University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
My research interests are mainly focused on probability theory, stochastic analysis and their applications, especially the applications in finance, statistics and systems that evolve under the influence of randomness or uncertainty.
Major / Recent Publications:
 Optimal probabilities and controls for reflecting diffusion processes, joint work with Zhongmin Qian, arXiv:1808.04734.
 Option Valuation Formula for General GARCH-in-Mean Models, joint work with Zhongmin Qian, SSRN:3185994 (May 2018). Submitted.
 Lévy area of fractional Ornstein-Uhlenbeck process and parameter estimation, joint work with Zhongmin Qian, arXiv:1803.11039. Submitted.
 Itô integrals for fractional Brownian motion and applications to option pricing, joint work with Zhongmin Qian, arXiv:1803.00335. Submitted.
 Critical radius and supremum of random spherical harmonics (II), joint work with Renjie Feng and Robert J. Adler, Electron. Commun. Probab. Vol. 23 (2018), no. 50, 1-11. DOI: 10.1214/18-ECP156. ArXiv version: arXiv:1709.00691.