Research Assistant Professor Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Chicago, IL, USA 60607 Office: SEO 725 Email: slou at-sign uic.edu

Background

I received my Bachelor degree in 2008 from Fudan University in Shanghai, China. I started my Ph.D. study in 2008 in the Department of Mathematics of University of Washington, under the supervision of Zhen-Qing Chen. I received my Ph.D. degree in June 2014. I have been being a Research Assistant Professor at University of Illinois at Chicago since August, 2014 and my mentor is Cheng Ouyang.

The followings are my CV and Research Statement.

Research Interest

Broadly speaking: Probability

• Potential theory for Markov processes and Dirichlet form theory;
• Rough paths for Gaussian processes and SDE driven by fBM;
• Random walks and discrete probability.

• Stochastic analysis and its application in financial mathematics;
• Stochastic differential geometry.

Publications and preprints

• S. Lou, Brownian motion with drift on spaces with varying dimension, preprint.
• S. Lou, On-diagonal heat kernel lower bound for strongly local symmetric Dirichlet forms, submitted to Osaka J. Math.
• Z.-Q. Chen, S. Lou, Brownian motion on spaces with varying dimension, submitted to Ann. Probab.
• S. Lou, C. Ouyang, Local times of stochastic differential equations driven by fractional Brownian motions, accepted (with minor revision) by Stoch. Process Their Appl.
• S. Lou, C. Ouyang, Fractal dimensions of rough differential equations driven by fractional Brownian motions, Stoch. Process Their Appl., 126 (2016), No. 8, 2410--2429.

Invited Talks

• Probability Seminar (July 2016) Fudan University, Shanghai, China.
• Analysis Seminar (April 2016) University of Illinois at Chicago, USA.
• Probability Seminar (April 2015) University of Illinois at Urbanan-Champaign, USA.
• Probability Seminar (April 2015) Purdue University, USA.
• Probability Seminar (January 2015) University of Chicago, USA.
• Probability Seminar (January 2014), University of Illinois at Chicago, USA.
• Probability Seminar (November 2011), University of Washington, Seattle, USA.
• Probability Seminar (August 2011), University of Melbourne, Melbourne, Australia.

Conference Talks

• Seminar on Stochastic Process (March 2016), University of Maryland, College Park, USA.
• Workshop on Dirichlet Form Theory and its Applications (October 2014), Mathematisches Forschungsinstitut Oberwolfach, Germany.
• Seminar on Stochastic Process (March 2014), University of California, San Diego, USA.
• Seminar on Stochastic Process (March 2013), Duke University, USA.
• PIMS Summer School on Probability (June 2012), University of British Columbia, Canada.
• Seminar on Stochastic Process (March 2012), Kansas Univeristy, USA.
• PIMS Summer School on Probability (July 2010), University of Washington, USA.

Teaching

At UIC:

At UW:

Links

To be added...