Assistant University

Cheng Ouyang Curriculum Vitae

Assistant Professor of Mathematics

Department of Math, Statistics and Computer Science

University of Illinois at Chicago

*** ******* *** *********** ******* (M/C 249)

851 S Morgan Street, Chicago, IL 60607

Office: SEO 502 Email: *******@****.***.***

Phone: (312) - 413 - 2153 (Office) http://www.math.uic.edu/ couyang/

Employment

Assistant ProfessorUniversity of Illinois at Chicago Aug 2011 - present

Golomb Assistant ProfessorPurdue UniversityAug 2009 - Aug 2011

Education

Ph.D. in Mathematics Northwestern University Jun 2009

Dissertation advisor: Elton P. Hsu

B. S. in Mathematics Univ. of Sci. and Tech. of China Jun 2004

Research

My current research focuses on stochastic analysis and its applications to partial

differential

equations, differential geometry and mathematical finance.

Preprints and Publications

8. Small-time expansion for local jump-diffusion models with infinite jump activity,

(with Jose E. Figueroa-Lopez), Preprint (2011), Submitted.

7. Gradient bounds for solutions of stochastic differential equations driven by

fractional

Brownian motions, (with F. Baudoin), Preprint (2011), Submitted.

6. Concentration property and Gaussian upper bound for density of solutions to SDEs

driven by fractional Brownian motions, (with F. Baudoin and S. Tindel), Preprint (2010),

Submitted.

5. Small-time kernel expansion for solutions of SDEs driven by fractional Brownian

Awards and Honors

Best Thesis Award, Department of Mathematics, 2009 Northwestern University

Dissertation Fellowship, 2008-2009 Northwestern University

Best Prelim Award, Department of Mathematics, 2005 Northwestern University

University Fellowship, 2004-2005 Northwestern University

Outstanding Student Award, Department of Mathematics, 2000-2004 USTC

Conference Presentation and Invited Talks8th International Purdue Symposium on Statistics - Probability Session (Jun 2012)

Colloquium, IUPUI (Jan 2012)

Colloquium, Illinois Institute of Technology (Jan 2012)

Probability Seminar, Purdue University (Dec 2011)

Probability Seminar and Math-Physics, University of Rochester (Nov 2011)

Seminar on Stochastic Processes 2011, University of California - Irvine (Mar 2011)

Special colloquium, University of Illinois at Chicago (Jan 2011)

Probability Seminar, Purdue University (Sep 2010)

Seminar on Stochastic Processes 2010, University of Central Florida in Orlando (Mar 2010)

AMS 2010 Southeastern Sectional Meeting-Math Finance program, U. of Kentucky (Mar 2010)

Probability Seminar, Purdue University (Sep 2009)

Applied Math Seminar, Purdue University (Sep 2009)

Probability Seminar, University of Illinois at Urbana-Champaign (May 2009)

Probability Seminar, University of Minnesota-Twin Cities (Apr 2009)

Math Finance Seminar, Rutgers University (Feb 2009)

Probability Seminar, University of Kansas (Jan 2009)

Analysis and Probability Seminar, Northwestern University (Nov 2008)

1st Graduate Student Conference in Probability, U. of Wisconsin-Madison (Apr 2007)

Graduate Student Seminar, Northwestern University (Mar 2007)

Cheng Ouyang s CV 3

Teaching

At UIC:

STAT 461 - Applied Probability Models (I)

STAT 501 - Probability Theory (I)

At Purdue:

MATH 51100 - Linear Algebra with Applications

MATH 26500 - Linear Algebra

At Northwestern:

Refereed for the following journals:

Statistics & Probability Letters Quantitative Finance

SIAM Journal on Financial Mathematics

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