Research interests
Applied probability and financial mathematics.

Professor Zhu obtained his PhD from the Courant Institute of NYU under the direction of S.R.S. Varadhan. He worked at Morgan Stanley in NYC and held a Dunham Jackson Assistant Professorship at the University of Minnesota before joining the Mathematics Department at FSU.

Professor Zhu works in applied probability and financial math, including: credit risk,limit order books, option pricing, point processes, large deviations, random graphs and social networks.

Lingjiong Zhu
Lingjiong Zhu
Assistant Professor of Mathematics
Selected papers
Large deviations for Markovian nonlinear Hawkes processes. (2015). Annals of Applied Probability, 25, 548-581.
(with David Aristoff). Asymptotic structure and singularities in constrained directed graphs. To appear in Stochastic Processes and their Applications..
(with Xin Guo and Zhao Ruan). Dynamics of order positions and related queues in a limit order book. http://arxiv.org/abs/1505.04810
Department of Mathematics

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