Chair of Stochastic Analysis

The Stochastic Analysis Chair at EPFL focuses on random evolutions and stochastic dynamics, studying phenomena like slow-fast systems with fractional environment, generating diffusions with fractional Brownian motion, and functional limit theorems for volterra processes. The chair's research spans various areas, including coarse Ricci curvature of weighted Riemannian manifolds, logarithmic heat kernel estimates without curvature restrictions, and fluctuations of stochastic PDEs with long-range correlations. Members of the chair, led by Full Professor Xue-Mei Li, collaborate with academic visitors and affiliated members from institutions like King's College and Imperial College London, contributing to the advancement of stochastic analysis and related fields.