CURRICULUM VITAE

Jin Feng September 23rd, 2015 Department of Mathematics, University of Kansas, Lawrence, KS 66045 Phone: (Office) 785-864-3764. Email: [email protected] EMPLOYMENT Academic Aug. 2015- ; Professor, Department of Mathematics, University of Kansas, Lawrence Aug. 2009- Aug. 2015; Associate Professor, Dept. of Mathematics, University of Kansas, Lawrence Aug. 2006- Aug. 2009; Assistant Professor, Dept. of Mathematics, University of Kansas, Lawrence Sept. 1998- May. 2006; Assistant Professor, Dept. of Math. and Stats., University of Massachusetts, Amherst Industrial 1996-1998; Statistical and Mathematical Sciences, Eli Lilly and Company, Corporate Headquarters, Indianapolis, Indiana. Sabbatical Visiting Positions: May – June. 2013, Department of Mathematics, University of Pavia, Italy. Feb – March. 2013, Department of Mathematics, Ecole Normale Superieure de Lyon, France. Jan – Feb. 2013, Department of Applied Mathematics, University of Hiroshima, Japan. Sept – Dec. 2012, Classe di Scienze, Scuola Normale Superiore di Pisa, Italy. Other Visiting Positions Nov. – Dec., 2015, Department of Mathematics, Ecole Normale Superieure de Lyon, France. Summer 2011-2015, Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing, China. June, 2015, Department of Applied Math., Technical University of Eindhoven, The Netherlands May 2013, Department of Math., University of Bonn, Germany. May, 2013, Department of Applied Math., Technical University of Eindhoven, The Netherlands. Nov. 2011, Hausdorff Institute of Mathematics, University of Bonn, Germany.

RESEARCH INTERESTS Stochastic Analysis, optimal control and related PDEs: Large Deviation Theory; Hamilton-Jacobi equations in space of probability measures; Stochastic conservation laws; Optimal Mass Transport theory; Martingales and Markov Processes Theory; Weak Convergence Theory; Optimal control and Variational problems; Applications to Mechanics and Statistical Mechanics; Mathematical Finance: Option Pricing Theory; Statistical inferences: Survival Analysis; Point Process Filtering. EDUCATION 1991-1996 Ph.D. in Statistics, Advisor: Thomas G. Kurtz, University of Wisconsin, Madison. Thesis: Martingale Problem for Large Deviation of Markov Processes. 1987-1991 B.S. in Mathematics, Nanjing University, Nanjing, P.R.China. AWARD

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Keeler Family Intra-University Professorship, Fall 2011, University of Kansas. RECENT EXTERNAL RESEARCH GRANTS 1. Viscosity solution for Hamilton-Jacobi PDEs in the space of probability measures and applications. Structured Quartet Research Ensembles (with Fausto Gozzi, Tom Kurtz, Andrzej Swiech), American Institute of Mathematics, Palo Alto, CA. 2010-2013. 2. Collaborative Research: Small time behavior of multi-scale diffusions motivated by stochastic volatility models, National Science Foundation, Applied Mathematics Program (Co-P.I Jean Pierre Fouque, University of California, Santa Barbara), 7/1/08-6/30/2012. 3. Seminar on Stochastic Processes 2012 (Co-P.I., P.I. is David Nualart). March 2012. NSF Probability Program. 4. A Large Deviation, Hamilton-Jacobi Equation Approach to a Statistical Theory for Turbulence. Army Research Office (ARO), Mathematics Program, PI, 03/01/2008-12/31/2011. 5. International Conference on Malliavin Calculus and Stochastic Analysis. (Co-P.I., P.I. is Frederi Viens), March 2011. NSF Probability Program. PEER REVIEWED PUBLICATIONS Research Book/Monograph J. Feng and T.G. Kurtz, Large Deviations for Stochastic Processes, Mathematical Surveys and Monographs Vol. No. 131, American Mathematical Society, (2006) 410 pages. Journal Article 1

