Yixuan is a Ph.D. candidate in the School of Operations Research and Information Engineering at Cornell University, working with Professor Pierre Patie. He received the B.Math degree from University of Waterloo in 2012.
Yixuan's research area is applied probability. Currently he is working on the spectral theory of non-self-adjoint Markov semigroups (e.g. the eigenvalue and eigenfunction expansion of the transition kernel). More specifically, he's focusing on generalized Ornstein-Uhlenbeck processes. In general, Yixuan is interested in applying probability theory into financial mathematics, such as asset pricing, hedging, simulation and modeling.