Jiaqi Li

Education
Research
  • Research interests: Mathematical finance, stochastic control, stochastic analysis, applied probability.
  • Ph.D. Co-advisors: Professor Erhan Bayraktar and Professor Uday Rajan
Publications and Preprints
  • Stochastic Perron for Stochastic Target Games, (with Erhan Bayraktar), Annals of Applied Probability 2016, 26(2), 1082-1110, [ArXiv][Article].
  • Stochastic Perron for Stochastic Target Problems, (with Erhan Bayraktar), Journal of Optimization Theory and Applications, Volume 170, September 2016, Issue 3, 1026-1054, [ArXiv][Article].
  • On the controller-stopper problems with controlled jumps, (with Erhan Bayraktar), [Arxiv].
Dissertation

      Stochastic Perron for Stochastic Target Problems. August 2016. 
       Committee members: Erhan Bayraktar, Uday Rajan, Joseph G. Conlon

Teaching
  • Math 573, Teaching Assistant, Financial Mathematics I, Fall 2015. 
  • Math 526, Teaching Assistant, Stochastic Processes, Winter 2014. 
  • Math 215, Lab Instructor, Multivariable Calculus, Fall 2014. 
  • Math 116, Instructor, Calculus II,  Winter 2013, Fall 2013, Spring 2014.
  • Math 115, Instructor, Calculus I, Fall 2012. 
Selected Awards
  • Mathematics Department Graduate Fellowship, University of Michigan, May 2012 - 2014.
  • Microsoft Research Asia Young Fellowship, Jun 2010.
  • National University Student Innovation Grant, Ministry of Education of China, Aug 2009. 
  • National Fellowship, Ministry of Education of China, Oct 2009.
Contact
  • Email: ljqlijiaqi@gmail.com

Last Updated: 11/24/2016