J. Feng, Renormalized Viscosity solution for a class of first order Hamilton-Jacobi equation in metric spaces. Oberwolfach Report, 2015 (In print). 2 L. Ambrosio and J. Feng, On a class of first order Hamilton-Jacobi equation in metric spaces. Journal of Differential Equations, Vol 256, Issue 7, 2194-2245, 2014. (51 pages) 3 J. Feng and A. Swiech, Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures. Transaction of American Mathematical Society, 3987-4039, Vol 365, 2013. (52 Pages) 4 J. Feng and T. Nguyen, Hamilton-Jacobi equation in space of measures associated with a system of conservation laws. Journal de Mathematiques Pures et Appliquees, 318-390, Vol 97, 2012; (72 Pages) 5 J. Feng, J.P. Fouque and R. Kumar, Small time asymptotic for fast mean-reverting stochastic volatility models. Annals of Applied Probability, 1541-1575, Vol 22, No. 4, 2012 (34 Pages). 6 J. Feng, A Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations. C. R. Acad. Sci. Paris, Ser. I, (Comptes Rendus Mathematique) Vol 349, Issues 1718, pages 973-976, 2011. (3 Pages) 7 X. Deng, J. Feng and Y. Liu, A singular 1-D Hamilton-Jacobi equations, with applications to large deviation of diffusions, Communication in Mathematical Sciences 289-300, Vol 9, No.1, 2011. (11 Pages) 8 J. Feng, M. Forde and J.P. Fouque, Short maturity asymptotic for a fast mean reverting stochastic volatility model, SIAM Journal on Financial Mathematics, Vol. 1, (2010) 126-141. (15 Pages) 9 J. Feng and M. Katsoulakis, A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions, Archive for Rational Mechanics and Analysis, Vol. 192 (2009), 275-310. (25 Pages) 10 J. Feng and D. Nualart, Stochastic scalar conservation laws, Journal of Functional Analysis, Vol. 55, No. 2 (2008), 313-373. (60 Pages) 2

11 J. Feng, From particles with random potential to a nonlinear Vlasov-Fokker-Planck equation, Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz, Institute of Mathematical Statistics Collection Series No. 4, 2008, 63-83. (20 Pages) 12 J. Feng and P.G. Kevrekidis, Averaging for some periodic and random nonlinear Schrödinger models, Mathematics and Computers in Simulation, No. 74 (2007), 414-428. (14 Pages) 13 J. Feng, Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces, The Annals of Probability, Vol. 34, No.1 (2006), 321-385. (64 Pages) 14 J. Feng, Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems, Nonlinear Analysis (electronic version), Vol. 63 (2005), e2067-e2078. (11 Pages) 15 Y. Li and J. Feng, A nonparametric comparison of conditional distributions with non-negligible cure fractions, Lifetime Data Analysis, Vol. 11 (2005), 367-387. (20 Pages) 16 J. Feng, Large deviation for stochastic Cahn-Hilliard equation, Methods of Functional Analysis and Topology, Vol. 9, No. 4 (2003), 333-356. (23 Pages) 17 J. Feng, A stochastic filtering approach to survival analysis, Statistical Inference for Stochastic Processes, Vol. 5 (2002), 23-53. (30 Pages) 18 R.N. Tamura, D.E. Faries, and J. Feng, Comparing time to onset of response in antidepressant clinical trials using the cure model and the Cramer-von Mises test, Statistics in Medicine, Vol. 19 (2000), 2169-2184. (15 Pages) 19 J. Feng, Martingale problems for large deviations of Markov processes, Stochastic Processes and Their Applications, 81. (1999), 165-216. (51 Pages) Books Edited 1 2

Malliavin Calculus and Stochastic Analysis: A Festschrift in honor of David Nualart. Springer Proceedings in Mathematics and Statistics. 2013. Edited by F. Viens, J. Feng, Y. Hu and E. Nualart. Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz. IMS Collections, Vol 4, 2008. Edited by S.N. Ethier, J. Feng and R.H. Stockbridge.

