Prof. Zhongmin Qian

PhD

Status

Academic Faculty

Professor of Mathematics, Official Fellow in Mathematics at Exeter College

Research groups

Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Highlighted publications

Differential structure and flow equations on rough path space

Qian, Z Tudor, J Bulletin des Sciences Mathematiques volume 135 issue 6-7 695-732 (01 Sep 2011)

Backward stochastic dynamics on a filtered probability space

Liang, G Lyons, T Qian, Z Annals of Probability volume 39 issue 4 1422-1448 (01 Jul 2011)

A study of the navier-stokes equations with the kinematic and navier boundary conditions

Chen, G Qian, Z Indiana University Mathematics Journal volume 59 issue 2 721-760 (01 Dec 2010)

Ricci flow on a 3-manifold with positive scalar curvature

Qian, Z Bulletin des Sciences Mathematiques volume 133 issue 2 145-168 (01 Mar 2009)

An estimate for the vorticity of the Navier-Stokes equation

Qian, Z Comptes Rendus Mathematique volume 347 issue 1-2 89-92 (01 Jan 2009)

Teaching

I am teaching B8.1 Martingales Through Measure Theory, and CDT Foundation course on Measures and Probability Theory, in Michaelmas Term 2015.

Research interests

I am interested in stochastic analysis: diffusion processes, rough path analysis, backward stochastic differential equations and stochastic (partial) differential equations. I am also interested in the Ricci curvature and related partial differential equations, and its applications in the general theory of relativity, quantum fields etc.

Recent publications

Volatility Forecasting with Machine Learning and Intraday Commonality

Zhang, C Zhang, Y Cucuringu, M Qian, Z Journal of Financial Econometrics (20 Mar 2023)

Random vortex dynamics via functional stochastic differential equations

Qian, Z Suli, E Zhang, Y Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences volume 478 issue 2266 (05 Oct 2022)

On the transport equation for probability density functions of turbulent vorticity fields

Jiawei Li Qian, Z Mingrui Zhou Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences volume 48 issue 2257 (26 Jan 2022)

McKean–Vlasov type stochastic differential equations arising from the random vortex method

Qian, Z Yuhan Yao Partial Differential Equations and Applications volume 3 (24 Dec 2021)

Tracking the vortex motion by using Brownian fluid particles

Qian, Z Qiu, Y Zhang, Y Physics of Fluids volume 33 issue 10 (11 Oct 2021)

Major / recent publications

Recent preprints may be found in arXiv

System Control and Rough Paths (with T. Lyons), Oxford Mathematical Monographs, Clarendon Press, Oxford 2002.

Further details

Conferences

The second Oxford workshop on probability and its applications will take place in the Mathematical Institute, Andrew Wiles Building, Oxford, from Monday 17 March to Thursday 20 March, 2014. The details about the workshop may be found on the stochastic analysis web page Oxford Probability Workshop.

The infomation about The first Oxford workshop on probability and its applications can be found here.