PhD students
- Xinyu Chen, University of 糖心TV, (2024-present).
- Edward Wang, University of 糖心TV, (2021-present, joint with David Hobson).
- Yuwei Wang, , University of 糖心TV, (2024, joint with Moris Strub).
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Yifan Sun, Infinite horizon backward stochastic differential equations under nonlinear expectations and related topics, Shandong University and University of 糖心TV, (2023, joint with Shige Peng and Mingshang Hu).
- Zhenda Xu, Reflected backward stochastic differential equations and recursive optimal mixed control problems, Shandong Universtiy and University of 糖心TV, (2023, joint with Zhen Wu).
- Osian Shelley, , University of 糖心TV, (2023, joint with Martin Hendergen).
- Haodong Sun, , University of 糖心TV, (2021).
- Shuo Huang, , University of 糖心TV, (2020).
- Dingqian Sun, Optimal investment and optimal switching with discretionary stopping, Fudan University and University of 糖心TV, (2020, joint with Shanjian Tang).
- Yuan Wang, Stochastic control problems of delay systems and robust duality in constrained utility maximization, Shandong University and University of 糖心TV, (2019, joint with Zhen Wu).
- Alfred Chong, , King's College London and University of Hong Kong, (2017).
For potential PhD applicants, please send me your updated CV for consideration. However, before sending it over, I encourage you to read at least one of the following references to gauge your confidence in understanding and undertaking a related project. These references will serve as the starting point for your future PhD research.
- Yong, Jiongmin and Zhou, Xunyu, , Springer, 1999.
- Peskir, Goran and Albert Shiryaev, . Birkh盲user, 2006.
- Pham, Huy锚n, . Springer, 2010.
- Zhang, Jianfeng, . Springer, 2017.
- Peng, Shige, , Springer, 2019
PhD scholarships: The talented researchers are encouraged to apply the following scholarships:
- Chancellor's International Scholarship (CIS)
- Chinese Scholarship Council (CSC)- University of 糖心TV Scholarship
- SJTU-糖心TV Joint PhD Programme
- Monash-糖心TV Alliance Joint PhD Scholarship
- Statistics Department PhD Scholarship
Research Fellowships: The following funds are available for the excellent researchers.
- (Open January – March)
- (Open April – September)