OTHER ACCEPTED INVITATION(S) EURANDOM Conference “Variational Methods in Probability Theory and Statistical Physics”. March 14th-18th, 2016. Eindhoven, The Netherlands. One hour lecture. INVITED CONFERENCE TALKS, AND DEPARTMENT COLLOQUIUMS 1 2 3 4 5 6

Workshop on “Gradient Flows, Large Deviation and Applications”. Nov. 23rd-24th, 2015. Eindhoven Institute of Technology, The Netherlands. A Hamilton-Jacobi formalism to large deviation and associated problems, colloquium, Applied Mathematics and Computational Sciences (AMCS) and Penn Institute of Computational Science (PICS), University of Pennsylvania, Oct 23rd, 2015. A Hamilton-Jacobi formalism to large deviations and associated problems. Focused Topic Lecture, (2 hours) Summer School in Stochastic Dynamics, Institute of Math., Chinese Academy of Sciences, P.R.China, Aug. 2015. A Hamilton-Jacobi formalism to large deviation and associated problems, Mark Kac Seminar on Stochastics and Physics (2 hours), University of Utrecht, the Netherlands, June, 2015. A renormalized viscosity solution theory for first order Hamilton-Jacobi equation in metric spaces. Oberwolfach Workshop 1451, Variational Methods for Evolution, Germany. Dec. 2014. Three examples of Hamilton-Jacobi equations in space of probability measures, and three 3

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theories behind. Entropy and Singular Solutions for Conservation Laws, University of West Virginia, Sept. 2014. Renormalized viscosity solution for isentropic first order Hamilton-Jacobi equation in metric spaces. Weak KAM beyond Hamilton-Jacobi in Avignon, Avignon, France, April, 2014. Deterministic optimization, entropy and ways of relating them using asymptotic problems, Public Lecture for Summer School “Emergent Dynamics of Discrete and Stochastic Multi-scale Systems”, Applied Math Department, Technical University of Eindhoven, The Netherland. June, 2013. A Hamilton-Jacobi equation in space of probability measures, colloquium, Math Institute, Academia Sinica, Taiwan, Republic of China, Feb. 2013 A Hamilton-Jacobi equation in space of probability measures motivated from the Onsager-JoyceMontegomery theory for a 2-D vortex dynamics. ERC Workshop on Optimal Transportation and Applications, Centro De Giorgi, Pisa, Nov, 2012. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. Mini-symposium, SIAM conference on PDE, San Diego, Nov. 2011 Hamilton-Jacobi equation in space of measures and conservation law, Colloquium, Department of Mathematics, University of Tennessee - Knoxville. Sept, 2011. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. Colloquium, Hua LuoGeng National Key Lab, Mathematics Institute, Chinese Academy of Science, Beijing, China July 2011. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. The Second International Conference on Random Dynamic Systems, Nanjing China, June 2011 SQuaRE program on “Viscosity solutions in space of measures”, American Institute of Mathematics, California, Nov. 14-19, 2010. Hamilton-Jacobi equation in space of measures and conservation law, ERC Workshop on Optimal Transportations and Applications, Centro di Ricerca Matematica Ennio De Giorgi, Scuola Normale Superiore, Pisa, Italy. Oct, 2010. Multi-scale analysis of small time behavior of stochastic volatility models, Center for study of Finance and Insurance, Osaka University, Osaka, Japan, Nov 2009. A Hamilton-Jacobi-Bellman equation associated with compressible Euler equations, Mini symposium, Society for Industrial and Applied Mathematics, Denver, CO, July, 2009. Stochastic Scalar Conservation Law, Colloquium, Department of Mathematics, University of Akron, April, 2009. Towards a statistical theory for 2-D turbulence, Invited Talk, IMS (Institute for Mathematical Statistics)-China International Conference on Statistics and Probability, Hangzhou, China, June 2008. Stochastic Scalar Conservation Law, Colloquium, Department of Mathematics, Beijing Institute of Technology, China, June 2008. Stochastic Scalar Conservation Law, Colloquium, Institute of Applied Mathematics, Chinese Academy of Sciences, June 2008. Large deviation and variational problems, Large Deviations, Michigan Center for Theoretical Physics, University of Michigan, Ann Arbor, June 2007. Hamilton-Jacobi equation in the space of measures and large deviations, Workshop on Stochastic Dynamical Systems and Control, Mathematical Sciences Research Institute, Berkeley, CA, March 2007. Large deviation for Markov processes and related variational problems, Colloquium, Department of Applied Mathematics, Illinois Institute of Technology, January 2006. Large deviation for Markov processes and related variational problems, Colloquium, Department of Mathematics, University of Kansas, Lawrence, January 2006. Large deviation for Markov processes and related variational problems, Colloquium, 4

