
Hi, welcome to my homepage. I am a Golomb Visiting Assistant Professor in Purdue University from 20162019, 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). CrankNicolson 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). Firstorder 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, 11471207. 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, 31153162. arXiv.
 PurdueProbability seminar9/6/17
 UICProbability/Stat seminar9/27/17
 UIUCProbability seminar10/10/17
 Columbia UNortheast Conference11/17/17
 Rochester UFinger Lakes Seminar4/20/18
 Brown USSP5/19/185/22/18
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.
Advice for Probability Graduate Students.