I study stochastic processes. 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).
Personal website Preprints on Arxiv Publication by Topics .
Workshop On Geometry, Stochastics, and Dynamics
-- an UK-Japan Winter School celebration event, September 12-16, 2022.
ICM overlay London, July 2022
Both PhD and postdoc positions will be open shortly, to work with me at EPFL (Lausanne, Switzerland), please raise enquiry with me. Link
Our Working Seminar
Here we enjoy mathematics without time pressure. We learn cutting edge techniques as well as classical tools and develop intuition by getting our hands dirty. Speakers present one focused topic in great detail encouraging collaboration.
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
Markov Processes (2022)
Advanced topics in Stochastic Analysis (2022)
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