Shiying Si

Ph.D. Student, Mathematics Department, University of Tennessee
Mailing Address: 121 Ayres Hall, 1403 Circle Drive, Knoxville, TN 37996-1300
Email: si@math.utk.edu
Office: 107E Ayres Hall
Phone: 865-974-2461
Fax: 865-974-6576
This page: http://www.math.utk.edu/~si

Technical Stuff

I am a Ph.D student in the Department of Mathematics, University of Tennessee, Knoxville, majored in Probability. My advisor is Professor Jan Rosinski. I am also working as a teaching associate. I got my bachelor degree from the Lanzhou University in 2000 and master degree from the Fudan University in 2003 in China.

Currently, my research focuses on testing jumps from the high-frequency data and fractional Brownian motion. Other research interests are stochastic simulation, Levy process, SDE, PDE and Mathematical Finance.

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This page was last updated on June, 2007