Department of Mathematics, University of Washington, Seattle. January 2006. 28 Large deviation for Markov processes, Variational problems in path space and related optimal controls, Colloquium, Department of Statistics and Applied Probability, University of California, Santa Barbara, May 2005. 29 Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems, The Fourth World Congress of Nonlinear Analysts, Orlando, FL, July 2004. 30 Large deviations for stochastic Ginzburg-Landau equations, Fifth Biennial International Conference on Statistics, Probability and Related Areas, Athens, GA, May 2004. 31 Large deviations, Hamilton-Jacobi and mass transport, Optimal Transportation and Nonlinear Dynamics Workshop, Pacific Institute of Mathematical Sciences, Vancouver, Canada, August 2003 32 Large deviation to stochastic gradient systems, Fourth International Symposium on Probability and Its Applications, Banff, Canada, August, 2002. 33 Large deviation for stochastic processes, Colloquium, Department of Mathematics, University of Massachusetts, Amherst, 1998 34 Martingale problem for large deviation of stochastic processes, Colloquium, Tulane University, New Orleans, LA, January 1996. MINI COURSES 1

Lectures on viscosity solution in metric space, especially on space of probability measures. 4 weeks. Institute of Applied Math., Chinese Academy of Sciences, Beijing, P.R.China, July 2014. 2 An introduction to first order Hamilton-Jacobi equation in space of probability measures, 2 weeks, Math Department, FuDan University, P.R. China. Jan. 2014. 3 Five lectures on viscosity solution in metric space, with a focus on space of probability measures, Probability and PDE 2013, University of Hiroshima, Japan, Jan 2013. 4 An introductory course on optimal mass transportation theory, 3 weeks, Math Department, Capitol Normal University, Beijing, China, June, 2012. 5 Five lectures on optimal controlled PDEs and Hamilton-Jacobi equations in space of probability measures, Probability and PDE 2012, University of Hiroshima, Japan, Jan 2012. 6 Four lectures on optimal controlled PDEs and Hamilton-Jacobi equations in space of probability measures, Institute of Applied Mathematics, Chinese Academy of Sciences, China, Dec 2011 7 Five lectures on large deviation theory and related topics in nonlinear PDE theory. Institute for Mathematical Sciences, Nanjing University, China, Dec. 2011 8 An introduction to large deviation theory and related PDEs, Graduate School of Chinese Academy of Sciences, Beijing, China, June 2011. 9 An introduction to large deviation theory and beyond, four lectures, Probability and PDE 2011, Hiroshima University, Hiroshima, Japan, January 2011. 10 An introduction to large deviation theory and beyond, Center for System Biosciences, Shanghai Jiao Tong University, June 2010. INVITED SEMINAR TALKS 1. Well-posedness for a class of Hamilton-Jacobi equations in space of measures. Analysis seminar, Department of Mathematics, University Claude Bernard Lyon 1, France Nov. 2015 2. On a class of first order Hamilton-Jacobi equation in metric spaces. Analysis Seminar, Department of Mathematics, University of Pennsylvania, Feb. 2015. 3. A rigorous approach to large time behavior of a 2-D vortex dynamics. Combinatorics and 5

