Position (From Aug. 2018 to May 2021): Black-Babcock visiting assistant professor at University of Kansas, Department of Mathematics. Mentored by David Nualart. I am looking for jobs beginning at 2021 Fall.
I defended my Ph.D thesis 《Recent developments around the Malliavin-Stein approach》on March 28, 2018 at Université du Luxembourg. My thesis is devoted to the fourth moment phenomena on chaoses and the main tool is Stein’s method of exchangeable pairs coupled with some spectral consideration, see [5.01]. My advisor was Ivan Nourdin.
I obtained a M2 (Probabilités et Statistiques) degree at Université Paris-Sud, Orsay (Sept. 2014-June 2015) supported by FMJH. I obtained a BA degree in Economics from Wuhan University (Sept. 2007-May 2011).
Teaching at KU:
Spring 2020, Math 865 Introduction to stochastic processes. TuTh 11:00 – 12:15 PM, via zoom meeting.
Fall 2020, Math 627 Probability, MWF 02:00-02:50pm, via zoom meeting.
Research interest: Malliavin calculus, Stein’s method, SPDEs, fractional Brownian motion, local time, limit theorems.
Link to my arXiv preprints.
Work in progress:
[?] Stein’s method for Gaussian processes with applications, joint work with Andrew Barbour and Nathan Ross. In preparation.
[?] AC law of 2D stochastic wave equation, joint work with Raluca Balan, David Nualart and Lluís Quer-Sardanyons. In preparation.
[?] Quantitative CLT for the PAM with rough noise, joint work with David Nualart and Panqiu Xia. In preparation.
 Spatial average for the parabolic Anderson model driven by rough noise, joint work with David Nualart and Xiaoming Song. Submitted. arXiv file.
 Central limit theorems for stochastic wave equations in dimensions one and two, joint work with David Nualart. Submitted. arXiv file
 Averaging 2D Stochastic wave equation, joint work with Raul Bolaños Guerrero and David Nualart. submitted. arXiv file.
 Asymptotic behavior of large Gaussian correlated Wishart matrices, joint work with Ivan Nourdin. (2018) submitted. arXiv file
 Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3, joint work with David Nualart. To appear in: Electron. Commun. Probab. (2020) arXiv file.
 A central limit theorem for the stochastic wave equation with fractional noise, joint work with Francisco Delgado-Vences and David Nualart. (2018) To appear in: Ann. Inst. Henri Poincaré Probab. Stat. 2020, Vol. 56, No. 4, 3020–3042 arXiv file & journal version.
 Oscillatory Breuer-Major theorem with application to the random corrector problem, joint work with David Nualart. (2020) AsymptoticAnalysis, vol. 119, no. 3-4, pp. 281-300. arXiv file & Journal version.
 Gaussian fluctuations for the stochastic heat equation with colored noise, joint work with Jingyu Huang, David Nualart and Lauri Viitasaari. Stoch PDE: Anal Comp (2020) 8:402–421 arXiv file & Journal version
[5.01] Ph.D thesis: PDF file (Part I is an almost self-contained survey about “the fourth moment phenomena via exchangeable pairs“; part II is a compilation of my papers -.)
 Fourth moment theorems on the Poisson space in any dimension, joint work with Christian Döbler and Anna Vidotto. Electron. J. Probab. Vol. 23 (2018), paper no. 36, 27 pp. Journal version & arXiv file
 Exchangeable pairs on Wiener chaos, joint work with Ivan Nourdin. Chapter 14 In: High Dimensional Probability VIII: The Oaxaca Volume. Volume 74 of Progress in Probability edited by N. Gozlan, R. Latała, K. Lounici and M. Madiman. (2019) arXiv file & Journal version.
 Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization, Probab. Math. Stat. Vol 38.2, 2018, joint work with Atef Lechiheb, Ivan Nourdin and Ezedine Haouala. Journal version & arXiv file
 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals, Stoch. Process. Appl. Volume 127, Issue 5, May 2017, Pages 1622–1636. Journal version & arXiv file
- A webpage on Malliavin-Stein approach (maintained by Ivan Nourdin): link
- [Seminar] Stochastic analysis under Covid 2020: SAUCY20
- The Probability Group of Victoria, Australia: link
- My friends: Anna, Maurizia