Yucheng Guo

I am a 4th year Ph.D. student in the Department of Operations Research and Financial Engineering at Princeton University. I am fortunate and grateful to be supervised by Prof. Mykhaylo Shkolnikov and co-supervised by Prof. Sergey Nadtochiy. My research is at the intersection of stochastic analysis, partial differential equations and finance. I received my Bachelor's degree in Mathematics from Fudan University in 2021.

Publications and Preprints

• Guo, Y., Nadtochiy, S., Shkolnikov, M. (2024). Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry. Archive for Rational Mechanics and Analysis. 248, article 90.
  

• Guo, Y., Nadtochiy, S., Shkolnikov, M. (2024). Cascade equation for the discontinuities in the Stefan problem with surface tension. Submitted.
  

Academic Services

• Referee for Annals of Applied Probability

• (Co-)Organizer of Graduate FinMath Seminar at Princeton ORFE

Talks

• 06/2023 IMSI Workshop: Laplacian Growth Models, Chicago

• 06/2023 Stochastic Systems Seminar at UCSD, via Zoom

Teaching

Teaching Assistant:

• Fall 2024: ORF 309 - Probability and Stochastic Systems (Head TA)
  

• Spring 2024: ORF 309 - Probability and Stochastic Systems (Head TA)
  

• Fall 2023: ORF 309 - Probability and Stochastic Systems
  

• Spring 2023: ORF 474 - Special Topics in ORFE: Network Game Theory
  

• Fall 2022: ORF 526 - Probability Theory