My research interest lies in probabilistic and asymptotic methods with application in physics and finance, especially the idea of scaling limits.
Corrector theory for elliptic equations with oscillatory and random potentials with long range correlations.
(with G. Bal, J. Garnier and W. Jing), [PDF] Asymptotic Analysis, 77 (2012), No. 3-4, pp. 123-145.
Random homogenization and convergence to integrals with respect to the Rosenblatt process. (with G. Bal), [PDF] Journal of Differential Equations, 253 (2012), No. 4, pp. 1069-1087.
Non-local vs local forward equations for option pricing. (with R. Cont),
Preprint, [PDF] , 2011.
Radiative transport limit of Dirac equation with time dependent electromagnetic field. (with G. Bal), Submitted, [PDF] , 2012.
Kinetics of acoustic systems. (with G. Bal), Preprint, 2012.
Weak convergence approach to a parabolic equation with large random potential. (with G. Bal), Submitted, [PDF] , 2013.
An invariance principle for Brownian motion in random scenery. (with G. Bal), Preprint, 2013.
I worked as a summer associate in exotic option group at Morgan Stanley, New York during the summer of 2012.