Yifan Jiang

BSc

Status

Postgraduate Student

http://yifanjiang233.github.io

Research groups

Address
Mathematical Institute
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 second-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.

Teaching

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)