Lane Chun Yeung

  • Assistant Professor of Applied Mathematics

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Education

Ph.D., Industrial Engineering and Operations Research, Columbia University

Research Interests

Probability and stochastic analysis, with an emphasis on interacting diffusion models

Publications

  1. with Daniel Lacker and Fuzhong Zhou.
  2. with Mykhaylo Shkolnikov.
  3. with Daniel Lacker and Sumit Mukherjee, International Mathematics Research Notices 2024(7): 6008鈥6042, 2024.
  4. with Donghan Kim, Bernoulli 30(3): 2253鈥756, 2024. [, ]
  5. with Daniel Lacker, Annales de l鈥橧nstitut Henri Poincar茅 (B) Probabilite虂s et Statistiques 59(1) 364鈥377, 2023.
  6. with Bertram Tschiderer, Bernoulli 29(1): 725鈥756, 2023.
  7. with Alfred Ma, The Journal of Index Investing  9(1): 84鈥91, 2018.
  8. with Raymond Chan and Alfred Ma, Journal of Investment Strategies 6(4): 21鈥46, 2017.