1. 粗轨道理论,随机控制,金融数学,平均场理论,次线性期望
1. Peter K. Friz , Khoa Lê and Huilin Zhang. Controlled rough SDEs, pathwise stochastic control and dynamic programming principles. to appear in Annals of Probability, 2026.
2. Ulrich Horst and Huilin Zhang. Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control. to appear in SIAM Control and Optimization, 2026.
3. Peter K. Friz , Khoa Le and Huilin Zhang. Randomisation of rough stochastic differential equations. Stochastic Analysis and Applications 2025, In Honour of Terry Lyons,
4. 李邯武 and Huilin Zhang. Reflected backward stochastic differential equations with rough drivers. Stochastic Processes and their Applications, 195, 2026.
5. Tang, Shanjian and Zhang, Huilin. Classical solution of path-dependent mean-field semilinear PDEs. Electronic Journal of Probability, 29, 2024.
6. Ilya Chevyrev , Peter Friz , Alexey Korepanov , Ian Melbourne and Huilin Zhang. Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 58, 1328, 2022.
7. Peng, Shige and Zhang, Huilin. Wong-Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion. Journal of Theoretical Probability, 2022.
8. I. Chevyrev , P. Friz , A. Korepanov , I. Melbourne and H. Zhang. Multiscale systems, homogenization, and rough paths. Probability and Analysis in Interacting Physical Systems: In Honor of 75th birthday of S.R.S. Varadhan, 17-48, 2019.
9. Kuksin, Sergei and Zhang, Huilin. Exponential mixing for dissipative PDEs with bounded non-degenerate noise. Stochastic Processes and their Applications, 130, 4721-4745, 2020.
10. Friz, Peter K. and Zhang, Huilin. Differential equations driven by rough paths with jumps. Journal of Differential Equations, 264, 6226-6301, 2018.
11. Peng, Shige and Zhang, Huilin. Stochastic calculus with respect to G-Brownian motion viewed through rough paths. Sci. China Math., 60, 1-20, 2017.
1. TS学者青年-2025-12-31
2. (包干项目)随机粗轨道理论及其在随机控制中的 应用, 2024-01-01-2026-12-31
3. 青年学者未来计划, 2022-01-01
4. 平均场理论和非线性数学期望, 2021-01-01, 结题, 参与
5. 带跳的 rough path 理论及其应用, 国家自然科学基金, 2020-01-01-2022-12-31
6. 博士后创新人才计划, 2018-01-01
1. Introduction to Paracontrolled Calculus and Singular SPDEs
2. 高等数学1
3. 线性代数
1.许俊强
2.史修涵
3.梁洪熙