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个人简介

国际数理统计学会会士、教育部长江学者特聘教授,曾获国家杰出青年科学基金和高等学校科学研究优秀成果奖自然科学一等奖,作为联合主编获全国优秀教材基础教育类特等奖,曾任中国数学会概率统计分会主任,现任中国数学会数学教育工作委员会副主任。截至到 2022 年底已发表研究论文 80 余篇,出版研究专著 1 部 (Springer 2011)。英文专著被美国《数学评论》认为是测度值分枝过程领域第一部教科书式的专著 (the first monograph in textbook format),提供了有力而广泛的 (powerful and general) 方法,引进的“斜卷积半群”概念被认为对带移民分枝过程的研究扮演了关键角色 (key role)。与合作者建立的分枝马氏过程的随机方程在文献中被称为“Dawson-Li 方程”或“Dawson-Li 表示”,被认为是强/有力的工具 (strong tool, powerful tools),已被应用于复杂群体演化、随机能量模型、金融与经济模型等的研究,知名学者在专著 (Springer 2016) 中用整章篇幅讨论。

研究领域

分枝马氏过程、随机微分方程、随机能量模型、随机环境模型、随机金融模型等。研究目的是从理论上理解这些模型所描述的自然现象

近期论文

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Measure-valued processes and related topics -- An introduction. Li, Z.H. (1991): Integral representations of continuous functions. Chinese Science Bulletin (Chinese Edition) 36, 2: 81-84 / (English Edition) 36, 12: 979-983. Li, Z.H. (1992): Branching particle systems in random environments. Chinese Science Bulletin (Chinese Edition) 37, 17: 1541-1543. Li, Z.H. (1992): A note on the multitype measure branching process. Advances in Applied Probability 24, 2: 496-498. Li, Z.H. (1992): Measure-valued branching processes with immigration. Stochastic Processes and their Applications 43, 2: 249-264. Li, Z.H. (1993): Branching particle systems with immigration. Rencontres Franco-Chinoises en Probabilites et Statistiques (Wuhan, 1990), Probability and Statistics 249-254, Edited by Badrikian, A. et al., World Scientific, Singapore. Li, Z.H.; Li, Z.B.; Wang, Z.K. (1993): Asymptotic behavior of the measure-valued branching process with immigration. Science in China Series A (English Edition) 36, 7: 769-777. Li, Z.H.; Shiga T. (1995): Measure-valued branching diffusions: immigrations, excursions and limit theorems. Journal of Mathematics of Kyoto University 35, 2: 233-274. Li, Z.H. (1995/6): Convolution semigroups associated with measure-valued branching processes. Chinese Science Bulletin (Chinese Edition) 40, 22: 2018-2021 / (English Edition) 41, 4: 276-280. Li, Z.H. (1996): Immigration structures associated with Dawson-Watanabe superprocesses. Stochastic Processes and their Applications 62, 1: 73-86. Gorostiza, L.G.; Li, Z.H. (1998): Fluctuation limits of measure-valued immigration processes with small branching. Stochastic Models (Guanajuato, 1998), Sobretiro de Aportaciones Matematicas, Modelos Estocasticos 14, 261-268, Edited by Gonzalez-Barrios, J.M. and Gorostiza, L.G., Sociedad Matematica Mexicana. Li, Z.H. (1998): Immigration processes associated with branching particle systems. Advances in Applied Probability 30, 3: 657-675. Li, Z.H. (1998): Entrance laws for Dawson-Watanabe superprocesses with non-local branching. Acta Mathematica Scientia (English Edition) 18, 4: 449-456. Li, Z.H. (1998): Absolute continuity of measure branching processes with mean field interactions. Chinese Journal of Applied Probability and Statistics 14, 3: 231-242. Hong, W.M.; Li, Z.H. (1999): A central limit theorem for super Brownian motion with super Brownian immigration. Journal of Applied Probability 36, 4: 1218-1224. Li, Z.H. (1999): Measure-valued immigration diffusions and generalized Ornstein-Uhlenbeck diffusions. Acta Mathematicae Applicatae Sinica (English Series) 15, 3: 310-320. Li, Z.H. (1999): Some central limit theorems for super Brownian motions. Acta Mathematica Scientia (English Edition) 19, 2: 121-126. Li, Z.H. (1999): A conditional law of super absorbing barrier Brownian motion. Chinese Journal of Applied Probability and Statistics 15, 1: 77-82. Li, Z.H.; Pechersky, E.A. (1999): On large deviations in queuing systems. Resenhas do Instituto de Matematica e Estatistica da Universidade de Sao Paulo 4, 2: 163-182. Li, Z.H.; Shiga, T.; Yao, L.H. (1999): A reversibility problem for Fleming-Viot processes. Electronic Communications in Probability 4, 71-82. Li, Z.H.; Wang, Z.K. (1999): Measure-valued branching process and immigration processes. Advances in Mathematics (China) 28, 2: 105-134. Gorostiza, L.G.; Li, Z.H. (2000): High density fluctuations of immigration branching particle systems. Stochastic Models (Ottawa, Ontario, 1998), CMS Conference Proceedings, Series 26, 159-171, Edited by Gorostiza, L.G. and Ivanoff, B.G., AMS, Providence, RI. Li, Z.H. (2000): Asymptotic behavior of continuous time and state branching processes. Journal of the Australian Mathematical Society (Series A) 68, 1: 