Jie Zhong

Visiting Assistant Professor of Mathematics

Office 1008 Hylan Building
Phone: (585) 276-6871
Fax: (585) 273-4655
E-mail: jie.zhong at rochester period edu

Office hours

Courses I’m teaching this semester (Spring 2017)

Research

Stochastic differential equations and stochastic partial differential equations; Machine learning and optimizations.

My publications

  1. Stochastic evolution systems with constant coefficients (joint work with Lototsky). J. Stoch PDE: Anal. Comp. 1(4) (2013), pp 687-711

  2. The parametrix method for skew diffusions (joint work with Kohatsu-Higa and Taguchi). Potential Anal. 45(2) (2016), pp 299-329

  3. Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications (joint work with Yang). SIAM J. Control Optim., 54(3) (2016), pp 1157-1175

  4. Hardy’s uncertainty principle and unique continuation property for stochastic heat equations (joint work with Fernandez-Bertolin). arXiv:1605.01490

  5. Hardy’s uncertainty principle and unique continuation property for stochastic Schrodinger equations (join work with Fernandez-Bertolin, in preparation).

  6. Regularity of the density for skew diffusions (joint work with Kohatsu-Higa, in preparation).