Probability Seminar, Department of Mathematics, University of Pennsylvania, Feb. 2015. 4. Metric nature of certain Hamilton-Jacobi equations. Probability and Statistics Seminar, Department of Mathematics, Wayne State University, Michigan, Feb., 2015. 5. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied Math Seminar, Technical University of Eindhoven, The Netherlands. Dec., 2014. 6. A renormalized solution theory for first order Hamilton-Jacobi equation in metric spaces. Probability and Control Theory Seminar, Department of Applied Mathematics, Brown University, Rhode Island, Sept. 2014. 7. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied Analysis Seminar, Department of Mathematics, West Virginia University, West Virginia, November, 2013. 8. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Math Finance, Probability and PDE Seminar, Math. Department, Rutgers University, New Brunswick, New Jersey, Nov., 2013. 9. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied Analysis Seminar, Institute of Applied Math., Bonn University, Bonn, Germany, July, 2013. 10. A Hamilton-Jacobi equation in space of probability measures for the Onsager-JoyceMontegomery theory. Berliner Oberseminar, Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany, July, 2013. 11. Stochastic Scalar Conservation Laws. Oberseminar Stochastik, Institute of Applied Math., Bonn University, Bonn, Germany, July, 2013. 12. An introduction to comparison principles for Hamilton-Jacobi equations. Probability Seminar, Department of Mathematics, Delft University of Technology, Delft, The Netheland, June, 2013. 13. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Applied Math Seminar, Department of Mathematics, University of Pavia, Pavia, Italy, May 2013 14. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Department of Mathematics, Georgia Institute of Technology, Atlanta Georgia, April 2013. 15. On well-posedness for a class of first order Hamilton-Jacobi equation in metric spaces. Department of Mathematics, University of Paris - Dauphine, France, March 2013. 16. On a class of first order Hamilton-Jacobi equation in metric spaces. Department of Mathematics, Ecole Normale Superieure de Lyon, France, March 2013. 17. A Hamilton-Jacobi equation in space of probability measures for the Onsager-JoyceMontegomery theory. Department of Mathematics, University of Warwick, England, Nov 2012 18. A comparison principle for a singular Hamilton-Jacobi equation in space of probability measures. Department of Mathematics, Fukuoka University, July 2012. 19. A comparison principle for a singular Hamilton-Jacobi equation in space of probability measures. Department of Applied Mathematics, Hiroshima University, July 2012. 20. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. Probability and Statistics Seminar, Department of Mathematics, Statistics, and Computer Sciences, University of Illinois Chicago, April 2012. 21. Stochastic scalar conservation law, PDE Seminar, Mathematics Department, Georgia Institute of Technology, Atlanta, GA, March 2012. 22. Hamilton-Jacobi equation in space of measures and conservation law, Mathematics Department, Nanjing Normal University, Nanjing, China. Dec., 2011. 23. The role of entropy in fluid, Aerospace engineering, University of Kansas, Lawrence, October, 2011. 24. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. Mathematics Department, University of Delaware, Delaware, September 2011. 25. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. Mathematics Department, Jilin University, Changchun, China July 2011. 26. A rigorous program of verifying large time coherent structures for a 2-D turbulent flow model. 6

