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).
ICM overlay conference at ICL: Conference Webpage
Workshop On Geometry, Stochastics, and Dynamics September 12-16, 2022. Web page to appear at Conference Webpage
Our Working Seminar: Past-Seminars
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.
Books and lecture notes
On the geometry of diffusion operators and stochastic flows with K.D. Elworthy and Y. LeJan. A preliminary version pdf
Li X-M, Sieber J, 2022, Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging, Stochastics and Dynamics, ISSN:0219-4937
Gehringer J, Li X-M, 2022, Functional limit theorems for the fractional Ornstein-Uhlenbeck process, Journal of Theoretical Probability, Vol:35, ISSN:0894-9840, Pages:426-456
Li X-M, Sieber J, 2022, Slow-fast systems with fractional environment and dynamics, Annals of Applied Probability, ISSN:1050-5164
Gehringer J, Li X-M, Sieber J, 2022, Functional limit theorems for volterra processes and applications to homogenization, Nonlinearity, ISSN:0951-7715