68-84. Li, Z.H. (2000): Ornstein-Uhlenbeck type processes and branching processes with immigration. Journal of Applied Probability 37, 3: 627-634. Dawson, D.A.; Li, Z.H.; Wang, H. (2001): Superprocesses with dependent spatial motion and general branching densities. Electronic Journal of Probability 6, Paper No. 25, 1-33. Hong, W.M.; Li, Z.H. (2001): Fluctuations of a super-Brownian motion with randomly controlled immigration. Statistics and Probability Letters 51, 3: 285-291. Dawson, D.A.; Gorostiza, L.G.; Li, Z.H. (2002): Non-local branching superprocesses and some related models. Acta Applicandae Mathematicae 74, 1: 93-112. Li, Z.H. (2002): Skew convolution semigroups and related immigration processes. Theory of Probability and its Applications 46, 2: 274-297. [tex file] Dawson, D.A.; Li, Z.H. (2003): Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions. Probability Theory and Related Fields 127, 1: 37-61. Dawson, D.A.; Li, Z.H.; Wang, H. (2003): A degenerate stochastic partial differential equation for the purely atomic superprocess with dependent spatial motion. Infinite Dimensional Analysis, Quantum Probability and Related Topics 6, 4: 597-607. Li, Z.H.; Shiga, T.; Tomisaki, M. (2003): A conditional limit theorem for generalized diffusion processes. Journal of Mathematics of Kyoto University 43, 3: 567-583. Dawson, D.A.; Li, Z.H. (2004): Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes. Potential Analysis 20, 4: 285-302. [tex file] Dawson, D.A.; Li, Z.H.; Schmuland, B.; Sun, W. (2004): Generalized Mehler semigroups and catalytic branching processes with immigration. Potential Analysis 21, 1: 75-97. Dawson, D.A.; Li, Z.H.; Zhou, X.W. (2004): Superprocesses with coalescing Brownian spatial motion as large scale limits. Journal of Theoretical Probability 17, 3: 673-692. Fu, Z.F.; Li, Z.H. (2004): Measure-valued diffusions and stochastic equations with Poisson process. Osaka Journal of Mathematics 41, 3: 727-744. Li, Z.H.; Lu, G.H.; Wang, H. (2004): Immigration superprocesses with dependent spatial motion and non-critical branching. Chinese Annals of Mathematics Series A 25, 5: 627-636 / Chinese Journal of Contemporary Mathematics 25, 4: 405-416. Li, Z.H.; Wang, H.; Xiong, J. (2004): A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probability Theory and Related Fields 130, 1: 1-17. Li, Z.H.; Wang, Z.K. (2004): Generalized Mehler semigroups and Ornstein-Uhlenbeck processes arising from superprocesses over the real line. Infinite Dimensional Analysis, Quantum Probability and Related Topics 7, 4: 591-605. Hong, W.M.; Li, Z.H. (2005): Large and moderate deviations for occupation times of immigration superprocesses. Infinite Dimensional Analysis, Quantum Probability and Related Topics 8, 4: 593-603. Li, Z.H.; Wang, H.; Xiong, J. (2005): Conditional log-Laplace functionals of immigration superprocesses with dependent spatial motion. Acta Applicandae Mathematicae 88, 2: 143-175. Dawson, D.A.; Li, Z.H. (2006): Skew convolution semigroups and affine Markov processes. The Annals of Probability 34, 3: 1103-1142. [tex file] Li, Z.H. (2006): A limit theorem for discrete Galton-Watson branching processes with immigration. Journal of Applied Probability 43, 1: 289-295. Li, Z.H. (2006): Branching processes with immigration and related topics. Frontiers of Mathematics in China, Selected Publications from Chinese Universities 1, 1: 73-97. Li, Z.H.; Zhang, M. (2006): Fluctuation limit theorems of immigration superprocesses with small branching. Statistics and Probability Letters 76, 4: 401-411. Li, Z.H.; Xiong, J. (2007): Continuous local time of a purely atomic immigration superprocess with dependent spatial motion. Stochastic Analysis and Applications 25, 6: 1273-1296. Li, Z.H.; Ma, C.H. (2008): Catalytic discrete state branching models and related limit theorems. Journal of Theoretical Probability 21, 4: 936-965. Li, Z.H.; Wang, H.; Xiong, J. (2008): Conditional entrance laws for superprocesses with dependent spatial motion. Infinite Dimensional Analysis, Quantum Probability and Related Topics 11, 2: 259-278. Li, Z.H.; Zhou, X.W. (2008): Distributions and propagations of superprocesses with general branching mechanisms. Communications in Stochastic Analysis 2, 3: 469-477. Fu, Z.F.; Li, Z.H. (2010): Stochastic equations of non-negative processes with jumps. Stochastic Processes and their Applications 120, 3: 306-330. [corrections] Li, Z.H.; Xiong, J.; Zhang, M. (2010): Ergodic