Download Jin Feng - Department of Mathematics

CURRICULUM VITAE
Jin Feng
September 23rd, 2015
Department of Mathematics, University of Kansas, Lawrence, KS 66045
Phone: (Office) 785-864-3764. Email: [email protected]
EMPLOYMENT
Academic
Aug. 2015- ;
Professor, Department of Mathematics, University of Kansas, Lawrence
Aug. 2009- Aug. 2015; Associate Professor, Dept. of Mathematics, University of Kansas, Lawrence
Aug. 2006- Aug. 2009; Assistant Professor, Dept. of Mathematics, University of Kansas, Lawrence
Sept. 1998- May. 2006; Assistant Professor, Dept. of Math. and Stats., University of Massachusetts,
Amherst
Industrial
1996-1998; Statistical and Mathematical Sciences, Eli Lilly and Company, Corporate Headquarters,
Indianapolis, Indiana.
Sabbatical Visiting Positions:
May – June. 2013, Department of Mathematics, University of Pavia, Italy.
Feb – March. 2013, Department of Mathematics, Ecole Normale Superieure de Lyon, France.
Jan – Feb. 2013, Department of Applied Mathematics, University of Hiroshima, Japan.
Sept – Dec. 2012, Classe di Scienze, Scuola Normale Superiore di Pisa, Italy.
Other Visiting Positions
Nov. – Dec., 2015, Department of Mathematics, Ecole Normale Superieure de Lyon, France.
Summer 2011-2015, Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing, China.
June, 2015, Department of Applied Math., Technical University of Eindhoven, The Netherlands
May 2013, Department of Math., University of Bonn, Germany.
May, 2013, Department of Applied Math., Technical University of Eindhoven, The Netherlands.
Nov. 2011, Hausdorff Institute of Mathematics, University of Bonn, Germany.
RESEARCH INTERESTS
Stochastic Analysis, optimal control and related PDEs:
Large Deviation Theory; Hamilton-Jacobi equations in space of probability measures; Stochastic
conservation laws;
Optimal Mass Transport theory; Martingales and Markov Processes Theory; Weak Convergence Theory;
Optimal control and Variational problems; Applications to Mechanics and Statistical Mechanics;
Mathematical Finance:
Option Pricing Theory;
Statistical inferences:
Survival Analysis; Point Process Filtering.
EDUCATION
1991-1996 Ph.D. in Statistics, Advisor: Thomas G. Kurtz, University of Wisconsin, Madison.
Thesis: Martingale Problem for Large Deviation of Markov Processes.
1987-1991 B.S. in Mathematics, Nanjing University, Nanjing, P.R.China.
AWARD
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Keeler Family Intra-University Professorship, Fall 2011, University of Kansas.
RECENT EXTERNAL RESEARCH GRANTS
1. Viscosity solution for Hamilton-Jacobi PDEs in the space of probability measures and
applications. Structured Quartet Research Ensembles (with Fausto Gozzi, Tom Kurtz, Andrzej
Swiech), American Institute of Mathematics, Palo Alto, CA. 2010-2013.
2. Collaborative Research: Small time behavior of multi-scale diffusions motivated by stochastic
volatility models, National Science Foundation, Applied Mathematics Program (Co-P.I Jean
Pierre Fouque, University of California, Santa Barbara), 7/1/08-6/30/2012.
3. Seminar on Stochastic Processes 2012 (Co-P.I., P.I. is David Nualart). March 2012. NSF
Probability Program.
4. A Large Deviation, Hamilton-Jacobi Equation Approach to a Statistical Theory for Turbulence.
Army Research Office (ARO), Mathematics Program, PI, 03/01/2008-12/31/2011.
5. International Conference on Malliavin Calculus and Stochastic Analysis. (Co-P.I., P.I. is Frederi
Viens), March 2011. NSF Probability Program.
PEER REVIEWED PUBLICATIONS
Research Book/Monograph
J. Feng and T.G. Kurtz, Large Deviations for Stochastic Processes, Mathematical Surveys and
Monographs Vol. No. 131, American Mathematical Society, (2006) 410 pages.
