张振中

2015-06-01

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基本信息姓名张振中
系别统计系
职称副教授
联系方式见学院黄页
电子邮件zzzhang@dhu.edu.cn
研究方向混杂跳跃扩散过程的随机控制及其相关问题
个人简介张振中,男,1981 年11 月生,湖南邵阳人。2004 年毕业于湖南理工学院数学系。2004 年9 月至2006 年6 月于中南大学概率统计专业攻读硕士, 师从邹捷中教授。 2006 年9 月转为博士研究生, 期间获得留学基金委建设“高水平大学”项目资助赴加拿大卡尔顿大学经济系联合培养一年,导师为张健康教授。 2009 年6 月,中南大学概率与数理统计专业博士毕业, 获理学博士学位。 2009 年7 月起至今,东华大学理学院任教。研究方向为混杂(跳)扩散的随机控制与应用研究。现为东华大学理学院数学系副教授
学习经历起止年月学校专业学位/学历
2004/09-2009/06中南大学概率论与数理统计博士/研究生
2000/09-2004/07湖南理工学院数学与应用数学(师范)学士/本科
工作经历起止年月单位职称/职务
2009/07-至今东华大学副教授
教学成果课程名称
随机过程、金融数学(利息论)、寿险精算、概率论与数理统计、计量经济学, 高等数学C等课程; 东华大学 第十三届学生心目中的好老师。
科研成果研究名称
已完成国家自科天元、青年,教育部人文社科规划类等多项科研项目。
代表性论文&科研
[1] Z Zhang, J. Cao, J. Tong, E. Zhu, Ergodicity of CIR type SDEs driven by stable processes with random switching, Stochastics,
  https://doi.org/10.1080/17442508.2019.1654477.
[2] L. Yan, W. Pei, Z. Zhang, Exponential stability of SDEs driven by FBM with Markovian switching, Discrete and Continuous Dynamical Systems, Series A, 2019, 39(11):66467-6483.
[3] Z.Zhang, J.Tong, L.Hu, Ultracontractivity for Brownian motion with Markov switching, Stochastic Analysis & Applications, 2019, 37(3):445-457.
[4] Z. Zhang, H. Yang, J. Tong, L. Hu, Necessary and sufficient condition of CIR type SDEs with Markov switching, Stochastic and Dynamics, 2019, 18(5), 1950023, 26 pages.
[5] Z. Zhang, E. Zhang, J. Tong, Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching, Discrete and Continuous Dynamical Systems Series B, 2018, 23: 2433-2455
[6] Z. Zhang, X.  Jin,  J.  Tong,  Ergodicity and transience of SDEs driven by stable processes with Markov switching, Applicable Analysis, 2018, 97(7):1187-1208
[7] J. Tong, X., Jin, Z. Zhang, Exponential ergodicity for SDEs driven by  -stable processes with Markov switching in  Wasserstein distances, Potential Analysis, 49:503-526, 2018.
[8] Z. Zhang, X. Zhang, J. Tong, Exponential ergodicity for population dynamics driven by stable processes, Statistics & Probability Letters, 2017, 125: 149-159
[9] J.Tong, Z.Zhang, Exponential ergodicity of CIR interest rate model with  switching, Stochastic and Dynamics, 201717(5), 1750037, 20pages.
[10] X. Jin, Z. Zhang, Ergodicity of generalized Ait-Sahalia-type interest rate model, Communications in Statistics- Theory and Methods, 2017, 46(16):8199-8209.
[11] Z. Zhang, W. Wang, The stationary distribution of Ornstein-Uhlenbeck process with Markov switching, Communications in Statistics- Simulation and Computation, 2017, 46(6):4783-4794.
[12] Z.Zhang, J. Tong, L. Hu, Long-term behavior of stochastic interest rate models with Markov switching, Insurance: Mathematics and Economics, 2016, 70, 320-326,
[13] Z. Zhang,J. Tong, J. Bao,The stationary distribution of the facultative population model with a degenerate noise,Statistics & Probability Letters,2013,83(2):655-664.
[14] Z. Zhang, J.Zou, Y.Liu,  The Maximum surplus distribution before Ruin in an Erlang(n) risk process perturbed by diffusion. Acta Mathematica Sinica, 2011, 27(9): 1869-1880
[15] Z. Zhang, J.Tong, Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations. Taiwan Journal of Mathematics, 2011, 15(2):607-622.
[16] J.Tong, Z. Zhang, R. Dai, Weighted scale-free networks induced by group preferential mechanism. Physica A: Statistical Mechanics and its Applications, 2011, 390(10):1826-1833.
[17] J. Tong, Z. Hou, Z.Zhang, Degree correlations in group preferential model.  Journal of Physics A: Mathematical and Theoretical, 2009, 42: 275002-275011.
[18] J.Zou, Z. Zhang, J.,Zhang, Optimal dividend payouts under jump diffusion  processes. Stochastic Models, 2009, 25(2): 332-347.
[19] Z. Hou, J.Tong,  Z. Zhang, Convergence of jump-diffusion non-linear differential equation with semi-Markovian switching.   Applied Mathematical Modeling, 2009, 33(9):3650-3660.