1983年山东师范大学理学士;
1988年中国纺织大学理硕士;
1998年山东大学理博士。
从1988年至今在山东大学数学院从事教学和科研工作,曾多次应邀到美国、法国、意大利、巴西、加拿大、香港等国家或地区访问讲学。
1999年法国国家信息与自动化研究所博士后。
1999--2001年被第三世界科学院聘为研究员,2003年―2005年被加拿大西安大略大学聘为兼职教授在该校讲学。
1. Z. Chen and R. Kulperger, Minimax pricing and Choquet pricing, to appear Insurance: Mathematics and Economics , 2005.
2. Z. Chen and R. Kulperger, A stochastic competing species model and ergodicity, to appear Journal of Applied Probability, 2005.
3. Z. Chen and R. Kulperger, Inequalities for upper and lower probabilities. Statist. Probab. Lett. Vol 73, 3(2005) 233-241.
4. Z. Chen, T. Chen and M. Davison, Choquet expectation and Peng’ s g-expectation. Annals of Probability, Vol.33, No. 3 (2005) 1179-1199.
5. Z. Chen, R. Kulperger and G. Wei, A comonotonic theorem for BSDEs. Stochastic processes and their applications. 115 (2005) 41–54.
6. L. Jiang and Z. Chen, A result on the probability measures dominated by g-expectation. Acta Mathematicae Applicatae Sinica, English Series,Vol. 20, No. 3 (2004) 507–512.
7. L. Jiang and Z. Chen, ON Jensen’ s inequality for g-expectation. Chin. Ann. Math. 25B, 3 (2004), 401–412.
8. Z. Chen, R. Kulperger and J. Long, Jensen’ s inequality for g-expectations Part I. C. R. Acad. Sci. Paris Sé r. I Math. 337 (2003), No.11, 725-730.
9. Z. Chen, R. Kulperger and J. Long, Jensen’ s inequality for g-expectations Part II. C. R. Acad. Sci. Paris Sé r. I Math. 337 (2003), No. 12.
10. Z. Chen and L. Epstein, Ambiguity, risk, and asset returns in continuous time. Econometrica 70 (2002), No. 4, 1403—1443.
11. Z. Chen, On existence and local stability of solutions of stochastic differential equations. Stochastic Anal. Appl. 19 (2001), No. 5, 703--714.
12. Z. Chen and S. Peng, Continuous properties of $G$-martingales. Chinese Ann. Math. Ser. B 22 (2001), No. 1, 115--128.
13. Z. Chen and B. Wang, Infinite time interval BSDEs and the convergence of g-martingales. J. Austral. Math. Soc. Ser. A 69 (2000), No. 2, 187--211.
14. Z. Chen and S. Peng, A general downcrossing inequality for g-martingales. Statist. Probab. Lett. 46 (2000), no. 2, 169--175.
15. Z. Chen, A property of backward stochastic differential equations. C. R. Acad. Sci. Paris Sé r. I Math. 326 (1998), no. 4, 483--488.
16. Z. Chen, A new proof of Doob-Meyer decomposition theorem. C. R. Acad. Sci. Paris Sé r. I Math. 328 (1999), no. 10, 919--924.
17. Z. Chen, Existence and uniqueness for BSDE with stopping time. Chinese Sci. Bull. 43 (1998), no. 2, 96--99.
18. Z. Chen and S. Peng, A decomposition theorem of g-martingales. SUT J. Math. 34 (1998), no. 2, 197—208.
19. L. Jun, Z. Chen and Y. Qing, Minimum expectation and backward stochastic differential equations. (Adv. Math) 数学进展,32 (2003), 441—448.
20. Z. Chen and X. Wang, Comonotonicity of backward stochastic differential equations. Recent developments in mathematical finance (Shanghai, 2001), 28--38, World Sci. Publishing, River Edge, NJ, 2002.
21. Z. Chen, Generalized nonlinear mathematical expectations: the g-expectations. (Adv. Math.) 数学进展 28 (1999), no. 2, 175—180.
22. Z. Chen, Existence of solutions to backward stochastic differential equations with stopping times. 科学通报42 (1997), no. 22, 2379--2382.
2001年获教育部、国务院学位办全国百篇优秀博士论文奖;
2003年获国家***基金;
2004年入选人事部等七部委“ 首届新世纪***万人才工程” 国家级人选;
2004年获山东省自然科学三等奖;
2004年被教育部聘为“ ***” 特聘教授;
2011年获第十四届孙冶方经济科学奖;
2012年山东大学第四届“ 我心目中的好导师”。