University Analysis

Jingguo Lai

Department of Mathematics

Contact

Brown University Mobile: +1-401-***-****

Information

*** ****** ******/*** **** E-mail: acefas@r.postjobfree.com

Providence, RI 02912 USA

Brown University, Providence, RI USA

Education

Ph.D., Mathematics, GPA 3.95/4.00, August 2014(expected)

Dissertation: Sharpness results via stochastic optimal control and two weight conjecture

Michigan State University, East Lansing, MI USA

M.S., Mathematics, GPA 3.95/4.00, July 2010

Fudan University, Shanghai, China

B.S., Mathematics and Applied mathematics, Major GPA 3.85/4.00, July 2008

Pricing the arithmetic Asian put/call option using Monte Carlo methods

C/C++

Project

Pricing the European put/call option using finite difference methods

C/C++ Programming, Data Structure and Algorithm, Machine Learning

Related

Coursework

Statistical Inference, Regression Analysis, Fourier Analysis

Probability Theory, Stochastic Differential Equation

Harmonic Analysis, Partial Differential Equation

Sharpness of Doob’s martingale inequality via Bellman function

Research

Applying the Hamilton-Jacobi-Bellman equation from optimal control theory to show

the sharpness of Doob’s martingale inequality for a wide range of filtrations.

Two weight conjecture in harmonic analysis

Answered several discrete-type problems and a problem for one-dimensional singular

integrals. The general problem is far from being well understood.

Graduate Fellowship, Brown University, 2010

Honors and

Awards

Summer Research Fellowship, Michigan State University, 2009

Second Class Prize, Chinese Undergraduate Mathematical Contest in Modeling, 2006

First Class Prize, Chinese National Mathematics Olympiad, 2003/2002/2000

Informal Analysis Seminar, Brown University, Fall 2012

Experience

and Organized the seminar for Ph.D. candidates and postdocs in analysis group

Activities

Teaching Assistant, Brown University and Michigan State University, 2008-2013

Taught different levels of calculus and linear algebra courses

Mathematics: Cutting-edge research in harmonic analysis and stochastic analysis

Skills and

interests

Statistics: Statistical Inference, Regression Analysis and Machine Learning

Computer: Proficient in C/C++, LaTex

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