Xuerong Mao

Prof, FRSE

  • United Kingdom

1983 …2021

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Personal profile

Personal Statement

He is an FRSE (Fellow of Royal Society of Edinburgh) and 1969 Chair of Statistics. He is also the Royal Society Wolfson Research Merit Award Holder.

He is a very active and extremely highly cited stochastic analyst.  He is a Highly Cited Researchers 2020 in the file of mathematics (Clarivate):

https://recognition.webofscience.com/awards/highly-cited/2020/

 

He has made many influential contributions to the study of existence and long-term behaviour of solutions to nonlinear stochastic differential equations (SDEs). His seminal discoveries and new research directions include:

(1) Mao initiated a new research direction in the study of SDEs and Markov processes, developed a new set of analytical tools and established some fundamental results. His work is now the default reference in the area. Currently he is investigating the stability of highly nonlinear hybrid SDEs and stabilisation by feedback controls based on discrete-time observations.

(2) Mao and his coauthors were the first to study the strong convergence of numerical solutions of SDEs under a local Lipschitz condition. Their theory has formed the foundation for several recent very popular methods, including tamed Euler-Maruyama method and truncated Euler-Maruyama. Currently Mao is investigating the numerical stability of nonlinear SDEs under a local Lipschitz condition. This is a very hard and important problem.

(3) Mao discovered a surprising and far-reaching result: environmental Brownian noise can suppress explosions in population systems. This discovery has inspired many researchers to use SDEs as models of ecological and biological systems. His current research in this direction is concerned with linking experimental and theoretical analysis of biochemical systems subject to external noise. 

Research Interests

My research interests are mainly in the areas of stochastic differential equations and their applications. The reseach topics include the existence-and-uniqueness theory of the solutions to SDEs, stochastic stability, stochastic stabilisation by feedback controls, stationary distributions, asymptotic estimations, finite-time convergences of numerical solutions, asymptotic analysis of numerical solutions as well as stochastic modelling in finance, engineering, population systems, ecology etc.

Expertise & Capabilities

Stochastic differential equations and their applications.

Education/Academic qualification

Doctor of Philosophy, University of Warwick

Award Date: 1 Jan 1989

Master of Mathematics, China Textile University

Award Date: 1 Jan 1982

Keywords

  • Stochastic differential equations and their applications
  • Stochastic analysis
  • Numerical analysis of SDEs

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