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. L. W.-T. Fan, Z. Sun, and J. Yang, Comparison principles for stochastic reaction-diffusion equations on metric measure spaces.
2. H. Hou and Z. Sun, On the subcritical self-catalytic branching Brownian motions.
3. 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 194 (2026), 1711–1786.
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 and Z. Sun: Spine decompositions and limit theorems for a class of critical superprocesses. Acta. Appl. Math. 165 (2020), 91-131.
9. 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.
10. Y.-X. Ren, R. Song and Z. Sun: A 2-spine decomposition of the critical Galton-Watson 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 Organized

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