I am a postdoc, working with Professors Ivan Nourdin and Giovanni Peccati (University of Luxembourg) and Professors Louis H.Y. Chen and Adrian Roellin (National University of Singapore). Prior to this, I was a visiting assistant professor at Michigan State University, working with Professor Yimin Xiao. I obtained my Ph.D. in July 2016 from University of Paris-East, under the guidance of Professors Stéphane Jaffard and Stéphane Seuret. I am interested in probability theory and its interaction with analysis and mathematical statistics.

  • xiaochuan.yang@uni.lu
  • +352 46 66 44 53 93
  • Languages Spoken:
    English; French; Chinese
  • Université du Luxembourg
    Unité de Recherche en Mathématiques
    Maison du Nombre
    6, avenue de la Fonte
    L-4364 Esch-sur-Alzette
    Grand Duchy of Luxembourg


  1. On the favorite points of symmetric Lévy processes.(with Bo Li, Yimin Xiao). to appear in J. Theoret. Probab.

  2. Multifractal properties of sample paths of ground state-transformed jump processes.(with Jozsef Lorinczi). Chaos Solitons Fractals 120 (2019) 83–94.

  3. On sojourn of Brownian motion inside moving boundaries.(with Stéphane Seuret). Stochastic Process. Appl. 129 (2019) 978–994.

  4. Uniform Hausdorff dimension result for the inverse images of stable Lévy processes(with Renming Song, Yimin Xiao). Electron. Commun. Probab., Volume 23 (2018), paper no. 75, 10 pp.

  5. Multifractality of jump diffusion processes. Ann. Inst. Henri Poincaré Probab. Stat. 54 (2018), No.4, 2042-2074.

  6. Hausdorff dimension of the range and the graph of stable-like processes. J. Theoret. Probab. 31 (2018), No.4, 2412-2431.

  7. Multifractal analysis for the occupation measure of stable-like processes.(with Stéphane Seuret), Electron. J. Probab. 22 (2017), Paper No. 47, 36 pp.