I am currently an Associate Professor at the Academy of Mathematics and Systems Science (AMSS) of CAS. Before that, I was a postdoctoral researcher in the Department of Mathematics at Bielefeld University. To learn more about my education and professional experience, please review my cv.


Research Interests:
  • Stochastic differential equations, McKean-Vlasov equations
  • Nonlocal operators, Markov Jump processes
  • Fokker-Planck-Kolmogorov equations

Publication

My papers on Google Scholar.

Working papers and preprints:
  1. Zhang, X., Zhao, G.
    Heat kernel and ergodicity of SDEs with distributional drifts.
  2. Zhang, X., Zhao, G.
    Dirichlet problem for supercritical nonlocal operators.
  3. Luo, D., Tang, B., Zhao, G.
    An elementary approach to mixing and dissipation enhancement by transport noise.
    Submitted.
  4. Röckner, M., Zhang, D., Zhao, G.
    McKean-Vlasov equations and nonlinear Fokker-Planck equations with critical singular Lorentz kernels.
    Submitted.
  5. Chen, C., Ge, H., Feng, J., Świech, A., Zhao, G.
    Large deviation and microcanonical variational principle for 2D stochastic vortex model.
    On going.
Peer-Reviewed Articles:
  1. Luo, D., Xie, B., Zhao, G. (2025)
    Quantitative estimates for SPDEs on the full space with transport noise and $L^p$-initial data.
    SIAM Journal on Mathematical Analysis, to appear.
  2. Röckner, M., Zhao, G. (2025)
    SDEs with critical time dependent drifts: strong solutions.
    Probability Theory and Related Fields, to appear.
  3. Hu, E., Zhao, G. (2025)
    Non-local operators with low singularity kernels: regularity estimates and martingale problem.
    Mathematische Annalen, to appear.
  4. Chen, Z. Q., Hu, E., Zhao, G. (2025)
    Dirichlet heat kernel estimates for rectilinear stable processes.
    Journal of Functional Analysis, 288 (6).
  5. Zhao, G. (2025)
    Existence and Uniqueness for McKean-Vlasov equations with singular interactions.
    Potential Analysis, 62, 625–653.
  6. Li, Y., Zhao, G. (2024)
    Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift.
    Statistics & Probability Letters, 215.
  7. Röckner, M., Zhao, G. (2023)
    SDEs with critical time dependent drifts: weak solutions.
    Bernoulli, 29(1), 757-784.
  8. Zhao, G. (2022)
    SDEs with random and irregular coefficients.
    Revista Matemática Iberoamericana, 38(3), 947-980.
  9. Ling, C., Zhao, G. (2022)
    Nonlocal elliptic equation in Holder space and the martingale problem.
    Journal of Differential Equations, 314(25), 653-699.
  10. Chen, Z. Q., Zhang, X., Zhao, G. (2021)
    Supercritical SDEs driven by multiplicative stable-like Lévy processes.
    Transactions of the American Mathematical Society, 374(11), 7621-7655.
  11. Zhao, G. (2021)
    Regularity properties of jump diffusions with irregular coefficients.
    Journal of Mathematical Analysis and Applications 502(1), 125220.
  12. Zhang, X., Zhao, G. (2021)
    Stochastic Lagrangian path for Leray solutions of 3D Navier-Stokes equations.
    Communications in Mathematical Physics, 381(2), pp. 491-525.
  13. Xia, P., Xie, L., Zhang, X., Zhao, G. (2020)
    Lq (Lp)-theory of stochastic differential equations.
    Stochastic Processes and their Applications, 130(8), 5188-5211.
  14. Jia, C., Zhao, G. (2020)
    Moderate maximal inequalities for the Ornstein-Uhlenbeck process.
    Proceedings of the American Mathematical Society, 148, 3607-3615.
  15. Zhao, G. (2019)
    Weak uniqueness for SDEs driven by supercritical stable processes with Holder drifts.
    Proceedings of the American Mathematical Society, 147, 849--860.
  16. Zhang, X., Zhao, G. (2018)
    Singular Brownian diffusion processes.
    Communications in Mathematics and Statistics, 6(4), 533-581.
  17. Ren, Y., Yang T., Zhao, G. (2014)
    Conditional limit theorems for critical continuous-state branching processes.
    Science China Mathematics, 57, 2577–2588.

Teaching

Contact

Add: No. 55, Zhongguancun East Road, Haidian District, Beijing 100190

Office: Room 722, Siyuan Building • Tel: 010-82541214

Email: gzhao at amss dot ac dot cn


Copyright © 2024, Guohuan Zhao.