Wenjie Ye (叶文杰)

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

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

Google Scholar

Preprints

  1. W. Ye, R. Zhu

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

    Preprint. Submitted (2025).

    arXiv

Peer-reviewed articles

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

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

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

    arXivDOI

  2. W. Ye

    Stochastic differential equations with local growth singular drifts

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

    arXivDOI

  3. W. Ye, Z. Yu

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

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

    DOI

  4. X. Chen, W. Ye

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

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

    arXivDOI

  5. X. Chen, W. Ye

    A study of backward stochastic differential equation on a Riemannian manifold

    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