Mathematics Department, Capital Normal University, Beijing, China July 2011. 27. Hamilton-Jacobi equation in space of measures and conservation law, Analysis Seminar, Mathematics Department, University of Missouri, Columbia, MO. Feb., 2011. 28. Hamilton-Jacobi equation in space of measures and conservation law, Probability and Math Finance Seminar, Mathematics Department, Carnegie Mellon University, Pittsburgh, PA. Aug., 2010. 29. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar, Mathematics Department, Nanjing University, Nanjing, China, July, 2010. 30. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar, Applied Mathematics Institute, Chinese Academy of Science, Beijing, China, July, 2010. 31. Stochastic Scalar Conservation Law, Probability and Math Finance seminar, Center for Financial Mathematics, Shandong University, June 2010. 32. Hamilton-Jacobi equation in space of measures and conservation law, PDE Seminar, Mathematics Institute, Chinese Academy of Sciences, Beijing, China, June, 2010. 33. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar, Applied Mathematics Department, Tsinghua University, Beijing, China, June, 2010. 34. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar, Mathematics Department, Beijing University, Beijing, China, June, 2010. 35. A Hamilton-Jacobi equation approach to large deviation of stochastic processes, invited guest lecturer in Weinan E.’s research course, Department of Applied Mathematics, Princeton University, April 2010. 36. Hamilton-Jacobi equation in space of measures and conservation law, Probability and Math Finance Seminar, Mathematics Department, University of Texas, Austin, TX March 2010. 37. Hamilton-Jacobi equation in space of measures and conservation law, Probability Seminar, Mathematics Department, University of Illinois, Urbana-Champaign, IL March 2010. 38. A new approach to the well posedness of Hamilton-Jacobi equation in the space of measures, Graduate School of Engineering Sciences, Osaka University, Osaka, Japan, Nov. 2009. 39. Hamilton-Jacobi equation in space of measures and conservation law, Probability seminar, Mathematics Department, University of Colorado, Boulder, CO Oct 2009. 40. Stochastic Scalar Conservation Law, Analysis Seminar, Mathematics Department, University of Pavia, Italy, March. 2009. 41. Stochastic Scalar Conservation Law, PDE seminar, Mathematics Department, Northwestern University, Nov. 2008. 42. Stochastic Scalar Conservation Law, Invited Talk, Probability Seminar, Cornell University, Ithaca, NY, September 2008. 43. Large Deviation for Stochastic Processes, Probability Seminar, Department of Mathematics, Tsinghua University, China, June 2008. 44. Stochastic scalar conservation law, Probability and Operation Research Seminar, University of Colorado, Denver, April 2008. 45. Large deviation for Markov processes and related variational problems, Graduate Seminar Series, Department of Mathematics and Statistics, University of Missouri, Kansas City, September 2007. 46. Large deviation, variational problems and Hamilton-Jacobi equations, Probability and Finance Seminar, University of Texas, Austin, November 2006. 47. Large deviation for Markov processes and related analysis, Probability and Statistics Seminar, Department of Mathematics, Boston University, MA, September 2005. 48. Large deviation and Hamilton-Jacobi equation in infinite dimensions, Probability Seminar, School of Mathematics, Georgia Institute of Technology, Atlanta, 2003. 49. Large deviation for Ginzburg-Landau models, Center for Mathematical Sciences, Summer Probability Program, University of Wisconsin, Madison, July 2002. 50. Large deviation on Markov processes, Stochastic Systems Seminar, Division of Applied 7

Mathematics, Brown University, Providence, RI, October 2000. 51. Large deviation, Summer Probability Program, Center for Mathematical Sciences, University of Wisconsin, Madison, July, 2000. 52. Large deviation of Markov processes, Probability Seminar, Department of Mathematics, Columbia University, New York, NY, January 2000. 53. Large deviations for processes in infinite dimensions, Probability Seminar, Department of Mathematics, University of Connecticut, Storrs, 1999. 54. Large deviation, Center for Mathematical Sciences, Summer Probability Program, University of Wisconsin, Madison, July 1999. 55. Large deviation for Markov processes, Probability Seminar, Purdue University, West Lafayette, IN, 1997.

