张振中

2015-06-01

基本信息

  • 姓名:张振中

  • 系别:数学系

  • 职称:副教授

  • 办公电话:67792412

  • 电子邮件:zzzhang@dhu.edu.cn

  • 办公地址:2号学院楼450室

  • 研究方向:混杂跳跃扩散过程的随机控制及其相关问题

学习经历

  • 2006/09-2009/07 中南大学,数学与统计学院,博士,导师:邹捷中教授

  • 2007/10-2008/10 加拿大卡尔顿大学,经济系,联合培养博士,导师:张健康教授

  • 2004/06-2006/07 中南大学,数学与统计学院,硕士,导师:邹捷中教授

  • 2000/09-2004/07 湖南理工学院,数学学院,学士

工作经历

  • 2014/12-2015/12 美国华盛顿大学,数学系,访问学者,导师:陈振庆教授

  • 2012/07-2013/07 北京大学,数学学院,访问学者,导师:陈大岳教授

  • 2013/10-至今 东华大学,理学院应用数学系,副教授

  • 2009/07-2013/09 东华大学,理学院应用数学系,讲师

主要教学课程

  • 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

研究成果和其他

  • [1] Z.Zhang, X. Jin, J. Tong, Ergodicity and transience of SDEs driven by -stable processes with Markovian switching, Applicable Analysis, DOI: 10.1080/00036811.2017.1307966.

  • [2] Z. Zhang, X. Zhang, J. Tong, Exponential ergodicity for population dynamics driven by stable processes, Statistics & Probability Letters, 2017, 125: 149-159.

  • [3] J.Tong, Z.Zhang, Exponential ergodicity of CIR interest rate model with  switching, Stochastic and Dynamics, 2017, 17(5) 1750037.

  • [4] 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,

  • [5] X. Jin, Z. Zhang, Ergodicity of generalized Ait-Sahalia-type interest rate model, Communications in Statistics- Theory and Methods, DOI:10.1080/03610926.2016.1177078.

  • [6] Z. Zhang, W. Wang, The stationary distribution of Ornstein-Uhlenbeck process with Markov switching, Communications in Statistics- Simulation and Computation, DOI:10.1080/03610918.2015.1132321.

  • [7] Z. Zhang, J., Tong,J. Bao, The Stationary Distribution of Competitive Lotka-Volterra Population Systems with Jumps,Abstract & Applied Analysis,2014,2014(1):1-7

  • [8] J. Tong, Z. Zhang,J. Bao,The stationary distribution of the facultative population model with a degenerate noise,Statistics & Probability Letters,2013,83(2):655-664.

  • [9] Z. Zhang,D. Chen,A new criterion on existence and uniqueness of stationary distribution for diffusion processes,Advances in Difference Equations,2013,13:1-6.

  • [10] 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

  • [11] 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.

  • [12] Z.Zhang, J.Zou, Y. Liu, Asymptotic Estimates the discounted function in a perturbed risk model, Acta Mathematica Scientia, 2011, 31A(2):415-421.

  • [13] 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.

  • [14] J.Zou, Z. Zhang, J.,Zhang, Optimal dividend payouts under jump diffusion processes. Stochastic Models, 2010, 25(2): 332-347.

  • [15] J. Tong, Z. Hou, Z.Zhang, Degree correlations in group preferential model.Journal of Physics A: Mathematical and Theoretical, 2009, 42: 275002-275011.

  • [16] 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.

指导的硕士生

  • 1.靳兴胡 在校时间:2014.09(与闫理坦教授共同指导)

  • 2.张雪康 在校时间:2014.09(与胡良剑教授共同指导)

  • 3.裴雯熠 在校时间:2015.09(与闫理坦教授共同指导)

  • 4.张恩华 在校时间:2015.09

曾主持的国家自然基金

  • 1、国家自然科学基金青年基金项目,11201062,基于混杂跳跃扩散的最优随机控制及其应用,2013/01-2015/12   已结题。

  • 2、国家自然科学基金天元项目,11126253、 带马尔可夫参数更新跳跃风险模型的研究,2012/01-2012/12   已结题。