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2026

[13] Stability, discretization, and optimality of continuous-time causal optimal transport.
Preprint. (arXiv)
With Fang Rui Lim
[12] Sequential Propagation of Chaos.
Acta Mathematica Sinica, English Series, vol. 42, no. 10, pp. 2425–2451. (DOI, arXiv)
With Kai Du and Xiaochen Li
[11] Global-local convergence and optimal control on graphing.
Preprint. (arXiv)
With Eyal Neuman and Sturmius Tuschmann
[10] Duality of causal distributionally robust optimization.
SIAM Journal on Control and Optimization, vol. 64, no. 4, pp. 3132–3158. (DOI, arXiv)
[9] Schrödinger bridge with transport relaxation.
Preprint. (arXiv)
With Renyuan Xu and Luhao Zhang

2025

[8] A transfer principle for computing the adapted Wasserstein distance between stochastic processes.
Preprint. (arXiv)
With Fang Rui Lim
[7] Wasserstein distributional adversarial training for deep neural networks.
Preprint. (arXiv)
With Xingjian Bai, Guangyi He, and Jan Obłój

2024

[6] Sensitivity of causal distributionally robust optimization.
To appear in Annals of Applied Probability, no. arXiv:2408.17109. (arXiv)
With Jan Obłój
[5] The anytime convergence of stochastic gradient descent with momentum: from a continuous-time perspective.
Preprint. (arXiv)
With Yasong Feng, Tianyu Wang, and Zhiliang Ying

2023

[4] Wasserstein distributional robustness of neural networks.
Advances in Neural Information Processing Systems, pp. 26322–26347. (DOI, arXiv)
With Xingjian Bai, Guangyi He, and Jan Obłój
[3] Empirical approximation to invariant measures for McKean–Vlasov processes: mean-field interaction vs self-interaction.
Bernoulli, vol. 29, no. 3, pp. 2492–2518. (DOI, arXiv)
With Kai Du and Jinfeng Li

2022

[2] Existence and distributional chaos of points that are recurrent but not Banach recurrent.
Journal of Dynamics and Differential Equations. (DOI, arXiv)
With Xueting Tian

2021

[1] Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz coefficients.
Probability, Uncertainty and Quantitative Risk, vol. 6, no. 4, pp. 391–408. (DOI, arXiv)
With Jinfeng Li