Portrait of Wenjie Ye

I am currently a lecturer in the School of Mathematics and Statistics, Fujian Normal University. Before that, I was a postdoctoral fellow at the Academy of Mathematics and Systems Science, Chinese Academy of Sciences.
To learn more about my education and professional experience, please review my CV.

Research interests:

  • Stochastic analysis on manifolds
  • Stochastic control
  • Backward stochastic differential equations

02

Publications

Preprints

  1. Large N limit of the Langevin dynamics for the spin O(N) model

    W. Ye, R. Zhu

    Preprint (2025). arXiv

Peer-reviewed articles

  1. Forward-backward stochastic differential equations on tensor fields and a stochastic representation of Navier-Stokes equations on Riemannian manifolds

    X. Chen, A. B. Cruzeiro, W. Ye, Q. Zhang

    Annals of Applied Probability 36 (2), 1519–1561 (2026). arXivDOI

  2. Stochastic differential equations with local growth singular drifts

    W. Ye

    Journal of Theoretical Probability 37, 2576–2614 (2024). arXivDOI

  3. Exact controllability of linear mean-field stochastic systems and observability inequality for mean-field backward stochastic differential equations

    W. Ye, Z. Yu

    Asian Journal of Control 24, 237–248 (2022). DOI

  4. A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric

    X. Chen, W. Ye

    Statistics & Probability Letters 177, Article 109165 (2021). arXivDOI

  5. A study of backward stochastic differential equation on a Riemannian manifold

    X. Chen, W. Ye

    Electronic Journal of Probability 26, Paper No. 85, 31 pp. (2021). arXivDOI

03

Teaching

Recent courses

Talks and notes

  • December 17, 2024

    Random Walk

    Lecture notes from a talk on random walks.

04

Background

Education

  1. 2019-2020

    Visiting doctoral student

    Imperial College London

    Supervisor: Prof. Xue-Mei Li

  2. 2017-2022

    Ph.D. in Statistics

    Shanghai Jiao Tong University

    Supervisor: Prof. Xin Chen

  3. 2014-2017

    M.Sc. in Financial Mathematics and Financial Engineering

    Shandong University

    Supervisor: Prof. Zhiyong Yu

  4. 2010-2014

    B.S. in Mathematics and Applied Mathematics

    Qingdao University

05

Contact

Email

yewenjie [at] fjnu [dot] edu [dot] cn

Office

Room 1118, Research Building 18

Address

No. 18 Middle Wulongjiang Avenue, Shangjie, Minhou, Fuzhou, Fujian 350117, China