I am currently a visiting researcher at Humboldt University Berlin in the team of Prof. Ulrich Horst. Previously, I worked as a Postdoc. at Fudan University, Shanghai, in the group of Prof. Shan-Jian Tang. Then I get the position of researcher in the Research Center of Mathematics and Interdisciplinary Sciences at Shandong University, Qingdao.
|Feb.2022-Jul.2022||Visiting scholar in Humboldt University, Berlin, Germany|
|Jun.2018-Jun.2021||Postdoc in Mathematics, Fudan University|
|Oct.2019-May2020||Visiting scholar in Paris 7 & Johannes Kepler University|
|Jul.2012-Jun.2018||Master and Ph.D. in Mathematics, Shandong University|
|Sep.2016-Sep.2017||Exchange Ph.D. in Technical University of Berlin|
|Jun.2007-Jun.2011||Undergraduate in Applied Mathematics, Sichuan University|
Rough paths, BSDEs, G-expectation, Stochastic control, SPDEs, Mathematical finance and physics
Publications and preprints
I. Chevyrev, P. Friz, A. Korepanov, I. Melbourne and H. Zhang (2021): Deterministic homogenization under optimal moment assumptions for fast-slow systems, Part 2. to appear in AIHP, Probabilités et Statistiques. arXiv
Shige Peng and H. Zhang (2022): Wong-Zakai approximation for SDEs driven by G-Brownian motion. Journal of Theoretical Probability, 35, 410-425.
Sergei Kuksin and H. Zhang (2020): Exponential mixing for dissipative PDEs with bounded nondegenerate noise. Stochastic Processes and their Applications, (Vol 130)(8), 4721-4745.
I. Chevyrev, P. Friz, A. Korepanov, I. Melbourne and H. Zhang (2019): Multiscale systems, homogenization, and rough paths. Springer Proceedings in Mathematics & Statistics book series (Vol 283), ISBN: 978-3-030-15337-3, 17-48.
Peter Friz and H. Zhang (2018): Differential equations driven by rough paths with jumps. Journal of Differential Equations, (Vol 264)(10), 6226-6301.
Shige Peng and H. Zhang (2017): Stochastic calculus with respect to G-Brownian motion viewed through rough paths. Science China Mathematics, (Vol 60)(1), 1-20.
S. Tang and H. Zhang(2021): Well-posedness of path-dependent semilinear parabolic master equations. Preprint: arXiv:2109.05282.
H. Zhang and E. Tobisch(2019): Explicit form of the effective evolution equation for the randomly forced Schrodinger equation with quadratic nonlinearity. Preprint: arXiv:1912.02289.
|Humboldt University Berlin|
|Department of Mathematics|
|Unter den Linden 6|
|Rudower Chaussee 25|
|Haus 1, Room 228|