معرفی
Dr. Libo Li is a Senior Lecturer at the School of Mathematics & Statistics, University of New South Wales. His research focuses on probability theory, stochastic processes, and mathematical finance. He holds a PhD from the University of Sydney and has undertaken postdoctoral positions at Ritsumeikan University and Universite d’Evry Val d’Essonne.
Education:
- PhD, University of Sydney, Australia (2011)
- Postdoc, Ritsumeikan University, Japan (2013-2014)
- Postdoc, Universite d’Evry Val d’Essonne, France (2012)
Research Interests: Dr. Li's work investigates mathematical finance applications, including backward stochastic differential equations (BSDEs), optimal stopping problems, default times, and numerical schemes for Lévy-driven stochastic differential equations. His research emphasizes theoretical rigor and computational methods.
Recent Trends: His 2024-2025 publications analyze BSDEs with generalized drivers, positivity-preserving numerical methods for CEV processes, and defaultable American options. Earlier works (2022-2019) focus on honest times, parametrix methods, and Lévy-driven SDEs.
Contact: Email: libo.li@unsw.edu.au
