Probability · Stochastic Analysis

Zhenyao Sun

Assistant Professor at the School of Mathematics and Statistics, Beijing Institute of Technology

My research is in probability theory, with a focus on models related to stochastic heat equations.

Previously, I was a postdoctoral researcher in the Faculty of Data and Decision Sciences at the Technion, hosted by Prof. Leonid Mytnik. I received my Ph.D. from Peking University under the supervision of Prof. Yan-Xia Ren, and visited Prof. Renming Song at the University of Illinois Urbana-Champaign. I also received my B.S. from Peking University.

Email: zhenyao.sun@gmail.comOffice: 411B, Wen-Cui Building E, BIT Liangxiang Campus, Beijing

ProfilesGoogle Scholar·arXiv

Preprints

1. H. Hou and Z. Sun, On the subcritical self-catalytic branching Brownian motions.
2. L. Qian, and Z. Sun, On the spectral radius of the (L, κ)-lazy Markov chain.

Publications

1. C. Barnes, L. Mytnik, and Z. Sun, Wright-Fisher stochastic heat equations with irregular drifts. Probab. Theory Relat. Fields (2025).
2. C. Barnes, L. Mytnik, and Z. Sun, Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift. Ann. Inst. H. Poincaré Probab. Statist. 60 (2024), no. 4, 2382-2414
3. C. Barnes, L. Mytnik, and Z. Sun, On the coming down from infinity of coalescing Brownian motions. Ann. Probab. 52 (2024), no. 1, 67-92
4. R. Liu, Y.-X. Ren, R. Song, and Z. Sun, Subcritical superprocesses conditioned on non-extinction. Stochastic Process. Appl. 163 (2023), 498-534.
5. Y.-X. Ren, R. Song, Z. Sun and J. Zhao: Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes, II. Acta Math. Sin. (Engl. Ser.) 38 (2022), no. 3, 487-498.
6. R. Liu, Y.-X. Ren, R. Song and Z. Sun: Quasi-stationary distributions for subcritical superprocesses. Stochastic Process. Appl. 132 (2021), 108-134.
7. Y.-X. Ren, R. Song and Z. Sun: Limit theorems for a class of critical superprocesses with stable branching. Stochastic Process. Appl. 130 (2020), no. 7, 4358-4391.
   • There is a mistake when we cite H. Kesten, P. Ney and F. Spitzer’s 1966 paper: we can not obtain (1.2) when σ = ∞. This does not affect the other part of the paper.
8. Y.-X. Ren, R. Song, Z. Sun, and J. Zhao: Stable central limit theorems for super Ornstein-Uhlenbeck processes. Electron. J. Probab. 24 (2019), Paper no. 141, 42 pp.
9. Y.-X. Ren, R. Song and Z. Sun: Spine decompositions and limit theorems for a class of critical superprocesses. Acta. Appl. Math. 165 (2020), 91-131.
10. Y.-X. Ren, R. Song and Z. Sun: A 2-spine decomposition of the critical Galton-Waston tree and a probabilistic proof of Yaglom’s theorem. Electron. Commun. Probab. 23 (2018), Paper no. 42, 12 pp.
11. T. Hu and Z. Sun: Purchase limit policy and social welfare: A theoretical exploration. Economic Science. 6 (2011), 42-50, in Chinese.

Slides

• On the Subcritical Self-Catalytic Branching Brownian Motions
• Wright-Fisher stochastic heat equations with irregular drifts
• Subcritical superprocesses conditioned on non-extinction
• On the coming down from infinity of coalescing Brownian motions
• Effect of small noise on the speed of reaction-diffusion equation with non-Lipschitz drift
• Effect of small noise on the speed of reaction-diffusion equations (YMSC Probability Seminar)
• Quasi-stationary distributions for subcritical superprocesses
• Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes
• Limit theorems for a class of critical superprocesses with stable branching
• Spine decompositions and limit theorems for a class of critical superprocesses

Events

Teachings

Links

• Bing Map for Beijing Institute of Technology–Liangxiang and Bosi Elegant Hotel.
• Beijing Institute of Technology-Liangxiang campus map (highlighting School of Mathematics and Statistics)
• I am maintaining the bilibili channel for the One World Probability Seminar
• My PhD Thesis