# Welcome

Hi! I am Jiawei. Welcome to my personal webpage.

I am currently the Zeev Nehari Visiting Assistant Professor at Carnegie Mellon University.

My research interests are stochastic analysis and probability theory, mainly on Malliavin calculus and applications of probability theory in fluid mechanics.

I obtained my doctorate from the University of Oxford in 2019, under the supervision of Prof. Zhongmin Qian. My PhD thesis, entitled '*Sample paths of some Gaussian processes via Malliavin calculus*' can be found here.

My CV can be found here (last update in September 2021).

**Selected Publications:**

Li, J., Qian, Z. and Zhou, M., 2021. On distributions of velocity random fields in turbulent flows. arXiv preprint arXiv:2107.03219.

Li, J., Qian, Z. and Zhou, M., 2021. On the transport equation for probability density functions of turbulent vorticity fields. arXiv preprint arXiv:2104.12217

Gu, Y. and Li, J., 2020. Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher. SIAM Journal on Mathematical Analysis, 52(6), pp.5422-5440.

Li, J. and Qian, Z., 2020. Large Deviation Principle for Fractional Brownian Motion with Respect to Capacity. Potential Analysis 54, 655–685.

Li, J. and Qian, Z., 2019. Fine properties of fractional Brownian motions on Wiener space. Journal of Mathematical Analysis and Applications, 473(1), pp.141-173.

**Teaching:**

Fall 21/22- 21355 A-Principles of Real Analysis 1

Summer 20/21- 21325 S-Probability (lecture notes)

Spring 20/21-21120-Differential and Integral Calculus

Fall 20/21-21355 C-Principles of Real Analysis 1

Spring 19/20-21120-Differential and Integral Calculus