include: Stochastic analysis, especially
stochastic partial differential equations, stochastic dynamical systems,
stochastic flows, rough path, local times, interaction with analysis,
mathematics of finance.
Recent publications:
Numerical approximation to the
stationary solutions of stochastic differential equations, SIAM Journal on
Numerical Analysis, Vol. 49 (2011), 1397-1416. (with
Andrei Yevik)
Pathwise random periodic solutions of stochastic differential equations, Journal
of Differential Equations, Vol. 251 (2011), 119-149. (with Chunrong
Feng and Bo Zhou).
Probabilistic
representation of weak solutions of partial differential equations with
polynomial growth coefficients, Journal of Theoretical Probability. doi:
10.1007/s10959-011-0350-y (with Qi Zhang)
Coming out soon:
New Trends in
Stochastic Analysis and Related Topics—a volume in honour
of Professor K.D. Elworthy, edited by Huaizhong Zhao and Aubrey Truman, Interdisciplinary
Mathematical Sciences—Vol. 12, World Scientific, November 2011. ISBN:
978-981-4360-91-3.
Links:
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Stochastic Analysis: a UK-China Workshop, Loughborough University, 25-29 Juy 2011