Summary
I am a stochastic analyst, studying evolutions of random variables. My research is supported by :the EPSRC grant ` Multi-Scale Stochastic Dynamics with Fractional Noise' EP/V026100/1 (PI, 2021- 2024), and also EPSRC Centre for Doctoral Training in Mathematics of Random Systems: Analysis, Modelling and Simulation, EP/S023925/1 (Co-I, 2019-2027). I hold the Chair of Stochastic Analysis at EPFL.
Personal website Preprints on Arxiv Publication by Topics .
PhD candidates, please apply at this link. Postdoc applicants check here. Strong candidates are encouraged to enquire at any time.
Books
The Geometry fo Filtering. with K.D. Elworthy and Y. LeJan, Arxiv version: pdf
On the geometry of diffusion operators and stochastic flows with K.D. Elworthy and Y. LeJan. A preliminary version pdf
Lecture Notes
Advanced topics in Stochastic Analysis (2022)
Past Conferences
Summer school in stochastic analysis, August 8-17, EPFL, Event page.
Workshop on Geometry, Stochastics, and Dynamics, 12-16, Sept, 2022, link
ICM over lay London, July 2022. Link
Working Seminar
Selected Publications
Journal Articles
Gehringer J, Li X-M, Sieber J, 2022, Functional limit theorems for volterra processes and applications to homogenization, Nonlinearity, Vol:35, ISSN:0951-7715, Pages:1-37