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, CUNY. 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 obtained my PhD degree at the University of Kansas.

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

 

 

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