Prof. Zhongmin Qian
Professor of Mathematics, Official Fellow in Mathematics at Exeter College
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am teaching B8.1 Martingales Through Measure Theory, and CDT Foundation course on Measures and Probability Theory, in Michaelmas Term 2015.
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 preprints may be found in arXiv
System Control and Rough Paths (with T. Lyons), Oxford Mathematical Monographs, Clarendon Press, Oxford 2002.
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.