At 10:30 on April 8, the 2022 "Master Lecture Series" jointly sponsored by the School of Mathematical Sciences and the Institute of Applied Systems Analysis of Jiangsu University started on schedule at Cloud. The guest speaker of this lecture is Professor Li Zenghu, an internationally renowned research expert in probability statistics, a Distinguished Professor of Changjiang Scholar of the Ministry of Education, a recipient of the National Outstanding Youth Fund, and the Director of the Key Laboratory of Mathematics and Complex Systems of the Ministry of Education of Beijing Normal University. More than sixty students and teachers attended this lecture, including Professor Zhang Zhitao, Professor Yang Weiguo and Associate Professor Shi Zhiyan from Jiangsu University. The report was hosted by Dean Zhang Zhitao of the Academy of Mathematical Sciences.
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Professor Zeng-Hu Li gave a wonderful lecture on "Divergent Processes, Random Trees and Stochastic Processes". Firstly, he introduced the variable scale limit and its corresponding continuous state branching process from the classical discrete time branching process, introduced several types of commonly used statistical models and research backgrounds, such as the Sherrington-Kirkpatrick model describing the magnetization state of an alloy and its corresponding continuum model, the famous Prisi formula and other simplified stochastic models. He gives the formal derivation of the continuous state branching process and the related stochastic differential and integral equations and their applications, and finally introduces the applications of stochastic differential and integral equations in the field of finance.
In the report, Professor Li introduced the abstract and complex statistical theory of probability in vivid and imaginative language, and gave a strict theoretical explanation of the actual problem model, reflecting his profound mathematical skills. His report was rich in information, clear in organization and rigorous in argumentation, which aroused great interest and attention of the students and teachers present.
After the presentation, Professor Li gave patient and detailed answers to the questions of concern. President Zhang Zhitao made a concluding speech on the lecture.