Zhenyuan Zhang awarded honorary mention for the 2020 Jessie W.H. Zou Memorial Award

Zhenyuan Zhang, a pure mathematics major at the University of Waterloo, has received an honorary mention for the 2020 Jessie W.H. Zou Memorial Award for Excellence in Undergraduate Research. Zhang worked for the past two years on projects in probability theory with Professors Alexander Schied and Yi Shen from the Department of Statistics and Actuarial Science.

While working with Schied, Zhang took two PhD-level courses, and despite being the only undergraduate, he received the highest grade of all the students in these classes. “He took one PhD-level topic course and one cross-listed course with me,” said Shen. “He was also ranked the first in both of these classes.”

His projects with Shen showed his ability to work with remarkable academic independence. His very first project was in an area not studied before – it focused on self-similar stochastic processes with stationary increments defined on non-negative integers. With no previous research in this area, it wasn’t clear what mathematical tools would be useful, so Zhang had to find those tools. He was able to successfully prove important results which are described in a paper submitted to the Electronic Journal of Probability. His second project, which was based on his idea, focused on self-similar stochastic processes with stationary increments defined on p-adic numbers has also been drafted with Shen.

With Schied, Zhang continued to take the initiative to push existing ideas further. He focused on several aspects of rough probability and stochastic analysis. The paper that resulted from this work has meanwhile been accepted for publication in the Proceedings of the American Mathematical Society. He is currently preparing another joint manuscript with Schied where he has defined a new class of “rough” stochastic process, called Gaussian Weierstrass bridges.

“In our discussions with Zhenyuan Zhang, he displays a stunning amount of maturity,” commented Schied. “Our discussions are on a peer-to-peer basis rather than being between a student and his supervisors.”

Zhang heads to Stanford for a PhD in mathematics after being accepted there as well as Berkeley, Cornell, and New York University.

The Jessie W.H. Zou Memorial Award for Excellence in Undergraduate Research recognizes the research excellence of an undergraduate student in the Faculty of Mathematics.