theory for a superprocess over a stochastic flow. Stochastic Processes and their Applications 120, 8: 1563-1588. Li, Z.H.; Mytnik, L. (2011): Strong solutions for stochastic differential equations with jumps. Annales de l'Institut Henri Poincare: Probabilites et Statistiques 47, 4: 1055-1067. Dawson, D.A.; Li, Z.H. (2012): Stochastic equations, flows and measure-valued processes. The Annals of Probability 40, 2: 813-857. Li, Z.H.; Pu, F. (2012): Strong solutions of jump-type stochastic equations. Electronic Communications in Probability 17, 33: 1-13. Li, Z.H.; Wang, H.; Xiong, J.; Zhou, X.W. (2012): Joint continuity for the solutions to a class of nonlinear SPDEs. Probability Theory and Related Fields 153, 3/4: 441-469. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2013): On parameter estimation for critical affine processes. Electronic Journal of Statistics 7, 647-696. He, H.; Li, Z.H.; Zhou, X.W. (2013): An integral test on time dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure. Journal of Theoretical Probability 26, 1: 31-45. Li, Z.H.; Liu, H.L.; Xiong, J.; Zhou, X.W. (2013): The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Stochastic Processes and their Applications. 123, 12: 4129-4155. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2014): Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability 46, 3: 878-898. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2014): Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference 151-152, 37-59. He, H.; Li, Z.H.; Yang, X. (2014): Stochastic equations of super-Levy process with general branching mechanism. Stochastic Processes and their Applications 124, 4: 1519-1565. Li, Z.H. (2014): Path-valued branching processes and nonlocal branching superprocesses. The Annals of Probability 42, 1: 41-79. Barczy, M.; Li, Z.H.; Pap, G. (2015): Yamada-Watanabe results for stochastic differential equations with jumps. International Journal of Stochastic Analysis 2015, Article ID 460472, 23 pages. Barczy, M.; Li, Z.H.; Pap, G. (2015): Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Latin American Journal of Probability and Mathematical Statistics 12, 1: 129-169. He, H.; Li, Z.H.; Zhou, X.W. (2015): Branching particle systems in spectrally one-sided Levy processes. Frontiers of Mathematics in China, Selected Publications from Chinese Universities 10, 4: 875-900. Li, Z.H.; Ma, C.H. (2015): Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. Stochastic Processes and their Applications 125, 8: 3196-3233. Barczy, M.; Li, Z.H.; Pap, G. (2016): Moment formulas for multi-type continuous state and continuous time branching processes with immigration. Journal of Theoretical Probability 29, 3: 958-995. He, X.; Li, Z.H. (2016): Distributions of jumps in a continuous-state branching process with immigration. Journal of Applied Probability 53, 4: 1166-1177. Li, Z.H.; Xu, W. (2018): Asymptotic results for exponential functionals of Levy processes. Stochastic Processes and their Applications 128, 1: 108-131. He, H.; Li, Z.H.; Xu, W. (2018): Continuous-state branching processes in L\'{e}vy random environments. Journal of Theoretical Probability 31, 4: 1952-1974. Fang, R.; Li, Z.H. (2019): A conditioned continuous-state branching process with applications. Statistics and Probability Letters 152, 43-49. Li, Z.H. (2019): Sample paths of continuous-state branching processes with dependent immigration. Stochastic Models 35, 2: 167-196. Li, Z.H.; Zhang, W. (2019): Continuous-state branching processes with dependent immigration. Science in China Series A (Chinese Edition) 49, 3: 415-432. (In Chinese.) Ji, L.N.; Li, Z.H. (2020): Moments of continuous-state branching processes with or without immigration. Acta Mathematicae Applicatae Sinica (English Series) 36 (2020), 2: 1-13. Li, Z.H.; Yang, X.; Zong, G.W. (2020): A class of super-Levy processes in random environment. Science in China Series A (Chinese Edition) 50, 1: 69-86. (In Chinese.) Li, Z.H. (2019+): Ergodicities and exponential ergodicities of Dawson--Watanabe type processes. Theory of Probability and its Applications. To appear. Li, Z.H.; Pardoux, E.; Wakolbinger, A. (2019+): The height process of a continuous state branching process with interaction. Journal of Theoretical Probability. To appear. Fang, R.J.; Li, Z.H. (2022): Construction of continuous-state branching processes in varying environments. The Annals of Applied Probability 32, 5: 3645--3673.

