Xuan Liu

DPhil Student in Mathematics

Xuan Liu studied BSc in Mathematics and Applied Mathematics and MSc in Fundamental Mathematics in the Sun Yat-Sen University in China.

After his graduation from the Sun Yat-Sen University, Xuan studied MSc in Mathematical and Computational Finance in the University of Oxford in 2014. He wrote his dissertation on stationary processes and high-frequency trading.

Xuan is currently a DPhil student in Mathematics and part-time analyst in the Saker-Invest hedge fund. His research interests are rough path theory and its application in quantum information and machine learning, he is also interested in the ergodic theory.

Xuan has recently completed two projects on fractal analysis, the first being on the existence and uniqueness of BSDEs on the Sierpinski gasket and a theory of quasi-linear parabolic PDEs on the Sierpinski gasket.  The second, a stochastic maximum principle for controlled stochastic dynamic system driven by diffusion on the Sierpinski gaskets.