- Email: yg2254 AT columbia DOT edu
- Office Address:
S.W.Mudd Building Room 292B,
500 W. 120th Street,
New York, NY 10027
About me:
I am a PhD student studying applied mathematics at
Columbia University. My advisor is Prof. Guillaume Bal.
Before transferring to Columbia in 2010, I spent a year in the
Division of Applied Mathematics at Brown University and got a
master's degree there. I went to undergraduate school studying math and physics at Tsinghua
University in Beijing, China, and got a bachelor's degree in 2009.
My research interest lies in probabilistic and asymptotic methods with application in physics and finance, especially the idea of scaling limits.
Publication:
- 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.
Miscellaneous:
I worked as a summer associate in exotic option group at Morgan Stanley, New York during the summer of 2012.
Links:
Courant Institute of
Mathematical Sciences, NYU
Department of Mathematics, Columbia University
Department of Statistics, Columbia University
IEOR, Columbia University
Institute for Pure and
Applied Mathematics, UCLA
PACM, Princeton University
DAM, Brown University
