Qinghua Li

Post-Doctoral Researcher
Groupe du Risque de Crédit
Département de Mathématiques
Université d'Évry - Val d'Essone, France
Email: Ms.QinghuaLi(at)gmail(dot)com
Mail: Coming September. The above department are moving.


Education

[2] Department of Statistics, Columbia University, 2005-2011, advisor Professor Ioannis Karatzas; M.A. in Statistics, 10/2006, M.Ph. in Statistics, 10/2009, Ph.D. in Statistics, 05/2011

[1] Department of Statistics and Finance, Business School, University of Science and Technology of China (USTC), 2001-2005; Major: Finance, 2001-2003; Statistics, 2003-2005; B.S. in Statistics, 07/2005


Research / Papers

Ph.D. dissertation (.pdf) Slides(.pdf)

Research interests up-to-date: probability and its applications, including stochastic analysis, stochastic optimization, stochastic differential equations, and applications to mathematical economics and finance.

[2] Optimal Stopping of a Diffusion with a Change Point, Karatzas, I. and Q. Li, 2010. Submitted. Full Text(.pdf)

[1] BSDE Approach to Non-Zero-Sum Stochastic Differential Games of Control and Stopping, Karatzas, I. and Q. Li, 2009. Accepted. Full Text(.pdf) (The short presentation at Cornell Probability Summer School is mainly based on sections 3 and 4 of this paper.)

[0] Ergodicity: its applications to generating and testing random numbers. An Application of Ergodicity to the Graphical Test of Uniformity, advised by Professor Yaning Yang, USTC Top Bacherlor's Dissertation Award, 2005


TA / Teaching

A list of probability and finance courses, plus some introductory stat.

S4105 Probability, Summer 2008

Topics in Stochastic Analysis Informal Seminar




Personal

With a certain probability strictly between 0 and 1. In the long run, apply Kolmogorov's 0-1 law.

December 2007, Beijing