学术兼职

• 中国数学会, 概率统计分会主任 (2018-2022). • 中国数学会, 概率统计学会副理事长 (2006-2014). • 中国数学会, 数学教育工作委员会副主任 (2019-2023). • 北京市数学会副理事长 (2013-2017). • 北京市数学会, 学术委员会主任 (2017-2021). • 人民教育出版社 2019A 版《普通高中教科书•数学》联合主编. • Institute of Mathematical Statistics, Fellow (会士, 2012-). • Institute of Mathematical Statistics, Nomination Committee 委员 (2018-2019). • Institute of Mathematical Statistics, 中国分会主席 (2016-2018). • Institute of Mathematical Statistics, 中国分会计划秘书 (2010-2014). • Bernoulli Society for Mathematical Statistics and Probability 理事 (2009-2013). • Bernoulli Society, Committee for Conferences on Stochastic Processes 委员 (2014-2021). • Bernoulli Society, Nomination Committee 委员 (2019-2020). • One World Probability Project, 理事会成员 (2019-). • Acta Mathematica Sinica (English Series) 刊物编委 (2009-). • Stochastic Processes and Their Applications 刊物编委 (2018-). • Statistics and Probability Letters 刊物编委 (2009-2011). • Probability and Mathematical Statistics 刊物编委 (2011-2020). • Probability, Uncertainty and Quantitative Risk 刊物编委 (2016-). • De Gruyter Studies in Mathematics 丛书编委 (2016-). • World Scientific Series on Probability Theory and Its Applications 丛书编委 (2015-).

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