Liu, Yanghui

Golomb Visiting Assistant Professor
Mathematics Department - Purdue University

Contact Info

Address Purdue University
Department of Mathematics
150 N. University Street
West Lafayette, IN 47907
Office Mathematical Sciences Building 444
Phone +1 765 49-41943


Research Interest

stochastic (partial) differential equations

rough path theory

numerical approximations

limit theorems

parameter estimation of stochastic systems

statistics of random processes

Malliavin calculus



My papers can be found here in arXiv.


Recent invited talks:

Purdue-Probability seminar-9/6/17

UIC-Probability/Stat seminar-9/27/17

UIUC-Probability seminar-10/10/17


Here is the link to Purdue Probability Seminar.




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.