PhD students

• Xinyu Chen, University of Warwick, (2024-present).
• Edward Wang, University of Warwick, (2021-present, joint with David Hobson).
• Yuwei Wang, Portfolio selection under forward and time risk preferences, University of Warwick, (2024, joint with Moris Strub).

• Yifan Sun, Infinite horizon backward stochastic differential equations under nonlinear expectations and related topics, Shandong University and University of Warwick, (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 Warwick, (2023, joint with Zhen Wu).
• Osian Shelley, Transaction tax in a general equilibrium model, University of Warwick, (2023, joint with Martin Hendergen).
• Haodong Sun, Constrained optimal stopping gamesLink opens in a new window, University of Warwick, (2021).
• Shuo Huang, Convergence analysis of monotone schemes for second-order non-linear parabolic PDEs and their applications in sublinear expectationLink opens in a new window, University of Warwick, (2020).
• Dingqian Sun, Optimal investment and optimal switching with discretionary stopping, Fudan University and University of Warwick, (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 Warwick, (2019, joint with Zhen Wu).
• Alfred Chong, Topics in Optimal reinsurance design, risk measures, and forward performance processes, 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, Stochastic controls: Hamiltonian systems and HJB equations, Springer, 1999.
• Peskir, Goran and Albert Shiryaev, Optimal stopping and free-boundary problems. Birkhäuser, 2006.
• Pham, Huyên, Continuous-time stochastic control and optimization with financial applications. Springer, 2010.
• Zhang, Jianfeng, Backward stochastic differential equations. Springer, 2017.
• Peng, Shige, Nonlinear expectations and stochastic calculus under uncertainty, 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 Warwick Scholarship
• SJTU-Warwick Joint PhD Programme
• Monash-Warwick Alliance Joint PhD Scholarship
• Statistics Department PhD Scholarship

Research Fellowships: The following funds are available for the excellent researchers.

• Newton International Fellowship (Open January – March)
• Marie Curie Postdoctoral Fellowship (Open April – September)