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. "Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation," with Daniel Lacker and Fuzhong Zhou.
  2. "From rank-based models with common noise to pathwise entropy solutions of SPDEs," with Mykhaylo Shkolnikov.
  3. "Mean field approximations via log-concavity," with Daniel Lacker and Sumit Mukherjee, International Mathematics Research Notices 2024(7): 6008–6042, 2024.
  4. "A trajectorial approach to entropy dissipation for degenerate parabolic equations," with Donghan Kim, Bernoulli 30(3): 2253–756, 2024. [arXiv, DOI]
  5. "A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration," with Daniel Lacker, Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques 59(1) 364–377, 2023.
  6. "A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: gradient flows and HWBI inequalities," with Bertram Tschiderer, Bernoulli 29(1): 725–756, 2023.
  7. "D-Index: a risk measure in a new dimension," with Alfred Ma, The Journal of Index Investing  9(1): 84–91, 2018.
  8. "An uncertainty quantification framework for the achievability of backtesting results of trading strategies," with Raymond Chan and Alfred Ma, Journal of Investment Strategies 6(4): 21–46, 2017.