State Endowed Professor
Dean of College of Economics and Management
East China Normal University
University of California, Irvine
Weian Zheng, is State Endowed Professor at ECNU and Professor Emeriti at University of California, Irvine, USA. He had Docteur d'état ès Sciences Mathématiques degree from University of Strasbourg, France. He has a few known results in probability theory, including (with P.A.Meyer) the tightness criterion for laws of semi-martingales and (with T.J.Lyons) the decomposition of symmetric Markovian processes. With Y.Shen, He used probability theory to reduce the famous Monge-Kantorovich mass transfer problem to a boundary problem of partial differential equation and solved this problem in the plane.
He was born in Shanghai and grew up during the epoch of Chinese Cultural Revolution. He was unable to continue his study after the first year of middle school. He studied by himself to become a mathematician. One of his current research interests is the statistical arbitrage opportunity from financial big data.