Yifan Jiang
BSc
Status
Postgraduate Student
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent publications
Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients
Jiang, Y Li, J Probability, Uncertainty and Quantitative Risk volume 6 issue 4 391-408 (14 Jan 2022) Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
Du, K Jiang, Y Li, J (28 Dec 2021) http://arxiv.org/abs/2112.14112v1 Further details
Hi, all!
I am Yifan, a final-year student in the Mathematics of Random Systems CDT. Before coming to Oxford, I studied as an undergraduate in Mathematics at Fudan University. I have a broad interest in stochastic analysis and its applications in finance.
It is my honor to be supervised by Professor Jan Obłój and Professor Gui-Qiang Chen. My DPhil research is focused on the Wasserstein distributional sensitivity to model uncertainty in dynamic context.
I will start a new position at Imperial College London as a Chapman Fellow from September.
Teaching
MT 2023:
- C4.9 Optimal Transport and Partial Differential Equations (Tutor)
HT 2023:
- B8.3 Mathematical Models of Financial Derivatives (Tutor)
MT 2022:
- B8.1 Probability, Measure, and Martingales (TA)
HT 2022:
- MCF Advanced Numerical Methods (TA)