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
  E-mail liu2048@purdue.edu

 

  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:

  Purdue-Probability seminar-9/6/17

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

  UIUC-Probability seminar-10/10/17

  Columbia-Northeast Conference-11/17/17
   (15 minutes)

 

  Here is the link to Purdue Probability Seminar.

 

  Teaching

  This semester (Spring18) I am teaching:

  MA26500 - Linear Algebra.

 

  Go here for the course website.

 

  Past teaching in Purdue:

  FA16/SP17/SU17/FA17:

  MA26600 - Ordinary Differential Equations.

 

  Some useful links:

  Advice for Probability Graduate Students.