• 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.