Probability and Mathematical Statistics

  • Created: 2012-04-24
Faculty Members: Xiaoyu Hu (Professor), Sanguo Zhang (Professor), Junyu Zhang (Associate professor), Guilan Cao (Associate professor), Zhihua Sun (Associate professor),  Tiange Xu (Assistant professor).

Interests of the Division:
(1) Sample path properties and geometry properties of levy processes, Markov process in random environment.
(2) Stochastic analysis, Malliavin calculus, Mathematical finance.
(3) Stochastic analysis, Stochastic differential equations in infinite dimensions.
(4) Generalized linear models, Non(or Semi-) parametric statistics , Measurement errors models , Change point analysis , emprical likelihood , mixed distributions , Applied statistics.
(5) Survival analysis, Missing data analysis , Model checking , Measurement error data analysis.
Postdoc: Shuicao Zheng (Probability)
Graduate Students:
Probability Group: HaiHua Shi, LongYue Liang, ZhiYang Zhang.
Statistics Group: XinQi Wu, ChuanMing Huang, GuoHua Wang, Nan Chang.