Tenuretrack Assistant Professor
Auburn University
Department of Mathematics and Statistics
203 Parker Hall
Auburn, Alabama 36849
Email: le.chen AT auburn.edu
Zoom: 8141875411
I am a tenuretrack assistant professor at Auburn University. Before this, I was a visiting assistant professor at Emory University from 20192021 for four semesters, a tenuretrack assistant professor at the University of Nevada, Las Vegas, from 20182019 for three semesters, and the BlackBabcock visiting assistant professor at the University of Kansas from 20152017 for five semesters. I obtained my Ph.D. in April 2013 from Swiss Federal Institute of Technology, Lausanne  École Polytechnique Fédérale de Lausanne. In 2014, I obtained an SNSF (Swiss National Science Foundation) postdoctoral research fellowship to spend one year at the University of Utah. I am an analysist/probabilist, working on stochastic analysis and stochastic partial differential equations.

Stochastic Analysis Seminar at Auburn (SASA).
Conferences/Special Sessions Location Date Link Frontier Probability Days 2021 Las Vegas, NV, USA Dec. 35, 2021 http://webhome.auburn.edu/~lzc0090/FPD20/ Special Session on Stochastic Analysis and Application Virtual Nov. 2021, 2021 AMS 2021 Fall Southeastern Sectional Meeting Special Session on Stochastic Processes and Related Topics Atlanta, GA, USA Mar. 1819, 2023 AMS 2023 Spring Southeastern Sectional Meeting
Course code  Course  Year  Term  University 

Math 7830  Stochastic processes II  2024  Spring  Auburn 
Math 7820  Stochastic processes I  2023  Fall  
Math 7810  Probability II (Measurebased)  Spring  
Math 7010  Applied Mathematics II  
Math 7800  Probability I (Measurebased)  2022  Fall  
Math 7000  Applied Mathematics I  
Math 7210  Real Analysis II  Spring  
Math 5870/6870  Mathematical Finance  2021  Fall  
STAT 3600  Probability & Statistics  I  
Summer Boost Camp  For Bioinformatics Ph.D. program  Summer  Emory  
Math 362  Mathematical Statistics  II  Spring  
Math 221 (two sessions)  Linear Algebra  
Math 221 (three sessions)  2020  Fall  
Math 362 (two sessions)  Mathematical Statistics  II  Spring  
Math 361 (two sessions)  Mathematical Statistics  I  2019  Fall  
Math 463/663  Advanced Matrix Theory  Spring  UNLV  
Math 283  Calculus III  
Math 432  Elementary Complex Analysis  2018  Fall  
Math 181  Calculus I  
Math 365  Computational Linear Algebra  Spring  
Math 526  Probability and Statistics  2017  KU  
Math 526  2016  Fall  
Math 526  Spring  
Math 526  2015  Fall  
Math 526  Spring 
 Open slides for Linear Algebra (based on Math 221 taught at Emory)
 Open slides for Mathematical Statistics (based on Math 362 taught at Emory)
 Here are some teaching tools that I have been using.
Coauthors  Title  Ref  Misc  

32  D. Candil and C.Y. Lee  Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds  arXiv:2301.06435  51 pages 
31  N. Eisenberg  Invariant measures for the nonlinear stochastic heat equation on Rd without any drift term  arXiv:2209.04771  29 pages 
30  Y. Guo and J. Song  On moments of a class of SPDEs  arXiv:2206.10069  40+ pages 
Coauthors  Title  Journal  Year  Status  