Journal Article
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J. Feng, Renormalized Viscosity solution for a class of first order Hamilton-Jacobi equation in
metric spaces. Oberwolfach Report, 2015 (In print).
2 L. Ambrosio and J. Feng, On a class of first order Hamilton-Jacobi equation in metric spaces.
Journal of Differential Equations, Vol 256, Issue 7, 2194-2245, 2014. (51 pages)
3 J. Feng and A. Swiech, Optimal control for a mixed flow of Hamiltonian and gradient type in
space of probability measures. Transaction of American Mathematical Society, 3987-4039, Vol
365, 2013. (52 Pages)
4 J. Feng and T. Nguyen, Hamilton-Jacobi equation in space of measures associated with a system
of conservation laws. Journal de Mathematiques Pures et Appliquees, 318-390, Vol 97, 2012; (72
Pages)
5 J. Feng, J.P. Fouque and R. Kumar, Small time asymptotic for fast mean-reverting stochastic
volatility models. Annals of Applied Probability, 1541-1575, Vol 22, No. 4, 2012 (34 Pages).
6 J. Feng, A Hamilton-Jacobi PDE in space of measures and its associated compressible Euler
equations. C. R. Acad. Sci. Paris, Ser. I, (Comptes Rendus Mathematique) Vol 349, Issues 1718, pages 973-976, 2011. (3 Pages)
7 X. Deng, J. Feng and Y. Liu, A singular 1-D Hamilton-Jacobi equations, with applications to
large deviation of diffusions, Communication in Mathematical Sciences 289-300, Vol 9, No.1,
2011. (11 Pages)
8 J. Feng, M. Forde and J.P. Fouque, Short maturity asymptotic for a fast mean reverting stochastic
volatility model, SIAM Journal on Financial Mathematics, Vol. 1, (2010) 126-141. (15 Pages)
9 J. Feng and M. Katsoulakis, A comparison principle for Hamilton-Jacobi equations related to
controlled gradient flows in infinite dimensions, Archive for Rational Mechanics and Analysis,
Vol. 192 (2009), 275-310. (25 Pages)
10 J. Feng and D. Nualart, Stochastic scalar conservation laws, Journal of Functional Analysis,
Vol. 55, No. 2 (2008), 313-373. (60 Pages)
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11 J. Feng, From particles with random potential to a nonlinear Vlasov-Fokker-Planck equation,
Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz, Institute of
Mathematical Statistics Collection Series No. 4, 2008, 63-83. (20 Pages)
12 J. Feng and P.G. Kevrekidis, Averaging for some periodic and random nonlinear Schrödinger
models, Mathematics and Computers in Simulation, No. 74 (2007), 414-428. (14 Pages)
13 J. Feng, Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces, The
Annals of Probability, Vol. 34, No.1 (2006), 321-385. (64 Pages)
14 J. Feng, Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions,
and large deviation of stochastic systems, Nonlinear Analysis (electronic version), Vol. 63
(2005), e2067-e2078. (11 Pages)
15 Y. Li and J. Feng, A nonparametric comparison of conditional distributions with non-negligible
cure fractions, Lifetime Data Analysis, Vol. 11 (2005), 367-387. (20 Pages)
16 J. Feng, Large deviation for stochastic Cahn-Hilliard equation, Methods of Functional Analysis
and Topology, Vol. 9, No. 4 (2003), 333-356. (23 Pages)
17 J. Feng, A stochastic filtering approach to survival analysis, Statistical Inference for Stochastic
Processes, Vol. 5 (2002), 23-53. (30 Pages)
18 R.N. Tamura, D.E. Faries, and J. Feng, Comparing time to onset of response in antidepressant
clinical trials using the cure model and the Cramer-von Mises test, Statistics in Medicine, Vol. 19
(2000), 2169-2184. (15 Pages)
19 J. Feng, Martingale problems for large deviations of Markov processes, Stochastic Processes and
Their Applications, 81. (1999), 165-216. (51 Pages)
Books Edited
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Malliavin Calculus and Stochastic Analysis: A Festschrift in honor of David Nualart. Springer
Proceedings in Mathematics and Statistics. 2013. Edited by F. Viens, J. Feng, Y. Hu and E.
