Curriculum Vitae


Education

Ph.D. Mathematics University of Minnesota 08/1992
M.S. Applied Mathematics Fudan University 02/1985
B.S. Mathematics Fudan University 02/1982

Professional Experience

Director, Mathematical Finance Program University of Southern California 2007 – Present
Professor University of Southern California 2007 – Present
Professor Purdue University 2003 – 2008
Associate Professor Purdue University 1998 – 2003
Assistant Professor Purdue University 1994 – 1998
Research Assistant Professor Purdue University 1992 – 1994
Assistant Lecturer Fudan University 1985 – 1987

Editorial Board Member

Associate Editor Probability, Uncertainty and Quantitative Risk (PUQR) 2016 – Present
Associate Editor Control, Optimization and the Calculus of Variations (COCV)
2013 – Present
Associate Editor SIAM Journal on Control and Optimization (SICON) 2006 – Present
Associate Editor International Journal of Stochastic Analysis (IJSA) 2005 – Present
Associate Editor Stochastic Processes and their Applications (SPA) 2002 – 2009
Associate Editor SIAM Journal on Financial Mathematics (SIFIN) 2010 – 2017

Research Interests

Stochastic Analysis, Stochastic Differential Equations, Stochastic Control Theory, Differential Equations, Mathematical Finance and Insurance