
Research Interest
• stochastic (partial) differential equations
• rough path theory
• numerical approximations
• limit theorems
• parameter estimation of stochastic systems
• statistics of random processes
• Malliavin calculus
Publications
My papers can be found here in arXiv.
Recent invited talks:
• PurdueProbability seminar9/6/17
• UICProbability/Stat seminar9/27/17
• UIUCProbability seminar10/10/17
Here is the link to Purdue Probability Seminar.
Teaching
This semester (Fall17) I am teaching:
(MA26600) Ordinary Differential Equations.
Go here for the course website.
Here is our Piazza signup link.
Past teaching in Purdue:
Fall16/Spring17/Summer17: MA26600.
Some useful links:
Advice for Probability Graduate Students.