Faculty

Bo ZHANG ( PhD. HKUST, 1996)

Dr. Zhang is a Professor in the Department of Statistics and a Professor in the Center for Applied Statistics, Renmin University of China. He received a Doctor's Degree from Hong Kong University of Science & Technology.  Dr. Zhang had postdoctoral appointments at the Institute of Mathematics, Academia Sinica before he joined the Department of Statistics, Renmin University of China in May 1998 as an Associate Professor. He was promoted as a Professor in June 2001. 

Contact Information:

• E-mail: mabzhang@ruc.edu.cn
• Tel: 010-82509090

Research Interests：

Applied probability and statistics, Stochastic processes and their applications in finance and insurance, Functional analysis

Editorial Service

• Associate Editor (2009-): Communication in Statistics, Theory and Methods.
• Associate Editor (2009-): Communication in Statistics, Simulation and Computation.
• Associate Editor (2009-): Journal of Data Science.
• Associate Editor (2008-): Journal of Data Analysis.
• Executive-Editor (2003-):Statistics and Actuarial Science.

Education

Ph.D. (in Mathematics) Hong Kong University of Science & Technology, 1993-96.

M. Phil., (in Mathematics), Harbin Institute of Technology, 1986-89

B.Sc., (in Mathematics), Qiqihar Normal Institute, January, 1978-82

Employment

1. Professor, Department of Statistics, Renmin University of China, 2001-present
2. Associate Professor, Department of Statistics, Renmin University of China, 1998-2001
3. Senior Visiting Scholar , Wayne State University, Aug.2005-Feb.2006.
4. Visiting Scholar, University of Georgia, May –July 2000, Feb-May 2002.
5. Postdoctoral Research Associate, Institute of Mathematics, Academia Sinica, 1996-98.
6. Research Assistant, Hong Kong University of Science & Technology, 1997.
7. Assistant Professor, Department of Mathematics, Qiqihar Normal Institute,1982-86，1989-92

Funding

1. National Natural Science Foundation of China（10771214）
2. Ministry of Education Humanities Social Science Key Research Institute in University Foundation (07JJD910244)

Courses taught

Real Analysis, Probability, Measure Theory, Stochastic Processes, Stochastic Analysis, Advanced probability, Mathematical Statistics, Advanced Statistics, Stochastic Analysis on Manifolds, Financial Economics, Stochastic Processes and their Applications in Finance & Insurance.

Recent Publications（selected）

(Articles )

1. Discrete-time martingales with spatial parameters, Stochastic Analysis and Applications, Vol.20, No.5, 1101 – 1131(2002).
2. A Discrete-time Ito’s formula, Stochastic Analysis and Applications, Vol.20, , No.5. 1133-1140,(2002).
3. Impulsive differential equations with initial time difference and applications, Dynamics of Continuous, Discrete and Impulsive systems, Seris: A, Mathematical Analysis, Vol.9, No. 3. 439-448. (2002)
4. Zhang Jingxiao, Zhang Bo, Asymptotic Flatness of Stochastic Flow on Manifolds, Journal of Mathematical Research and Exposition, Vol.23, No.2 (2004).  
5. Bo Zhang, Jingxiao Zhang, D. Kannan , Nonlinear Stochastic Difference Equations Driven by Martingales, Stochastic Analysis and Applications, Vol. 23, No. 6，1277 - 1304 (2005).
6. Yaru Mo, Bo Zhang, Stability of Delayed Hopfield Neural Networks with Sigmoid Output Functions, Dynamic Systems and Applications, Vol.14,No.4,569-578,(2005).
7. Zhao Xia Zhang Bo Mao Zechun, Optimal Dividend Payment Strategy under Stochastic Interest Force.  Quality and Quantity  Vol. 41, No.6(2007)
8. Xu J, Kannan D, and Zhang B. Optimal Dynamic Control for Defined Benefit Pension Plans with Stochastic Benefit Outgo,  Stochastic Analysis and Applications，(2007).
9. Zhang B, Xu J. and Kannan D. A Backward Stochastic Differential Equation Model in  Life Insurance，Dynamic Systems and Applications Vol.16(2)，327-336
10. Jing Xu, Bo Zhang, Doob's Martingale Inequality in G-Framework, Dynamics of Continuous, Discrete and Impulsive systems, Seris:A,(S1)  742-745(2007)
11. B Zhang, JF Tian and YJ Zhong, Realized Volatility and Forecasting: Based on High Frequency Data of Equity Market of China，PROCEEDING OF THE SEVENTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES Volume: 7 Pages: 304-312 (2008)
12. Ding Y. and Zhang B. Risky Asset Pricing Model Based on Funds, Quantitative Finance Vol. 9(2009), No.3, 353 - 361 (SSCI,SCI) 
13. Xu Jing and Zhang Bo, Martingale Characterization of G-Brownian Motion, Stochastic Processes and Applications, Vol. 119 (2009), No. 1, 232-248.

( Books )

• Stochastic Differential Equations and Applications, Handbook of Stochastic Analysis and Applications, Marcel Dekker, 2001.
• Applied Stochastic Processes，Tsinghua University Press and Springer,2004，Beijing.