Skip to main content

Shuo Huang

I am currently a second year Ph.D. student at the Department of Statistics, under the supervision of Dr. Gechun Liang.

My research areas are mainly focused on mathematical finance and stochastic analysis. In particular, I am currently interested in numerical viscosity solutions, stochastic control and optimal stopping.

Working Paper:

  • A Hopf-Lax splitting approximation for semilinear parabolic PDEs with convex and quadratic growth gradients, (with Gechun Liang and Thaleia Zariphopoulou), arXiv:1801.00583.
  • A Hopf-Lax splitting approximation for semilinear parabolic Variational Inequalities with convex gradients.

Conferences Attended/ Plan to Attend:

 n_cx.jpg

Email: S.Huang13@warwick.ac.uk

Office: C1.02, Zeeman Building