Research

Research Interests

• Probability theory and mathematical analysis

• Stochastic processes, random fields

• Stochastic partial differential equations

• Mathematical physics, statistics, mathematical finance, etc.

Publications and Preprints

1. Cheuk Yin Lee, Shen-Ning Tung and Tai-Ho Wang, Growth rate of liquidity provider's wealth in G3Ms. (arXiv:2403.18177)

2. Cheuk Yin Lee and Yimin Xiao, Local times of anisotropic Gaussian random fields and stochastic heat equation. Submitted. (arXiv: 2308.13732)

3. Zihuan Liu, Cheuk Yin Lee and Heping Zhang (2024), Tensor quantile regression with low-rank tensor train estimation. Ann. Appl. Stat. 18, no. 2, 1294–1318.

4. David Candil, Le Chen and Cheuk Yin Lee (2024), Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds. Stoch. Partial Differ. Equ. Anal. Comput. 12, 1507–1573.

5. Cheuk Yin Lee, Jian Song, Yimin Xiao and Wangjun Yuan (2023). Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices. Trans. Amer. Math. Soc. 376, no. 6, 4273–4299.

6. Cheuk Yin Lee and Yimin Xiao (2023). Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields. Bernoulli 29, no. 1, 523–550.

7. Cheuk Yin Lee and Chi-Wai Leung (2023). Regularity of certain commutative Banach rings. J. Math. Anal. Appl. 517, no. 1, Paper No. 126589, 10 pp.

8. Cheuk Yin Lee (2022). Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise. J. Fourier Anal. Appl. 28, no. 2, Paper No. 26, 38 pp.

9. Cheuk Yin Lee (2022). The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. Bernoulli 28, no.1, 277–306.

10. Cheuk Yin Lee and Yimin Xiao (2022). Propagation of singularities for the stochastic wave equation. Stochastic Process. Appl. 143, 31–54.

11. Robert C. Dalang, Cheuk Yin Lee, Carl Mueller and Yimin Xiao (2021). Multiple points of Gaussian random fields. Electron. J. Probab. 26, no. 17, 25pp.

12. Cheuk Yin Lee and Yimin Xiao (2019). Local nondeterminism and the exact modulus of continuity for stochastic wave equation. Electron. Commun. Probab. 24 no. 52, 8pp.

13. Cheuk Yin Lee and Chi-Wai Leung (2017). Norm-attaining property for a dual pair of Banach spaces. J. Math. Anal. Appl. 445 no. 1, 556–563.