Dr Weijun Xu
Weijun XuEPSRC Research Fellow |
I am a postdoctoral researcher in mathematics at Warwick. I graduated from Oxford in 2013.
Research interests: Stochastic PDEs, probability, rough paths.
Preprints:
- Moments of 2D parabolic Anderson model, with Y. Gu, 2017. Arxiv.
- Weak universality of dynamical $\Phi^4_3$: non-Gaussian noise, with H. Shen, 2016. Arxiv.
Publications:
- Large scale behaviour of 3D continuous phase coexistence models, with M. Hairer, to appear in Comm. Pure Appl. Math.. Arxiv.
- Inverting the signature of a path, with T. Lyons, to appear in J. Eur. Math. Soc.. Arxiv.
- Signature inversion for monotone paths, with J. Chang, N. Duffield, H, Ni, Electron. Commun. Probab., Vol.22, no.42, 1-11, 2017. Arxiv.
- Hyperbolic development and inversion of signature, with T. Lyons, J. Funct. Anal., Vol.272, Issue 7, 2933–2955, 2017. Arxiv.
- Concentration and exact convergence rates for expected Brownian signatures, with H. Ni, Electron. Comm. Probab., Vol.20, 1-11, 2015. Arxiv.
- A simple proof of distance bounds for Gaussian rough paths, with S. Riedel, Electron. J. Probab., Vol.18, 1-22, 2013. Arxiv.
- A uniform estimate for rough paths, with T. Lyons, Bull. Sci. Math., Vol.137, Issue 7, 867-879, 2013. Arxiv.
- On number of turns in reduced random lattice paths, with Y. Jiang, J. Appl. Probab., Vol.50, No.2, 499-515, 2013. Arxiv.
Notes:
- Construction of $\Phi^4_3$ diagrams for pedestrians, with J.-C. Mourrat and H. Weber, 2016, Arxiv.
Past Teaching:
MA4A2, Advanced PDEs, 2016/17.
Stochastic PDEs, TCC course, 2014/15.
MA433, Fourier Analysis, 2014/15.
Gaussian measures and rough paths, TCC course, 2013.