Dr. Wei Xu

Profile

Academic positionPost Doc
Research fieldsStochastics, Probability Theory,Mathematical Modelling
KeywordsHawkes random measure, scaling limit, limit order book, branching particle system, measure-valued diffusion

Current contact address

Host during sponsorship

Prof. Dr. Ulrich HorstInstitut für Mathematik, Humboldt-Universität zu Berlin, Berlin
Start of initial sponsorship01/10/2018

Programme(s)

2018Humboldt Research Fellowship Programme for Postdocs