On the top of Palamidi Fortress, Nafplio, Jul 2016.
Peter Guthrie Tait Road
+44 (0) 131 650 5051
I am a university teacher in stochastic analysis at the University of Edinburgh. I finished my PhD under the supervision of Professor Sandy Davie, and I work on pathwise approximation of stochastic differential equations using the coupling method.
I was the organiser of the working probability seminar of our group from January 2016 to May 2017. I also organised the PG colloquium in the maths department for the academic year 2014/15, and the joint PG colloquium on 1st May 2015.
Thanks to the generosity of the School of Mathematics, I was awarded the postgraduate essay prize 2014/15.
I have a broad interest in stochastic analysis, and in particular the theory and approximation of SDEs. During my first year Ph.D. I worked on the integrability and asymptotic stability with respect to a certain class of Lyapunov functions of modified ("tamed") Euler schemes for SDEs with non-globally Lipschitz coefficients. In my second year, I worked on estimating the minimal distances of the central limit theorem in the multi-dimensional case, and its application in controlling the computational cost of approximating multi-dimensional Lévy-driven SDEs.
My main focus now is on the Fourier approximation of multiple stochastic integrals, which leads to higher order approximations of SDE solutions.
I am also interested in the KMT method and some probabilistic applications of optimal transport.
PhD Mathematics, University of Edinburgh, Scotland, 2017.
MSc Financial Modelling and Optimization, University of Edinburgh, Scotland, 2011.
BSc Mathematcis, Fudan University, Shanghai, P. R. China, 2010.