• Edward Wang, University of Warwick, (2021-present, joint with David Hobson).
• Yuwei Wang, University of Warwick, (2020-present, 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 processesLink opens in a new window, 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.

• 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.