29  J. Huang  Superlinear stochastic heat equation on Rd  Proceedings of American Mathematical Society  2023  to appear 
28  R. Balan and Y. Ma  Parabolic Anderson model with rough noise in space and general initial conditions  Electronic Communication of Probability  
27  N. Eisenberg  Interpolating the stochastic heat and wave equations with timeindependent noise: solvability and exact asymptotics  Stochastic Partial Differential Equations: Analysis and Computation  2022  
26  G. Hu  Hölder regularity of the nonlinear stochastic timefractional slow and fast diffusion equations on Rd  Fract. Calc. Appl. Anal.  25 (2), 608629.  
25  D. Khoshnevisan, D. Nualart, and F. Pu  Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial conditions.  Journal of Functional Analysis  282 (2), Paper No. 109290, 35 pp.  
24  Central limit theorems for spatial averages of the stochastic heat equation via MalliavinStein's method  Stochastic Partial Differential Equations: Analysis and Computation  2021  to appear  
23  Spatial ergodicity for SPDEs via a Poincaréinequalities  Electronic Journal of Probability  26, Paper No. 140, 37 pp.  
22  A CLT for dependent random variables, with applications to infinitelymany interacting diffusion processes.  Proceedings of American Mathematical Society  149 (12), 5367–5384  
21  Central limit theorems for parabolic stochastic partial differential equations.  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques  58 (2), 10521077  
20  R. Balan and X. Chen  Exact asymptotics of the stochastic wave equation with timeindependent noise.  58 (2022), no. 3, 15901620  
19  Y. Hu and D. Nualart  Regularity and strict positivity of densities for the nonlinear stochastic heat equation.  Memoirs of American Mathematical Society  Vol. 273, no. 1340.  
18  K. Kim  Stochastic comparison for stochastic heat equation on Rd.  Electronic Journal of Probability  2020  25, article No. 140, 138 
17  J. Huang, D. Khoshnevisan and K. Kim  Dense blowup for parabolic SPDEs.  2019  Vol. 24, paper no. 118, 133  
16  Y. Hu and D. Nualart  Nonlinear stochastic timefractional slow and fast diffusion equations on Rd.  Stochastic Processes and their Applications  129, 50735112  
15  J. Huang  Comparison principle for stochastic heat equation on Rd.  Annals of Probability  Vol. 47, No. 2, 9891035  
14  K. Kim  Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency.  Acta Mathematica Scientia  2018  39B (3): 645668 
13  Y. Hu, K. Kalbasi and D. Nualart  Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise.  Probability Theory and Related Fields  171(1), 431457  
12  R. Balan  Parabolic Anderson Model with spacetime homogeneous Gaussian noise and rough initial condition.  Journal of Theoretical Probability  31 (4), 22162265  
11  Y. Hu and D. Nualart  Twopoint correlation function and FeynmanKac formula for the stochastic heat equation  Potential Analysis  2017  46 (4), 779797 
10  K. Kim  On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques  53 (1), 358388  
9  M. Cranston, D. Khoshnevisan and K. Kim  Dissipation and high disorder  Annals of Probability  45 (1), 8299  
8  D. Khoshnevisan and K. Kim  A boundedness trichotomy for the stochastic heat equation  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques  53 (4), 19912004  
7  Nonlinear stochastic timefractional diffusion equations on R: moments, Hölder regularity and intermittency  Transactions of the American Mathematical Society  369 (12), 84978535  
6  G. Hu, Y. Hu and J. Huang  Spacetime fractional diffusions in Gaussian noisy environment  Stochastics  89 (1), 171206  
5  D. Khoshnevisan and K. Kim  Decorrelation of total mass via energy.  Potential Analysis  2016  45 (1), 157166 
4  R. Dalang  Moment bounds and asymptotics for the stochastic wave equation  Stochastic Processes and their Applications  2015  125 (4), 16051628 (This paper corresponds mostly to Section 3 of the unpublished notes arXiv:1401.6506v1) 
3  Moments, intermittency and growth indices for nonlinear stochastic fractional heat equation  Stochastic Partial Differential Equations: Analysis and Computations  3 (3), 360397  
2  Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions  Annals of Probability  43 (6), 30063051  
1  Höldercontinuity for the nonlinear stochastic heat equation with rough initial conditions  Stochastic Partial Differential Equations: Analysis and Computations  2014  2 (3), 316352 
Advisor  Title  Year  Misc  

0  Robert C. Dalang  Moments, intermittencey, and growth indices for nonlinear stochastic PDE's with rough initial conditions.  2013  The École polytechnique fédérale de Lausanne, Thesis No. 5712 
Coauthors  Title  Year  Misc  

1  R. Dalang  The nonlinear stochastic heat equation with rough initial data: a summary of some new results  2012  arXiv:120.1690 
2  Moment bounds in spde's with application to the stochastic wave equation  2014  arXiv:1401.6506  
3  The third moment for the parabolic Anderson model  2016  arXiv:1609.01005  
4  J. Huang  Regularity and strict positivity of densities for the stochastic heat equation on Rd  2019  arXiv:1902.02382 
Name  University  Counts 

Balan, Raluca  University of Ottawa, CA  3 
Chen, Xia  University of Tennessee  1 
Candil, David  École Polytechnique Fédérale de Lausanne, Switzerland  1 
Cranston, Michael  University of California, Irvine  1 
Dalang, Robert  École Polytechnique Fédérale de Lausanne, Switzerland  4 
Eisenberg, Nicholas  University of Nevada, Las Vegas/Auburn University  2 
Guo, Yuhui  Shandong University, CN  1 
Hu, Guannan  Washburn University  2 
Hu, Yaozhong  University of Alberta, CA  5 
Huang, Jingyu  University of Birmingham, UK  5 
Kalbasi, Kamran  University College Dublin  1 
Khoshnevisan, Davar  University of Utah  9 
Kim, Kunwoo  Pohang University of Science and Technology, Korea  7 
Lee, Cheuk Yin  Taiwan Tsing Hua University  1 
Ma, Yiping  University of Ottawa, CA  1 
Nualart, David  University of Kansas  9 
Pu, Fei  Beijing Normal University  5 
Song, Jian  Shandong University, CN  1 

Ph.D. Students
Name Years Current position Eisenberg, Nicholas 2018 Fall  2022 Summer Postdoc at Department of Energy 
Postdocs
Name Years Xia, Panqiu 2022 Fall  Now
Social Medias in Academia  Others  

Google Scholar  arXiv  Github 
ORCID  Research Gate  Previous work on computer science 
Mathscinet  My neovim 0.5+ setup  
Publon  Hugging Face 