Summer 2023

• Federico Guglielmotti, An Introduction to Itô calculus. [pdf]
• Elena Li, Behavior of growth for first passage percolation. [pdf]
• Tracy Wu, Introduction to Gaussian free field and Liouville quantum gravity. [pdf]

Summer 2021

• John Hopper, Ferromagnetic phase transitions in a stacked lattice Ising model. [pdf]
• Christian Liu, Brownian motion as the limiting distribution of random walks. [pdf]
• Jiyue Zeng, Stochastic calculus and intro to mean field game theory. [pdf]

Summer 2020

• Nitya Gadhiwala, Intersections and collisions of simple random walks in Z^d. [pdf]
• Sivakorn Sanguanmoo, Optimal stopping time and its applications to economic models. [pdf]

Summer 2017

I was an undergraduate participant in 2017. Peter Morfe was my mentor.

• Recurrence and convergence in countable state Markov chains. [pdf]