张振中 - 东华大学

个人简介

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。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。

研究领域

研究方向混杂跳跃扩散过程的随机控制及其相关问题

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

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.