Preprints and Publications:

• Parabolic Anderson model in bounded domains of recurrent metric measure spaces
  (with F. Baudoin, C.H. Huang, S. Tindel and J. Wang), submitted, (2024).
  
  
• Uniqueness for a stochastic ideal dyadic MHD model
  (with M. Dai and Q, Peng), submitted, (2024).
  
  
• Parabolic Anderson model with colored noise on torus
  (with L. Chen and W. Vickery), to appear in Bernoulli, (2024).
  
  
• Parabolic Anderson model on Heisenberg groups: the Ito setting
  (with F. Baudoin, S. Tindel and J. wang), J. Funct. Anal., 285(1), (2023).
  
  
• Quasi-sure non self-intersection for differential equations driven by a fractional Brownian motion
  (with W. Vickery), Electron. Commun. Probab., Vol. 27, no. 15, 1-12 (2022).
  
  
• Geometric deviation from Levy's occupation time arcsine law
  (with E.P. Hsu), submitted, (2020).
  
  
• Moment estimates for some renormalized parabolic Anderson models
  (with X. Chen, A. Deya and S. Tindel), Ann. Probab., Vol. 49, No. 5, 2599-2636 (2021).
  
  
• A K-rough path above the space-time fractional Brownian motion
  (with X. Chen, A. Deya and S. Tindel), Stochastic and Partial differential Equations: Analysis and Computations, 9, 819-866 (2021).
  
  
• Precise local estimate for hypoellitpic differential equations driven by fractional Brownian motions: Hypoelliptic Case
  (with X. Geng and S. Tindel), Ann. Probab., 50(2), 649-687 (2022).
  
  
• Precise local estimate for hypoellitpic differential equations driven by fractional Brownian motions: Elliptic Case
  (with X. Geng and S. Tindel), Journal of Theoretical Probability, 36, 1341-1367 (2023).
  
  
• Density of the signature process of an fBm
  (with F. Baudoin and Q. Feng), Trans. Amer. Math. Soc., 373 (2020), 8583-8610.
  
  
• Density bounds of solutions to differential equations driven by Gaussian rough path
  (with B. Gess and S. Tindel), Journal of Theoretical Probability, 33, 611-648 (2020).
  
  
• Mutual intersection for rough differential systems driven by fractional Brownian motions
  (with Y. Shi and D. Wu), Statistics & Probability Letters, Vol 135, 83-91, (2018).
  
  
• "Purposely misspecified" posterior inference on the volatility of a jump diffusion process
  (with R. Martin and F. Domagni), Statistics & Probability Letters, Vol 135, 83-91, (2018).
  
  
• On the Law of the Iterated Logarithm for Brownian Motion on Compact Manifolds
  (with J. Pajda-De La O), Science China-Mathematics, Vol 62, Issue 8, 1511-1519 (2019).
  
  
• Local times of stochastic differential equations driven by fractional Brownian motions
  (with S. Lou), Stochastic Process Appl., Vol. 127, Issue 11, 3643-3660, (2017).
  
  
• Multiplicative functionals for the heat equation on manifolds with boundary,
  Stochastic Analysis and Related Topics, A Festschrift in Honor of Rodrigo Banuelos, Progress in Probability, Birkhauser, Vol 72, 67-83, (2017).
  
  
• Fractal dimensions of rough differential equations driven by fractional Brownian motions
  (with S. Lou), Stochastic Process Appl., Vol. 126, Issue 8, 2410-2429, (2016).
  
  
• On small time asymptotics for rough differential equations driven by fractional Brownian motions
  (with F. Baudoin), Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics & Statistics, Vol 110, 2015.
  
  
• On probability laws of solutions to differential systems driven by a fractional Brownian motion
  (with F. Baudoin, E. Nualart and S. Tindel), Ann. Probab., Vol. 44, No. 4, 2554-2590 (2016).
  
  
• Varadhan estimates for RDEs driven by fractional Brownian motions
  (with F. Baudoin and X. Zhang), Stochastic Process Appl., Vol. 125, Issue 2, 634-652, (2015).
  
  
• Smoothing effect of rough differential equations driven by fractional Brownian motions
  (with F. Baudoin and X. Zhang), Ann. Inst. Henri Poincare Probab. Statist., Vol. 52, No. 1, 412-428, (2016)
  
  
• Small-time expansion for local jump-diffusion models with infinite jump activity
  (with J. E. Figueroa-Lopez and Y. Luo), Bernoulli , 20 (3), 2014, 1165-1209.
  
  
• Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions
  (with F. Baudoin), Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart, Springer Proceedings in Mathematics & Statistics, Vol. 34, Springer Verlag, (2013).
  
  
• Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motion
  (with F. Baudoin and S. Tindel), Ann. Inst. Henri Poincare Probab. Statist, 50 (1), 2014, 111-135.
  
  
• Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
  (with F. Baudoin), Stochastic Process Appl., 121, 759-792 (2011).
  
  
• Asymptotics of implied volatility in local volatility models
  (with J. Gatheral, E.P. Hsu, P. Laurence, and T. Wang), Mathematical Finance, 22, 591-620, (2012).
  
  
• Quasi-invariance of the Wiener measure on path space over a complete Riemannian manifold
  (with E.P. Hsu), J. Funct. Anal., 257 (5), 2009.