Nualart.
Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz. IMS Collections, Vol
4, 2008. Edited by S.N. Ethier, J. Feng and R.H. Stockbridge.
OTHER ACCEPTED INVITATION(S)
EURANDOM Conference “Variational Methods in Probability Theory and Statistical Physics”.
March 14th-18th, 2016. Eindhoven, The Netherlands. One hour lecture.
INVITED CONFERENCE TALKS, AND DEPARTMENT COLLOQUIUMS
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Workshop on “Gradient Flows, Large Deviation and Applications”. Nov. 23rd-24th, 2015.
Eindhoven Institute of Technology, The Netherlands.
A Hamilton-Jacobi formalism to large deviation and associated problems, colloquium, Applied
Mathematics and Computational Sciences (AMCS) and Penn Institute of Computational
Science (PICS), University of Pennsylvania, Oct 23rd, 2015.
A Hamilton-Jacobi formalism to large deviations and associated problems. Focused Topic
Lecture, (2 hours) Summer School in Stochastic Dynamics, Institute of Math., Chinese
Academy of Sciences, P.R.China, Aug. 2015.
A Hamilton-Jacobi formalism to large deviation and associated problems, Mark Kac Seminar on
Stochastics and Physics (2 hours), University of Utrecht, the Netherlands, June, 2015.
A renormalized viscosity solution theory for first order Hamilton-Jacobi equation in metric
spaces. Oberwolfach Workshop 1451, Variational Methods for Evolution, Germany. Dec.
2014.
Three examples of Hamilton-Jacobi equations in space of probability measures, and three
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theories behind. Entropy and Singular Solutions for Conservation Laws, University of West
Virginia, Sept. 2014.
Renormalized viscosity solution for isentropic first order Hamilton-Jacobi equation in metric
spaces. Weak KAM beyond Hamilton-Jacobi in Avignon, Avignon, France, April, 2014.
Deterministic optimization, entropy and ways of relating them using asymptotic problems, Public
Lecture for Summer School “Emergent Dynamics of Discrete and Stochastic Multi-scale
Systems”, Applied Math Department, Technical University of Eindhoven, The Netherland.
June, 2013.
A Hamilton-Jacobi equation in space of probability measures, colloquium, Math Institute,
Academia Sinica, Taiwan, Republic of China, Feb. 2013
A Hamilton-Jacobi equation in space of probability measures motivated from the Onsager-JoyceMontegomery theory for a 2-D vortex dynamics. ERC Workshop on Optimal Transportation
and Applications, Centro De Giorgi, Pisa, Nov, 2012.
A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
Mini-symposium, SIAM conference on PDE, San Diego, Nov. 2011
Hamilton-Jacobi equation in space of measures and conservation law, Colloquium, Department
of Mathematics, University of Tennessee - Knoxville. Sept, 2011.
A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
Colloquium, Hua LuoGeng National Key Lab, Mathematics Institute, Chinese Academy of
Science, Beijing, China July 2011.
A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
The Second International Conference on Random Dynamic Systems, Nanjing China, June
2011
SQuaRE program on “Viscosity solutions in space of measures”, American Institute of
Mathematics, California, Nov. 14-19, 2010.
Hamilton-Jacobi equation in space of measures and conservation law, ERC Workshop on
Optimal Transportations and Applications, Centro di Ricerca Matematica Ennio De Giorgi,
Scuola Normale Superiore, Pisa, Italy. Oct, 2010.
Multi-scale analysis of small time behavior of stochastic volatility models, Center for study of
Finance and Insurance, Osaka University, Osaka, Japan, Nov 2009.
A Hamilton-Jacobi-Bellman equation associated with compressible Euler equations, Mini
symposium, Society for Industrial and Applied Mathematics, Denver, CO, July, 2009.
