My research areas are in financial mathematics and stochastic analysis.

  Current reserach topics: stochastic control, stochastic differential games, nonlinear expectations, path dependent PDE.

Papers








  • (With J Zhang) Two Person Zero-sum Game and Weak formulation and Path dependent Bellman-Isaacs equation.
  • (With J Zhang) Some Norm Estimates for Semimartingales.
  • (With H Pham) A generalized software reliability model with stochastic fault-detection rate