Jun Ye, Han nationality, from Ningbo, Zhejiang, Ph.D. from Beijing Normal University (1993), Professor.

September 1981–July 1985, Bachelor of Science in Mathematics, Department of Mathematics, Hangzhou University (now Zhejiang University)

July 1985–July 1987, Master of Science in Applied Mathematics, Department of Applied Mathematics, China Textile University (now Donghua University)

July 1990–July 1993, Ph.D. in Mathematics, Department of Mathematics, Beijing Normal University

July 1987–August 1990, Taught at the Department of Applied Mathematics, China Textile University; since August 1993, taught at the Department of Mathematical Sciences, Tsinghua University, serving as Lecturer (1993), Associate Professor (1996), and Professor (2009).

January–April 2002, Senior Visiting Scholar, University of Chile; October 2004–October 2005, Visiting Scholar, Department of Mathematics, University of Paris-Sud (Paris XI), France.

Taught over 10 undergraduate and graduate courses, including Probability Theory, Mathematical Statistics, Stochastic Mathematics and Statistics, Stochastic Mathematical Methods, Time Series Analysis, and Calculus. Main Courses Taught: Stochastic Mathematics and Statistics, Probability Theory and Mathematical Statistics, Stochastic Mathematical Methods, Probability Theory and Stochastic Processes, Time Series Analysis, Probability Theory, Mathematical Statistics, Calculus, Mathematical Models, Measure Theory, Fractal Theory and Its Applications, Mathematical Methods in Nonlinear Science, among others

As a key member, participated in major Ministry of Education teaching reform projects, including Reform of Teaching Content and Curriculum System for the 21st Century and Comprehensive Reform and Integration Practice of Mathematics Course Series.

Supervised and graduated 69 graduate students (including 2 co-supervised doctoral students).

Main research fields include stochastic processes, financial and insurance mathematics, and time series analysis. Led 1 NSFC General Program project and 3 industry-funded research projects, participated in multiple NSFC projects, published over 20 academic papers, co-authored 7 textbooks and teaching guides, and translated 1 book.

Representative Papers

[1] Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching, Statistics and Probability Letters, 92, 1-11, 2014.

[2] Asymptotic stability of switching diffusions having sub-exponential rates of decay, Dynamic Systems and Applications, 22, 65-94., 2013.

[3] Strong predictor–corrector Euler–Maruyama methods for stochastic differential equations with Markovian switching, Journal of Computational and Applied Mathematics, 237, 5–17, 2013.

[4] The optimal mean-variance investment strategy under value-at-risk constraints, Insurance: Mathematics and Economics, 51, 344–351, 2012.

[5] Quasi-stationary distributions for the radial Ornstein-Uhlenbeck processes. Acta Math. Sci, 28, 513-522, 2008.

Representative Publications

[1] Stochastic Mathematics, Higher Education Press, 2004 (2nd Edition)

[2] Mathematical Models, Higher Education Press, 2024 (6th Edition)

[3] Probability Theory and Mathematical Statistics, Higher Education Press, 2016

[4] Probability Theory and Mathematical Statistics, Tsinghua University Press, 2005

[5] University Mathematics: Concepts, Methods, and Techniques, Tsinghua University Press, 2001

Major Awards

[1] Second Prize, National Teaching Achievement Award (2005)

[2] First Prize, Beijing Education Teaching Achievement Award (2005)

[3] Baosteel Outstanding Teacher Award (1999)

[4] Special Prize, Tsinghua University Teaching Achievement Award (1998)

[5] Special Prize, Tsinghua University Outstanding Textbook Award (2020)

[6] First Tsinghua University Young Teacher Teaching Excellence Award (1996)

[7] First Prize, Tsinghua University Teaching Achievement Award (2006, 2015, 2019)

[8] First Prize, Tsinghua University Outstanding Textbook Award (2004, 2016)

[9] Gong Yuzhi Teaching Award (2016)