Academic Experience:
 Lecturer in Probability and Stochastic Processes, University of Melbourne, Feb 2019Present
 Postdoctoral Associate, Carnegie Mellon University, Sep 2016Jan 2019
 Research Fellow, University of Oxford, Oct 2014Jul 2016
 Ph.D. Mathematics, University of Oxford, Oct 2011Jun 2016
Supervisor: Prof. Zhongmin Qian
Thesis: The Signature of a Rough Path: Uniqueness
 B.Sc. Mathematics, Sun YatSen University, China, Sep 2007June 2011
Research Interests:
Broadly speaking, I am working in the interplay between probability and analysis.
My research interests are within the scope of stochastic analysis, rough path theory and their applications, including (but not restricted to):
 Rough paths, the signature transform
 Stochastic/Rough differential equations, diffusion processes
 Gaussian processes, the Malliavin calculus
 Stochastic analysis on manifolds
Preprints:
Publications:

Path developments and tail asymptotics of signature for pure rough paths (with H. Boedihardjo and N. Souris), Adv. Math. 364, 2020.

Tail asymptotics of the Brownian signature (with H. Boedihardjo), Trans. Amer. Math. Soc. 372: 585614, 2019.

A nonvanishing property for the signature of a path (with H. Boedihardjo), C. R. Math. Acad. Sci. Paris 357 (2): 120129, 2019.

A quasisure nondegeneracy property for the Brownian rough path (with H. Boedihardjo, X. Liu and Z. Qian), Potential Anal. 51 (1): 121, 2019.

Reconstruction for the signature of a rough path, Proc. Lond. Math. Soc. 114 (3): 495526, 2017.

Finite dimensional characteristic functions of the Brownian rough path (with Z. Qian), Front. Math. China 12 (4): 859877, 2017.

The signature of a rough path: uniqueness (with H. Boedihardjo, T. Lyons and D. Yang), Adv. Math. 293: 720737, 2016.

On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths (with Z. Qian), Ann. Inst. Henri Poincaré Probab. Stat. 52 (1): 429447, 2016.

Quasisure existence of Gaussian rough paths and large deviation principles for capacities (with H. Boedihardjo and Z. Qian), Osaka J. Math. 53 (4): 941970, 2016.

The uniqueness of signature problem in the nonMarkov setting (with H. Boedihardjo), Stochastic Process. Appl. 125 (12): 46744701, 2015.

Simple piecewise geodesic interpolation of simple and Jordan curves with applications (with H. Boedihardjo), Constr. Approx. 42 (1): 161180, 2015.
 GBrownian motion as rough paths and differential equations driven by GBrownian motion (with Z. Qian and D. Yang), Séminaire de Probabilités XLVI, Lecture Notes in Mathematics, 125193, 2014.
Teaching:

MAST90081: Advanced Probability, Semester 1 2020.
 MAST20004: Probability, Semester 2 2019.
 Math 21240: Matrix Algebra with Applications, Spring 2018.

Math 21880: Stochastic Calculus, Fall 2017.
 Math 21260: Differential Equations, Spring 2017.
 Math 21880: Stochastic Calculus, Fall 2016.
 Differentiable Manifolds and De Rham Cohomology, Hilary 2014.
Academic Service:
 Associate editor, Stochastic Analysis and Applications, April 2020  present.