TEACHING University of Massachusetts, Amherst • Fall 1998 Stat 141 Statistics for Managers • Spring 1999 Stat 140 Statistics for Managers • Spring 1999 Stat 140 Statistics for Managers • Fall 1999 Stat 141 Statistics for Managers • Fall 1999 Stat 708 Statistics I • Spring 2000 Stat 515 Statistics I • Fall 2000 Stat 140 Introduction to Statistics • Fall 2000 Stat 515 Statistics I • Spring 2001 Stat 515 Statistics I • Spring 2001 Math 697J Stochastic Calculus • Fall 2001 Math 131 Calculus I • Fall 2001 Stat 515 Statistics I • Spring 2002 Math 131 Calculus I • Spring 2002 Stat 515 Statistics I • Fall 2002: Math 132 Calculus II • Fall 2002 Stat 515 Statistics I • Spring 2003 Paternity leave • Fall 2003 Math 397 F Mathematical Finance for Undergraduate • Fall 2003 Math 132 Calculus II • Spring 2004 Stat 515 Statistics I • Spring 2004 Stat 605 Probability Theory • Fall 2004 Math 132 Calculus II • Fall 2004 Math 797 Topic Course in Optimal Mass Transport Theory • Spring 2005 Math 331 Ordinary Differential Equations • Spring 2005 Stat 515 Statistics I University of Kansas • Fall 2006 Math 220 • Spring 2007 Math 116 • Spring 2007 Math 220 • Fall 2007 Math 290 • Fall 2007 Math 290

Ordinary Differential Equations Calculus II Ordinary Differential Equations Elementary Linear Algebra Elementary Linear Algebra

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Fall 2007 Spring 2008 Spring 2008 Fall 2008 Fall 2008 Spring 2009 Spring 2009 Fall 2009 Fall 2009 Spring 2010 Fall 2010 Spring 2011 Spring 2011 Fall 2011 Spring 2012 Fall 2012 Spring 2013 Fall 2013 Spring 2014 Spring 2014 Fall 2014 Fall 2014 Spring 2015

Math 799 Directed Reading Math 628 Statistics Math 896 Master’s Research Component Math 866 Stochastic Processes – II Math 896 Master’s Research Component Math 220 Ordinary Differential Equations Math 896 Master’s Research Component Math 220 Ordinary Differential Equations Math 220 Ordinary Differential Equations Math 121 Calculus (large section) Math 996 Large Deviation Theory Math 320 Ordinary Differential Equations Math 648 Calculus of Variations Keeler Family Intra-University Professorship Math 940 Probability Theory Sabbatical Leave Extended Sabbatical Leave Math 122 Calculus – II. (Large lecture, 250+) Math 221 Applied Ordinary Differential Equations (honor session) Math 865 Introduction to Stochastic Processes Math 220 Ordinary Differential Equations Math 866 Introduction to Stochastic Processes - II Math 220 Ordinary Differential Equations

Undergraduate Advisor: University of Massachusetts • Carly Chickering, “Cellular Automata and Biology” Summer REU, May-August 2001. • Undergraduate advisor for Math and Statistics majors, 2003-2005. University of Kansas Kelly Ann Meyer, “Actuarial Studies” Undergraduate Research Reading, January - May 2007. Masters thesis advisor: University of Kansas Gamze Ozturk (2008), on Math Finance. Currently pursuing PhD in Finance in Bogazici University (Bosphorus) in Istanbul. Michael Cowan (2009), on Equilibrium Statistical Mechanics. Guanlin Zhang (2010). Co-advised Ph.D. student with Professor Jinwen Chen, China: Tsinghua University, China Xiaoxue Deng (2009-2010 in Kansas), now Assistant Professor in a Chinese University. Ph.D. Oral Exam Committee Chair: University of Massachusetts Cyril Rakovski (2001). Later transferred to Harvard Biostatistic department. Ph.D. Prelim Exam and/or Thesis Defense Committee:

