張振中(東華大學理學院數學與統計系教師)

張振中，男，1981年11月生，湖南邵陽人，東華大學理學院數學與統計系教師。

基本介紹

• 中文名：張振中
• 職業：東華大學理學院教師
• 職稱：教授
• 研究方向：馬氏過程及其套用

個人簡介

張振中，男，1981 年11 月生，湖南邵陽人。2004 年畢業於湖南理工學院數學系。2004 年9 月至2006 年6 月於中南大學機率統計專業攻讀碩士， 師從鄒捷中教授。 2006 年9 月轉為博士研究生， 期間獲得留學基金委建設“高水平大學”項目資助赴加拿大卡爾頓大學經濟系聯合培養一年，導師為張健康教授。 2009 年6 月，中南大學機率與數理統計專業博士畢業， 獲理學博士學位。 2009 年7 月起至今，東華大學理學院任教。目前側重混雜純跳過程及套用。現為東華大學理學院統計系教授

人物經歷

學習經歷	起止年月	學校	專業	學位/學歷
	2004/09-2009/06	中南大學	機率論與數理統計	博士/研究生
	2000/09-2004/07	湖南理工學院	數學與套用數學（師範）	學士/本科
工作經歷	起止年月	單位	職稱/職務
	2009/07-至今	東華大學	副教授

教學成果

課程名稱

隨機過程、金融數學（利息論）、壽險精算、機率論與數理統計、計量經濟學, 高等數學C等課程; 東華大學 第十三屆學生心目中的好老師。

科研成果

研究名稱

已完成國家自科天元、青年，教育部人文社科規劃類等多項科研項目。現主持國家自科面上基金一項。

代表性論文

[1] Z. Zhang， J. Tong，Q. Meng, Y. Liang, Population dynamics driven by stable processes with Markovian switching，Journal of Applied Probability，2021，58：505-522

[2] Z Zhang, J. Cao, J. Tong, E. Zhu, Ergodicity of CIR type SDEs driven by stable processes with random switching, Stochastics, 2020, 92(5):761-784

[3] 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

[4] Z.Zhang, J.Tong, L.Hu, Ultracontractivity for Brownian motion with Markov switching, Stochastic Analysis & Applications, 2019, 37(3):445-457

[5] 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.

[6] 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

[7] 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

[8] 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.

[9] Z. Zhang, X. Zhang, J. Tong, Exponential ergodicity for population dynamics driven by stable processes, Statistics & Probability Letters, 2017, 125: 149-159

[10] J.Tong, Z.Zhang, Exponential ergodicity of CIR interest rate model with switching, Stochastic and Dynamics, 201717(5), 1750037, 20pages.

[11 X. Jin, Z. Zhang, Ergodicity of generalized Ait-Sahalia-type interest rate model, Communications in Statistics- Theory and Methods, 2017, 46(16):8199-8209.

[12] 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.

[13] 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,

[14] 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.

[15] 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

[16] 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.

[17] 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.

[18] J. Tong, Z. Hou, Z.Zhang, Degree correlations in group preferential model. Journal of Physics A: Mathematical and Theoretical, 2009, 42: 275002-275011.

[19] J.Zou, Z. Zhang, J.,Zhang, Optimal dividend payouts under jump diffusion processes. Stochastic Models, 2009, 25(2): 332-347.

[20] 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.