Dr Xi GENG

Lecturer

School of Mathematics and Statistics

• Phone +61 3 834 42308
• Email xi.geng@unimelb.edu.au
• Website https://researchers.ms.unimelb.edu.au/~xgge@unimelb/

• Room: 207
• Building: Peter Hall Building
• Campus: Parkville

Research Interests

• Stochastic Differential Equations
• Rough Path Theory
• Gaussian Analysis and the Malliavin Calculus
• Stochastic Analysis on Manifolds

Research Groups

• Stochastic Processes

Recent Publications

• H Boedihardjo, X. GENG, NP Souris. Path developments and tail asymptotics of signature for pure rough paths. Advances in Mathematics, 364, 107043, 2020. doi: 10.1016/j.aim.2020.107043.

• Horatio Boedihardjo, X. GENG. A non-vanishing property for the signature of a path. Comptes Rendus Mathematique, 357, 120-129, 2019. doi: 10.1016/j.crma.2018.12.006.

• Horatio Boedihardjo, X. GENG. Tail asymptotics of the Brownian signature. Transactions of the American Mathematical Society, 585-614, 2018. doi: 10.1090/tran/7683.

• H Boedihardjo, X. GENG, X Liu, Z Qian. A Quasi-sure Non-degeneracy Property for the Brownian Rough Path. Potential Analysis, 1-21, 2018. doi: 10.1007/s11118-018-9699-1.

• X. GENG, Zhongmin Qian. Finite dimensional characteristic functions of Brownian rough path. Frontiers of Mathematics in China, 12, 859-877, 2017. doi: 10.1007/s11464-017-0648-x.

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