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University of Massachusetts Numerous in Finance and Operation Management. University of Kansas Numerous within the Mathematics Department. Postdoctoral Fellow Mentor: University of Massachusetts (joint with Markos Katsoulakis) Djivede Kelome (2002-2005), Currently Faculty Instructor, Mathematics Department, McGill University, Canada. SERVICE Department University of Massachusetts Member, Graduate Basic Exam Committee in Probability and Statistics Organizer, Department Colloquium Chair, Probability Subcommittee for Faculty Hiring

1999-2004 1999-2005 2003-2005

University of Kansas Colloquium Committee (Co-Chair) Math Department Ambassador to Center for Teaching Excellence Computer Advisory Committee Gateway Exams Development Committee Probability and Statistics Seminar (Chair) Undergraduate Upper-Division Courses Committee Department Chair Search Committee Department Sabbatical Leave Committee Department Third Year Review Committee on Promotion and Tenure Department Website Committee Undergraduate Lower Division Course Committee (Chair) Department Chair Search Committee Department Long Range Hiring Committee Department of Mathematics Engineering Liaison Committee on postdoc hiring in Probability Faculty Mentor to tenure track professor in Probability Math Department Executive Committee

2006-2009 2006-2009 2006-2012 2007 2007-2012 2007-2009 2008-2009 2010 2010 2011-2012 2011-present 2011-2012 2012 2013-present 2013-2014 2014-present 2015-2017

College of Liberal Arts & Sciences Planning Committee, Center for Data Analysis

2007-2008

International Co-organizer (with David Nualart and Yaozhong Hu), Seminar on Stochastic Processes, University of Kansas, Lawrence, KS, March 2012, Funded by NSF. Organizer, SQuaRE program “Viscosity solution for Hamilton-Jacobi equation in the space of measures and applications”. American Institute of Mathematics, Palo Alto, CA. Nov 14-19, 2010; August, 2011 August, 2013. Co-organizer (with Frederi G. Viens and Yaozhong Hu), Conference on Malliavin Calculus in honor of 10

David Nualart, University of Kansas, Lawrence, March 2011. Funded by NSF, Purdue University and University of Kansas. Co-organizer (with Stew Ethier and Dick Stockbridge), International Conference on Markov Processes and Related Topics, University of Wisconsin, Madison, July 2006. Funded by NSF, NSA, ARO, ONR, University of Wisconsin, and IMS. Referee for journals Prior to 2006 (University of Massachusetts): Annals of Applied Probability; Annals of Probability; Electronic Journal of Probability; Transaction of American Mathematical Society; Journal of Functional Analysis; Journal of Theoretical Probability; Probability and Statistics Letters; Scandinavian Journal of Statistics; Theoretical Population Biology Post 2006 (University of Kansas): Annals of Applied Probability; Annals of Probability; Brazilian Journal of Probability and Statistics; Calculus of Variation and PDEs; Communications in Mathematical Sciences; Discrete and Continuous Dynamical System-A; Electronic Journal of Probability; Finance and Stochastic; Journal of Differential Equations; Journal of European Mathematical Society; Journal of Functional Analysis; Journal of Hyperbolic Differential Equations; Journal of Theoretical Probability; Mathematika; Mathematics of Operation Research; Potential Analysis; Proceeding of American Mathematical Society; Probability Theory and Related Fields; Quantitative Finance; Royal Society – Phil. Trans. A.; Science in China; SIAM Journal on Mathematical Finance; SIAM Journal on Control and Optimization; SIAM Journal on Mathematical Analysis; Stochastic Dynamics; Transaction of American Mathematical Society; etc. Reviewer for external grant proposals National Security Agency, Mathematical Science Program; Army Research Office, Mathematical Science Program; National research funding agency in an European country. Referee for outside tenure and promotion For professorship in an Ivy League University; for associate professorship in a university in Japan.

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