Liu, Yanghui

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  Title Golomb Visiting Assistant Professor
  Address Purdue University
Department of Mathematics
  Office Mathematical Sciences Building 444
  Phone +1 765 49-41943

Hi, welcome to my homepage. I am a Golomb Visiting Assistant Professor in Purdue University from 2016-2019, working with Dr. Samy Tindel. I obtained my PhD degree in the University of Kansas in 2016. My PhD advisors are Dr. David Nualart and Dr. Yaozhong Hu.

My research interest includes: Stochastic PDEs, Rough paths, Numerical approximations, Limit theorems, Nonlinear filtering, Statistics of random processes, and Malliavin calculus.

  • Yaozhong Hu, Yanghui Liu, Samy Tindel (2018). On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise. Submitted. arXiv.
  • Yanghui Liu, Eulalia Nualart, Samy Tindel (2017). LAN property for stochastic differential equations with additive fractional noise and continuous time observation. To appear in Stochastic Processes and their Applications. 23 pages. arXiv.
  • Yaozhong Hu, Yanghui Liu, David Nualart (2017). Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Submitted. arXiv.
  • Yanghui Liu, Samy Tindel (2017). Discrete rough paths and limit theorems. Submitted. arXiv.
  • Yanghui Liu, Samy Tindel (2017). First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case. To appear in The Annals of Applied Probability. 76 pages. arXiv.
  • Yaozhong Hu, Yanghui Liu, David Nualart (2016). Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. The Annals of Applied Probability. 26, no. 2, 1147-1207. arXiv.
  • Yaozhong Hu, Yanghui Liu, David Nualart (2016). Taylor schemes for rough differential equations and fractional diffusions. Discrete and Continuous Dynamical Systems - B. 21, no. 9, 3115-3162. arXiv.

  Recent Talks
  • Purdue-Probability seminar-9/6/17
  • UIC-Probability/Stat seminar-9/27/17
  • UIUC-Probability seminar-10/10/17
  • Columbia U-Northeast Conference-11/17/17
  • Rochester U-Finger Lakes Seminar-4/20/18
  • Brown U-SSP-5/19/18-5/22/18

Here is the link to Purdue Probability Seminar.


This semester (Fall 18) I am teaching: MA30300 - Differential Equations and Partial Differential Equations for Engineering and the Sciences. Go here for the course website.

Past teaching in Purdue:

SP18: MA26500 - Linear Algebra

FA16/SP17/SU17/FA17/SU18: MA26600 - Ordinary Differential Equations.

Here are the Past Final Exams.

  Useful Links

  Advice for Probability Graduate Students.