Research Interest

My research lies in the theory and applications of stochastic processes in mathematical physics, financial mathematics, scientific computing and statistics, with a special interest in connections with quantum dynamics. Research topics or particular interest to me include:

• Dirac equations and quantum walks;

• Probabilistic representations for evolutionary equations and their applications;

• Piecewise deterministic Markov processes (PDMPs), branching processes, and general Markov process theory;

• Monte Carlo method for scientific computing;

• A broad interest in stochastic controls, differential games, optimal transport, quantum computing and functional analysis.