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.



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