Stochastic Scalar Conservation Law, Colloquium, Department of Mathematics, University of
Akron, April, 2009.
Towards a statistical theory for 2-D turbulence, Invited Talk, IMS (Institute for Mathematical
Statistics)-China International Conference on Statistics and Probability, Hangzhou, China,
June 2008.
Stochastic Scalar Conservation Law, Colloquium, Department of Mathematics, Beijing Institute
of Technology, China, June 2008.
Stochastic Scalar Conservation Law, Colloquium, Institute of Applied Mathematics, Chinese
Academy of Sciences, June 2008.
Large deviation and variational problems, Large Deviations, Michigan Center for Theoretical
Physics, University of Michigan, Ann Arbor, June 2007.
Hamilton-Jacobi equation in the space of measures and large deviations, Workshop on
Stochastic Dynamical Systems and Control, Mathematical Sciences Research Institute,
Berkeley, CA, March 2007.
Large deviation for Markov processes and related variational problems, Colloquium,
Department of Applied Mathematics, Illinois Institute of Technology, January 2006.
Large deviation for Markov processes and related variational problems, Colloquium,
Department of Mathematics, University of Kansas, Lawrence, January 2006.
Large deviation for Markov processes and related variational problems, Colloquium,
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Department of Mathematics, University of Washington, Seattle. January 2006.
28 Large deviation for Markov processes, Variational problems in path space and related optimal
controls, Colloquium, Department of Statistics and Applied Probability, University of
California, Santa Barbara, May 2005.
29 Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large
deviation of stochastic systems, The Fourth World Congress of Nonlinear Analysts, Orlando,
FL, July 2004.
30 Large deviations for stochastic Ginzburg-Landau equations, Fifth Biennial International
Conference on Statistics, Probability and Related Areas, Athens, GA, May 2004.
31 Large deviations, Hamilton-Jacobi and mass transport, Optimal Transportation and Nonlinear
Dynamics Workshop, Pacific Institute of Mathematical Sciences, Vancouver, Canada, August
2003
32 Large deviation to stochastic gradient systems, Fourth International Symposium on
Probability and Its Applications, Banff, Canada, August, 2002.
33 Large deviation for stochastic processes, Colloquium, Department of Mathematics, University of
Massachusetts, Amherst, 1998
34 Martingale problem for large deviation of stochastic processes, Colloquium, Tulane University,
New Orleans, LA, January 1996.
MINI COURSES
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Lectures on viscosity solution in metric space, especially on space of probability measures. 4
weeks. Institute of Applied Math., Chinese Academy of Sciences, Beijing, P.R.China, July
2014.
2 An introduction to first order Hamilton-Jacobi equation in space of probability measures, 2
weeks, Math Department, FuDan University, P.R. China. Jan. 2014.
3 Five lectures on viscosity solution in metric space, with a focus on space of probability measures,
Probability and PDE 2013, University of Hiroshima, Japan, Jan 2013.
4 An introductory course on optimal mass transportation theory, 3 weeks, Math Department,
Capitol Normal University, Beijing, China, June, 2012.
5 Five lectures on optimal controlled PDEs and Hamilton-Jacobi equations in space of probability
measures, Probability and PDE 2012, University of Hiroshima, Japan, Jan 2012.
6 Four lectures on optimal controlled PDEs and Hamilton-Jacobi equations in space of probability
measures, Institute of Applied Mathematics, Chinese Academy of Sciences, China, Dec 2011
7 Five lectures on large deviation theory and related topics in nonlinear PDE theory.
Institute for Mathematical Sciences, Nanjing University, China, Dec. 2011
8 An introduction to large deviation theory and related PDEs, Graduate School of Chinese
Academy of Sciences, Beijing, China, June 2011.
9 An introduction to large deviation theory and beyond, four lectures, Probability and PDE 2011,
Hiroshima University, Hiroshima, Japan, January 2011.
10 An introduction to large deviation theory and beyond, Center for System Biosciences, Shanghai
Jiao Tong University, June 2010.
