Chao Zhu
- Professor, Mathematical Sciences
Education
- PhD, Wayne State University, 2007
- MS, East China Normal University, Shanghai, 2002
- BS, East China Normal University, Shanghai,1999
Teaching Schedule
| Course Num | Title | Meets |
|---|---|---|
| ACTSCI 891-001 | Actuarial Risk Theory | MW 10am-11:15am |
| MATH 884-001 | Stochastic Calculus and Applications | MW 2:30pm-3:45pm |
| MATH 899-003 | Seminar in Advanced Mathematics Probability and Statistics | MW 11:30am-12:45pm |
| MTHSTAT 215-008 | Elementary Statistical Analysis | MW 5:30pm-6:45pm |
Research Interests
- Applied probability and stochastic processes
- Actuarial sciences and finance
- Computational linear algebra
- Mathematical statistics
Selected Publications
Xi, Fubao, and Zhu, Chao. 55.3 (): 1789–-1818.
Xi, Fubao, and Zhu, Chao. (2018).
Xi, Fubao, and Zhu, Chao. 12.12 (2018).
Chao, Zhen, Wang, Kai, Zhu, Chao, and Zhu, Yanking. 55.6 (2017): 3458–3488.
Nguyen, Dang Hai, Yin, George, and Zhu, Chao. 127.10 (2017): 3135-3158.
Chen, Xiaoshan, Huang, Yu-Jui, Song, Qingshuo, and Zhu, Chao. 451. (2017): 448-472.
Helmes, Kurt, Stockbridge, Richard, and Zhu, Chao. “Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion” Annals of Applied Probability27. (2017): 1831--1885.
Song, Qingshuo, and Zhu, Chao. 70. (2016): 66-73.
Weerasinghe, Ananda, and Zhu, Chao. 126. (2016): 1585-1621.
Zhu, Chao, Yin, George, and Baran, Nick. 87.6 (2015): 1000-1032.
Helmes, Kurt L., Stockbridge, Richard, and Zhu, Chao. “A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion” SIAM Journal on Control and Optimization53. (2015): 2100-2140.
Song, Qingshuo, Yin, George, and Zhu, Chao. 50.2 (2012): 629--651.
Zhu, Chao. 47.8 (2011): 1570--1579.
Song, Qingshuo, Stockbridge, Richard, and Zhu, Chao. “On Optimal Harvesting Problems in Random Environments” SIAM Journal on Control and Optimization49.2 (2011): 830--858.
Yin, George, and Zhu, Chao. 63. Springer. (2010): xviii+395 pp.