User:Xuerong mao/sandbox

Xuerong Mao (born 4 March 1957 in Fuzhou, China) is a stochastic analyst and 1969 Chair of Statistics in the Department of Mathematics and Statistics at the University of Strathclyde, Glasgow, United Kingdom.

He was a graduate of China Textile University, Shanghai gaining his BSc in Engineering in 1979 and MSc in Mathematics in 1982. He came to England to study his PhD in Mathematics at Warwick University in 1987 gaining his PhD in 1989 and was then a postdoctoral Fellow till 1992. Moving to Scotland, he joined the University of Strathclyde in 1992, was promoted to Reader in 1995 and made Professor in 1998 which post he still holds.

Xuerong's main area of research is stochastic differential equations, with applications in engineering, system control, biology, population systems and mathematical finance.

He holds a Royal Society Wolfson Research Merit Award (2016–2021) and China Yangtze River Professorship Award (2014-2017). He is a Fellow of the Royal Society of Edinburgh.

Xuerong has authored five books:

Stability of Stochastic Differential Equations with Respect to Semimartingales, Pitman Research Notes in Mathematics Series 251,  Longman Scientific and Technical,  1991.

Exponential Stability of Stochastic Differential Equations, Marcel Dekker, 1994.

Stochastic Differential Equations and Applications, Horwood, 1997.

Stochastic Differential Equations with Markovian Switching, Imperial College Press, 2006 (with C. Yuan).

Stochastic Differential Equations and Applications, 2nd Edition, Elsevier, 2007.

He also edited the book

Stochastic Differential Equations and Related Topics, Science Press Beijing, 2007 (with L. Hu and Z. Chen).

He is a member of the editorial boards of several international journals.