INVITED SEMINAR TALKS
1. Well-posedness for a class of Hamilton-Jacobi equations in space of measures. Analysis seminar,
Department of Mathematics, University Claude Bernard Lyon 1, France Nov. 2015
2. On a class of first order Hamilton-Jacobi equation in metric spaces. Analysis Seminar,
Department of Mathematics, University of Pennsylvania, Feb. 2015.
3. A rigorous approach to large time behavior of a 2-D vortex dynamics. Combinatorics and
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Probability Seminar, Department of Mathematics, University of Pennsylvania, Feb. 2015.
4. Metric nature of certain Hamilton-Jacobi equations. Probability and Statistics Seminar,
Department of Mathematics, Wayne State University, Michigan, Feb., 2015.
5. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied
Math Seminar, Technical University of Eindhoven, The Netherlands. Dec., 2014.
6. A renormalized solution theory for first order Hamilton-Jacobi equation in metric spaces.
Probability and Control Theory Seminar, Department of Applied Mathematics, Brown
University, Rhode Island, Sept. 2014.
7. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied
Analysis Seminar, Department of Mathematics, West Virginia University, West Virginia,
November, 2013.
8. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Math
Finance, Probability and PDE Seminar, Math. Department, Rutgers University, New Brunswick,
New Jersey, Nov., 2013.
9. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied
Analysis Seminar, Institute of Applied Math., Bonn University, Bonn, Germany, July, 2013.
10. A Hamilton-Jacobi equation in space of probability measures for the Onsager-JoyceMontegomery theory. Berliner Oberseminar, Weierstrass Institute for Applied Analysis and
Stochastics, Berlin, Germany, July, 2013.
11. Stochastic Scalar Conservation Laws. Oberseminar Stochastik, Institute of Applied Math., Bonn
University, Bonn, Germany, July, 2013.
12. An introduction to comparison principles for Hamilton-Jacobi equations. Probability Seminar,
Department of Mathematics, Delft University of Technology, Delft, The Netheland, June, 2013.
13. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied
Math Seminar, Department of Mathematics, University of Pavia, Pavia, Italy, May 2013
14. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces.
Department of Mathematics, Georgia Institute of Technology, Atlanta Georgia, April 2013.
15. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces.
Department of Mathematics, University of Paris - Dauphine, France, March 2013.
16. On a class of first order Hamilton-Jacobi equation in metric spaces. Department of Mathematics,
Ecole Normale Superieure de Lyon, France, March 2013.
17. A Hamilton-Jacobi equation in space of probability measures for the Onsager-JoyceMontegomery theory. Department of Mathematics, University of Warwick, England, Nov 2012
18. A comparison principle for a singular Hamilton-Jacobi equation in space of probability
measures. Department of Mathematics, Fukuoka University, July 2012.
19. A comparison principle for a singular Hamilton-Jacobi equation in space of probability
measures. Department of Applied Mathematics, Hiroshima University, July 2012.
20. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
Probability and Statistics Seminar, Department of Mathematics, Statistics, and Computer
Sciences, University of Illinois Chicago, April 2012.
21. Stochastic scalar conservation law, PDE Seminar, Mathematics Department, Georgia Institute
of Technology, Atlanta, GA, March 2012.
22. Hamilton-Jacobi equation in space of measures and conservation law, Mathematics Department,
Nanjing Normal University, Nanjing, China. Dec., 2011.
23. The role of entropy in fluid, Aerospace engineering, University of Kansas, Lawrence, October,
2011.
24. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
Mathematics Department, University of Delaware, Delaware, September 2011.
25. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
Mathematics Department, Jilin University, Changchun, China July 2011.
26. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model.
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Mathematics Department, Capital Normal University, Beijing, China July 2011.
27. Hamilton-Jacobi equation in space of measures and conservation law, Analysis Seminar,
Mathematics Department, University of Missouri, Columbia, MO. Feb., 2011.
