Research

• Stochastic Analysis and Stochastic Differential Equations. 

• Optimal Control Theory and Filtering Theory. 

• Generative AI Model

• Reinforcement Learning in Continuous Time.

[1]  Non-linear Mean Field Graphon Games (with Ichiba, T.), in preparation.

[2]  A Stochastic Two-Point Boundary Value Problem with Random Terminal Conditions (with Ma, J.), in preparation.

[3]  Schrodinger bridge for generative AI: Soft-constrained formulation and convergence analysis (with Ma,J. and Xu,R.), submitted to Mathematical Finance, arXiv: 2510.11829, (2025).

[4]  Mach limits of the isentropic fluids in the analytic spaces (with Li, L.), Z. Angew. Math. Phys. 74, 164 (2023).

[5]  A Generalized Kyle-Back Strategic Insider Trading Model with Dynamic Information (with Ma, J.), submitted to MOR (under the first round of revision), arXiv:2204.13137v1, (2022).

• International Women in Mathematics Day, UCSB (May 2025)

• 12th Western Conference on Mathematical Finance, USC,  (March 2025)

• PSTAT Seminar, UC Santa Barbara, (May 2024)

• 11th Western Conference on Mathematical Finance, UC Berkeley (March 2023)

• Financial Math Seminar,  University of Michigan ( Feb. 2023)

• Probability and Statistic Seminar, USC  (Feb. 2023)

• Probability and Stochastic Process Seminar,  BICMR (online) (Nov. 2022)

• CFMAR Seminar, UC Santa Barbara (Oct. 2022)

• Graduate Student Colloquium, USC (Mar. 2022)

• Review activity for SIAM journal on control and optimization.

• Reviewer for Stochastic Processes and their Applications