Dr Xi Geng
SNR Lecturer in Probability & Stochastic Processes
School of Mathematics and Statistics
24 Scholarly works
1 Projects
HIGHLIGHTS
2026
Journal article
Stochastic domination of exit times for random walks and Brownian motion with drift
DOI: 10.1080/15326349.2025.25159642024
Journal article
Identifiability and Asymptotics in Learning Homogeneous Linear ODE Systems from Discrete Observations
2024
Journal article
On the lack of Gaussian tail for rough line integrals along fractional Brownian paths
DOI: 10.1007/s00440-023-01242-42024
Conference Proceedings
Identifiability Analysis of Linear ODE Systems with Hidden Confounders
2023
Journal article
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
DOI: 10.1007/s10959-022-01208-72023
Journal article
Non-degeneracy of stochastic line integrals
DOI: 10.1214/23-EJP10172021
Research grants (other domestic)
Inverting the Signature Transform for Rough Paths and Random Processes
RECENT SCHOLARLY WORKS
2023
Journal article
SL 2(R)-developments and signature asymptotics for planar paths with bounded variation
DOI: 10.4171/RMI/13972023
Conference Proceedings
Generator Identification for Linear SDEs with Additive and Multiplicative Noise
2022
Journal article
Lipschitz-stability of controlled rough paths and rough differential equations
DOI: 10.18910/884912022
Journal article
PRECISE LOCAL ESTIMATES FOR DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION: HYPOELLIPTIC CASE
DOI: 10.1214/21-AOP1542