28. Hamilton-Jacobi equation in space of measures and conservation law, Probability and Math
Finance Seminar, Mathematics Department, Carnegie Mellon University, Pittsburgh, PA. Aug.,
2010.
29. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar,
Mathematics Department, Nanjing University, Nanjing, China, July, 2010.
30. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar,
Applied Mathematics Institute, Chinese Academy of Science, Beijing, China, July, 2010.
31. Stochastic Scalar Conservation Law, Probability and Math Finance seminar, Center for Financial
Mathematics, Shandong University, June 2010.
32. Hamilton-Jacobi equation in space of measures and conservation law, PDE Seminar,
Mathematics Institute, Chinese Academy of Sciences, Beijing, China, June, 2010.
33. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar,
Applied Mathematics Department, Tsinghua University, Beijing, China, June, 2010.
34. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar,
Mathematics Department, Beijing University, Beijing, China, June, 2010.
35. A Hamilton-Jacobi equation approach to large deviation of stochastic processes, invited guest
lecturer in Weinan E.’s research course, Department of Applied Mathematics, Princeton
University, April 2010.
36. Hamilton-Jacobi equation in space of measures and conservation law, Probability and Math
Finance Seminar, Mathematics Department, University of Texas, Austin, TX March 2010.
37. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar,
Mathematics Department, University of Illinois, Urbana-Champaign, IL March 2010.
38. A new approach to the well posedness of Hamilton-Jacobi equation in the space of measures,
Graduate School of Engineering Sciences, Osaka University, Osaka, Japan, Nov. 2009.
39. Hamilton-Jacobi equation in space of measures and conservation law, Probability seminar,
Mathematics Department, University of Colorado, Boulder, CO Oct 2009.
40. Stochastic Scalar Conservation Law, Analysis Seminar, Mathematics Department, University of
Pavia, Italy, March. 2009.
41. Stochastic Scalar Conservation Law, PDE seminar, Mathematics Department, Northwestern
University, Nov. 2008.
42. Stochastic Scalar Conservation Law, Invited Talk, Probability Seminar, Cornell University,
Ithaca, NY, September 2008.
43. Large Deviation for Stochastic Processes, Probability Seminar, Department of Mathematics,
Tsinghua University, China, June 2008.
44. Stochastic scalar conservation law, Probability and Operation Research Seminar, University of
Colorado, Denver, April 2008.
45. Large deviation for Markov processes and related variational problems, Graduate Seminar
Series, Department of Mathematics and Statistics, University of Missouri, Kansas City,
September 2007.
46. Large deviation, variational problems and Hamilton-Jacobi equations, Probability and Finance
Seminar, University of Texas, Austin, November 2006.
47. Large deviation for Markov processes and related analysis, Probability and Statistics Seminar,
Department of Mathematics, Boston University, MA, September 2005.
48. Large deviation and Hamilton-Jacobi equation in infinite dimensions, Probability Seminar,
School of Mathematics, Georgia Institute of Technology, Atlanta, 2003.
49. Large deviation for Ginzburg-Landau models, Center for Mathematical Sciences, Summer
Probability Program, University of Wisconsin, Madison, July 2002.
50. Large deviation on Markov processes, Stochastic Systems Seminar, Division of Applied
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Mathematics, Brown University, Providence, RI, October 2000.
51. Large deviation, Summer Probability Program, Center for Mathematical Sciences, University of
Wisconsin, Madison, July, 2000.
52. Large deviation of Markov processes, Probability Seminar, Department of Mathematics,
Columbia University, New York, NY, January 2000.
53. Large deviations for processes in infinite dimensions, Probability Seminar, Department of
Mathematics, University of Connecticut, Storrs, 1999.
54. Large deviation, Center for Mathematical Sciences, Summer Probability Program, University of
Wisconsin, Madison, July 1999.
55. Large deviation for Markov processes, Probability Seminar, Purdue University, West Lafayette,
IN, 1997.
