Weijun Xu

eMail: Weijun [dot] Xu [-at-] maths [dot] ox [dot] ac [dot] uk
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Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +441865 615103

Office: RI.0.2

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Major/Recent Publications:

H.Ni, W.Xu, Concentration and exact convergence rates for expected Brownian signatures, submitted, http://arxiv.org/abs/1208.1067.

S.Riedel, W.Xu, A simple proof of distance bounds for Gaussian rough paths, submitted, http://arxiv.org/abs/1206.5866.

T.Lyons, W.Xu, Inversion of signature for paths of bounded variation, draft at http://arxiv.org/abs/1112.0452.

T.Lyons, W.Xu, A uniform estimate for rough paths, submitted, http://arxiv.org/abs/1110.5278.

Y.Jiang, W.Xu, On number of turns in reduced random lattice paths, to appear in Journal of Applied Probability, http://arxiv.org/abs/1007.3507.

Teaching:

Probability, Stochastic Processes, Stochastic Differential Equations.

Last updated by on Wed, 12/12/2012 - 3:32am.
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