Professor of Mathematics, Official Fellow in Mathematics at Exeter College
+44 1865 279629
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Differential structure and flow equations on rough path space
Bulletin des Sciences Mathematiques issue 6-7 volume 135 page 695-732 (1 September 2011)
Backward stochastic dynamics on a filtered probability space
Annals of Probability issue 4 volume 39 page 1422-1448 (1 July 2011)
A study of the navier-stokes equations with the kinematic and navier boundary conditions
Indiana University Mathematics Journal issue 2 volume 59 page 721-760 (1 December 2010)
Ricci flow on a 3-manifold with positive scalar curvature
Bulletin des Sciences Mathematiques issue 2 volume 133 page 145-168 (1 March 2009)
An estimate for the vorticity of the Navier-Stokes equation
Comptes Rendus Mathematique issue 1-2 volume 347 page 89-92 (1 January 2009)
Fine properties of fractional Brownian motions on Wiener space
Journal of Mathematical Analysis and Applications issue 1 volume 473 page 141-173 (1 May 2019)
Stochastic partial differential equations driven by space-time fractional noises
Stochastics and Dynamics issue 2 volume 19 page 1950012-1950012 (1 April 2019)
Parabolic type equations associated with the Dirichlet form on the Sierpinski gasket
Probability Theory and Related Fields (1 January 2019)
Backward problems for stochastic differential equations on the Sierpinski gasket
STOCHASTIC PROCESSES AND THEIR APPLICATIONS issue 10 volume 128 page 3387-3418 (October 2018) Full text available
A Quasi-sure Non-degeneracy Property for the Brownian Rough Path
Potential Analysis page 1-21 (7 May 2018)
I am interested in stochastic analysis: diffusion processes, rough path analysis, backward stochastic differential equations and stochastic (partial) differential equations. I am also interested in the Ricci curvature and related partial differential equations, and its applications in the general theory of relativity, quantum fields etc.
The second Oxford workshop on probability and its applications will take place in the Mathematical Institute, Andrew Wiles Building, Oxford, from Monday 17 March to Thursday 20 March, 2014. The details about the workshop may be found on the stochastic analysis web page Oxford Probability Workshop.
The infomation about The first Oxford workshop on probability and its applications can be found here.
I am teaching B8.1 Martingales Through Measure Theory, and CDT Foundation course on Measures and Probability Theory, in Michaelmas Term 2015.