TEACHING
University of Massachusetts, Amherst
• Fall 1998
Stat 141
Statistics for Managers
• Spring 1999
Stat 140
Statistics for Managers
• Spring 1999
Stat 140
Statistics for Managers
• Fall 1999
Stat 141
Statistics for Managers
• Fall 1999
Stat 708
Statistics I
• Spring 2000
Stat 515
Statistics I
• Fall 2000
Stat 140
Introduction to Statistics
• Fall 2000
Stat 515
Statistics I
• Spring 2001
Stat 515
Statistics I
• Spring 2001
Math 697J Stochastic Calculus
• Fall 2001
Math 131 Calculus I
• Fall 2001
Stat 515
Statistics I
• Spring 2002
Math 131 Calculus I
• Spring 2002
Stat 515
Statistics I
• Fall 2002:
Math 132 Calculus II
• Fall 2002
Stat 515
Statistics I
• Spring 2003
Paternity leave
• Fall 2003
Math 397 F Mathematical Finance for Undergraduate
• Fall 2003
Math 132 Calculus II
• Spring 2004
Stat 515
Statistics I
• Spring 2004
Stat 605
Probability Theory
• Fall 2004
Math 132 Calculus II
• Fall 2004
Math 797 Topic Course in Optimal Mass Transport Theory
• Spring 2005
Math 331 Ordinary Differential Equations
• Spring 2005
Stat 515
Statistics I
University of Kansas
• Fall 2006
Math 220
• Spring 2007
Math 116
• Spring 2007
Math 220
• Fall 2007
Math 290
• Fall 2007
Math 290
Ordinary Differential Equations
Calculus II
Ordinary Differential Equations
Elementary Linear Algebra
Elementary Linear Algebra
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Fall 2007
Spring 2008
Spring 2008
Fall 2008
Fall 2008
Spring 2009
Spring 2009
Fall 2009
Fall 2009
Spring 2010
Fall 2010
Spring 2011
Spring 2011
Fall 2011
Spring 2012
Fall 2012
Spring 2013
Fall 2013
Spring 2014
Spring 2014
Fall 2014
Fall 2014
Spring 2015
Math 799 Directed Reading
Math 628 Statistics
Math 896 Master’s Research Component
Math 866 Stochastic Processes – II
Math 896 Master’s Research Component
Math 220 Ordinary Differential Equations
Math 896 Master’s Research Component
Math 220 Ordinary Differential Equations
Math 220 Ordinary Differential Equations
Math 121 Calculus (large section)
Math 996 Large Deviation Theory
Math 320 Ordinary Differential Equations
Math 648 Calculus of Variations
Keeler Family Intra-University Professorship
Math 940 Probability Theory
Sabbatical Leave
Extended Sabbatical Leave
Math 122 Calculus – II. (Large lecture, 250+)
Math 221
Applied Ordinary Differential Equations (honor session)
Math 865
Introduction to Stochastic Processes
Math 220 Ordinary Differential Equations
Math 866 Introduction to Stochastic Processes - II
Math 220 Ordinary Differential Equations
Undergraduate Advisor:
University of Massachusetts
• Carly Chickering, “Cellular Automata and Biology” Summer REU, May-August 2001.
• Undergraduate advisor for Math and Statistics majors, 2003-2005.
University of Kansas
Kelly Ann Meyer, “Actuarial Studies” Undergraduate Research Reading, January - May 2007.
Masters thesis advisor:
University of Kansas
Gamze Ozturk (2008), on Math Finance. Currently pursuing PhD in Finance in Bogazici
University (Bosphorus) in Istanbul.
Michael Cowan (2009), on Equilibrium Statistical Mechanics.
Guanlin Zhang (2010).
Co-advised Ph.D. student with Professor Jinwen Chen, China:
Tsinghua University, China
Xiaoxue Deng (2009-2010 in Kansas), now Assistant Professor in a Chinese University.
Ph.D. Oral Exam Committee Chair:
University of Massachusetts
Cyril Rakovski (2001). Later transferred to Harvard Biostatistic department.
