Mathematics

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The Earth, which always reminds us   
how trivial human being is.   

Zhi Zheng

Research

Probability theory, stochastic P.D.E.’s, mathematical finance.

My advisor is Prof. Richard Sowers.

Publications

A stochastic Stefan problem (with K. Kim and R. Sowers), July, 2010 (to appear on Journal of Theoretical Probability)

An SPDE Model of Market Limit Orders, June 2011 (in progress)

Method of sending data: Publication number: US 2007/0230425 A1, Filing date: Feb 6, 2007

Methods of routing data within a wireless communication system: Publication number: US 2007/0286139 A1, Filing date: Feb 6, 2007

Contact Information

Office Address:
Room 110, Altgeld Hall
Telephone: +1-(217)-244-1673
E-mail: zzheng4 AT uiuc DOT edu

Mailing Address:
Department of Mathematics
University of Illinois at Urbana-Champaign
1409 W. Green Street (MC-382)
Urbana, IL 61801

About Me

I am a graduate student at University of Illinois at Urbana-Champaign. I have been pursuing a Master degree in statistics and a Ph.D. degree in mathematics. I received my Bachelor degree in Electronic Engineering from Tsinghua University. After that I worked at Intel Corporation for 2 years.

Vita

N/A at the moment.

Absence

Feb 7-10, 2010 (Conference in stochastic dynamics at SAMSI)

May 6-9, 2010 (Conference in stochastic analysis at UMD)