Yanghui Liu

Office: B 6-254
Phone: +1 646-312-4132
E-mail: yanghui.liu@baruch.cuny.edu

Hi, welcome to my homepage! I am a tenure-track Assistant Professor at Baruch College, City University of New York. Before joining Baruch I was a Norbert Wiener Assistant Professor at Tufts University. Before that I was a Golomb Visiting Assistant Professor at Purdue University. I received my PhD degree at University of Kansas.

My research interest includes: Stochastic (partial) differential equations, Rough paths, Numerical and statistical analysis for stochastic models, Mathematical finance, Limit theorems, Nonlinear filtering, and Malliavin calculus.

I am looking for motivated students with a strong mathematics background who are interested in graduate and undergraduate research.



Department of Mathematics
Baruch College
One Bernard Baruch Way
55 Lexington Avenue (at 24th Street)
New York, NY 10010