“Wir müssen wissen, wir werden wissen.” ― David Hilbert

Research Interests

Stochastic Analysis and its Applications:

• Mathematical Finance
• Computational Finance and Machine Learning
• Rough Analysis
• Stochastic Partial Differential Equations

Research Projects

1.Lower Bound for Disconnection of Vacant Set in Loop Percolation

Supervisor: Prof. Dr. Maximilian Nitzschner

May 2023 — June 2024, HKUST

The principal aim of this project is to derive asymptotic lower on the probability that in a certain model of random walk loops on the integer lattice, a macroscopic set is disconnected from infinity by the trace of the loops. We also investigate the large deviation for occupation time field of loop soup.

Publications and Preprints

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Theses

• (Bachelor’s Degree Thesis) Moderate Deviation of Gaussian Fluctuations for Coulomb Gases at Any Temperature, supervised by Prof. Dr. Fuqing Gao, Winter 2023. [PDF] [Slides]