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Yaozhong Hu
Centennial Professor
Dept of Math & Stat Sciences
University of Alberta at Edmonton
Edmonton, Canada, T6G 2G1
Office: 673 CAB
yaozhong@ualberta.ca

Research Interest
Probability and Applications
Statistics
Mathematical Finance
Stochastic Control

my papers reviewed by MathSciNet

Perspective graduate Student:
click here or use the above email address to send me your vita
click here for the department website for explanation on how to apply

Perspective postdoc:
click or use the above email address to send me your vita before the end of November for next year's possibility

Research

Fall 2019 Teaching

Research Interest:

I have a broad interest in probability theory, statistics, and their applications (for example, to mathematical finance and machine learning). These include the study of random systems influenced by long memory Gaussian noises such as fractional Brownian motions or fields; stochastic analysis, stochastic partial differential equations, random matrices, mathematical finance, statistics of stochastic processes, including stochastic differential equations. I am also interested in stochastic control, filtering, and backward stochastic differential equations.

Math 314 (syllabus)

Math 314 (one page syllabus)

The eletronic version of the textbook for Math 314

Homework assignments for Math 314

Math 580 (syllabus)

Math 580 (one page syllabus)

My papers reviewed by MathSciNet

List of Publications

Complete Vitae and list of publications

Mathematics Genealogy Project


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Copyright © Spring 2019 by Yaozhong Hu