Academic Profile
My interests are probability, stochastic dynamics, and mathematical finance.
Research
Current Research
Stochastic Dynamics and Mathematical Finance
My primary project develops Berry–Esseen bounds for periodic Langevin dynamics, including overdamped and underdamped results and the one-dimensional low-friction estimate in Proposition 11.1. A second ongoing project studies random prepayment environments, moment estimates, and small-noise sensitivity in a reduced MBS pricing PDE, with extensions to nonlinear p-Laplacian diffusion.