Ph.D. Prelim Exam and/or Thesis Defense Committee:
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University of Massachusetts
Numerous in Finance and Operation Management.
University of Kansas
Numerous within the Mathematics Department.
Postdoctoral Fellow Mentor:
University of Massachusetts (joint with Markos Katsoulakis)
Djivede Kelome (2002-2005), Currently Faculty Instructor, Mathematics Department, McGill
University, Canada.
SERVICE
Department
University of Massachusetts
Member, Graduate Basic Exam Committee in Probability and Statistics
Organizer, Department Colloquium
Chair, Probability Subcommittee for Faculty Hiring
1999-2004
1999-2005
2003-2005
University of Kansas
Colloquium Committee (Co-Chair)
Math Department Ambassador to Center for Teaching Excellence
Computer Advisory Committee
Gateway Exams Development Committee
Probability and Statistics Seminar (Chair)
Undergraduate Upper-Division Courses Committee
Department Chair Search Committee
Department Sabbatical Leave Committee
Department Third Year Review Committee on Promotion and Tenure
Department Website Committee
Undergraduate Lower Division Course Committee (Chair)
Department Chair Search Committee
Department Long Range Hiring Committee
Department of Mathematics Engineering Liaison
Committee on postdoc hiring in Probability
Faculty Mentor to tenure track professor in Probability
Math Department Executive Committee
2006-2009
2006-2009
2006-2012
2007
2007-2012
2007-2009
2008-2009
2010
2010
2011-2012
2011-present
2011-2012
2012
2013-present
2013-2014
2014-present
2015-2017
College of Liberal Arts & Sciences
Planning Committee, Center for Data Analysis
2007-2008
International
Co-organizer (with David Nualart and Yaozhong Hu), Seminar on Stochastic Processes, University of
Kansas, Lawrence, KS, March 2012, Funded by NSF.
Organizer, SQuaRE program “Viscosity solution for Hamilton-Jacobi equation in the space of measures
and applications”. American Institute of Mathematics, Palo Alto, CA. Nov 14-19, 2010; August, 2011
August, 2013.
Co-organizer (with Frederi G. Viens and Yaozhong Hu), Conference on Malliavin Calculus in honor of
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David Nualart, University of Kansas, Lawrence, March 2011. Funded by NSF, Purdue University and
University of Kansas.
Co-organizer (with Stew Ethier and Dick Stockbridge), International Conference on Markov Processes
and Related Topics, University of Wisconsin, Madison, July 2006. Funded by NSF, NSA, ARO, ONR,
University of Wisconsin, and IMS.
Referee for journals
Prior to 2006 (University of Massachusetts):
Annals of Applied Probability; Annals of Probability; Electronic Journal of Probability; Transaction of
American Mathematical Society; Journal of Functional Analysis; Journal of Theoretical Probability;
Probability and Statistics Letters; Scandinavian Journal of Statistics; Theoretical Population Biology
Post 2006 (University of Kansas):
Annals of Applied Probability; Annals of Probability; Brazilian Journal of Probability and Statistics;
Calculus of Variation and PDEs; Communications in Mathematical Sciences; Discrete and Continuous
Dynamical System-A; Electronic Journal of Probability; Finance and Stochastic; Journal of Differential
Equations; Journal of European Mathematical Society; Journal of Functional Analysis; Journal of
Hyperbolic Differential Equations; Journal of Theoretical Probability; Mathematika; Mathematics of
Operation Research; Potential Analysis; Proceeding of American Mathematical Society; Probability
Theory and Related Fields; Quantitative Finance; Royal Society – Phil. Trans. A.; Science in China;
SIAM Journal on Mathematical Finance; SIAM Journal on Control and Optimization; SIAM Journal on
Mathematical Analysis; Stochastic Dynamics; Transaction of American Mathematical Society; etc.
Reviewer for external grant proposals
National Security Agency, Mathematical Science Program; Army Research Office, Mathematical Science
Program; National research funding agency in an European country.
Referee for outside tenure and promotion
For professorship in an Ivy League University; for associate professorship in a university in Japan.
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