**Publications** (Authors listed alphabetically):

16. Liu, Y. (2024). Limit theorems for compensated weighted sums and application to numerical approximations. Submitted to *Annals of Applied Probability**.*

15. Liu, Y. and Wang, X. (2023). Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions. To appear in *Electronic Journal of Probability*.

14. Le\’on, J.; Liu, Y. and Tindel, S. (2023). Euler scheme for SDEs driven by fractional Brownian motions: Integrability and convergence in law. Under revision *Annals of Applied Probability**. *

13. Le\’on, J.; Liu, Y. and Tindel, S. (2024). Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates.* Stochastic Processes and their Applications*. 175, 104412.

12. Hu, Y.; Liu, Y. and Zhou, H. (2023). Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional Brownian motion. *BIT Numerical Mathematics*. 63:40.

11. Chong, C.; Hoffmann, M.; Liu, Y.; Rosenbaum, M. and Szymanski, G. (2023). Statistical inference for rough volatility: Minimax theory. To appear in *Annals of Statistics.*

10. Chong, C.; Hoffmann, M.; Liu, Y.; Rosenbaum, M. and Szymanski, G. (2023). Statistical inference for rough volatility: Central limit theorems. *Annals of Applied Probability, *Vol. 34, No. 3, 2600–2649.

9. Liu, Y.; Selk, Z. and Tindel, S. (2023). Convergence of trapezoid rule to rough integrals. *Annales de l’Institut Henri Poincare (B) Probabilit ́es et Statistiques*. 59, No. 3, 1434-1462.

8. Hu, Y.; Liu, Y. and Nualart, D. (2021). Crank-Nicolson method for stochastic differential equations driven by fractional Brownian motions. *The Annals of Applied Probability*. Vol. 31, No. 1, 39-83.

7. Lin, G.; Liu, Y. and Tindel, S. (2021). On the anticipative nonlinear filtering problem and its stability. *Applied Mathematics and Optimization*. 84:399–423

6. Hu, Y.; Liu, Y. and Tindel, S. (2019). On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise. *Acta Mathematica Scientia*. 39, B. (3), 669-690.

5. Liu, Y.; Tindel, S. and Nualart, E. (2019). LAN property for stochastic differential equations with additive fractional noise and continuous time observation. *Stochastic Processes and their Applications*. 129, 2880-2902.

4. Liu, Y. and Tindel, S. (2020). Discrete rough paths and limit theorems. *Annales de l’Institut Henri Poincare (B) Probabilit ́es et Statistiques*. Vol. 56, No. 3, 1730-1774.

3. Liu, Y. and Tindel, S. (2019). First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case. *The Annals of Applied Probability*. 29, no. 2, 758-826.

2. Hu, Y.; Liu, Y. and Nualart, D. (2016). Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. *The Annals of Applied Probability*. 26, no. 2, 1147-1207.

1. Hu, Y.; Liu, Y. and Nualart, D. (2016). Taylor schemes for rough differ- ential equations and fractional diffusions. *Discrete and Continuous Dynamical Systems* Series B 21, no. 9, 3115-3162.

**Recent awards/grants:**

PSC-CUNY Traditional-B Research Grant (2021-2022). Award # 64353-00 52.

Eugene M. Lang Junior Faculty Research Fellowship Awards. (2022-2023).

PSC-CUNY Traditional-B Research Grant (2023-2024). Award # 66385-00 54.

PSC-CUNY Traditional-B Research Grant (2024-2025). Award # 67513-00 55.