Research Areas

Probability theory and its connections with analysis and geometry, including subjects such as partial differential equations, functional analysis, Gaussian measures and applications in random geometry.

Education

• Ph.D. MIT 2011 (Supervisor: Daniel Stroock)

• B.Sc. Tsinghua University 2006

History

• Associate Professor of Mathematics, McGill Math and Stat Department 2021-present

• Assistant Professor of Mathematics, McGill Math and Stat Department 2014-2021

• Postdoc McGill Math and Stat Department 2011-2014

Memberships

• Probability Lab. of the Centre de Recherches Mathematiques, 2014-present

• CNRS-Unite Mixte Internationale CNRS-UMI, 2014-present

At McGill

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At MIT

"^*" indicates a student co-author.

Preprints

• L. Chen, F. Clerc and P. Panangaden. Two Behavioural Pseudometrics for Continuous-Time Markov Processes, submitted to Logical Methods in Computer Science, invited contribution.
  [ArXiv:2511.21621]
• A. Zlotchevski^* and L. Chen. Schrödinger Bridge Problem for Jump Diffusions.
  [ArXiv:2411.13765]
• A. Zlotchevski^* and L. Chen. The Schrödinger Bridge Problem for Jump Diffusions with Regime-Switching.
  [ArXiv:2511.06079]

Published / Accepted

• R. Riachi^* and L. Chen. Stochastic Kimura Equations, ALEA, Lat. Am. J. Probab. Math. Stat. Vol 22 (2025) pp 1011-1051.
  Journal Link
• L. Chen, F. Clerc and P. Panangaden. A behavioural pseudometric for continuous-time Markov processes, Foundations of Software Science and Computation Structures, pp 24-44, Cham (2025). Springer Nature Switzerland. Received the Distinguished Paper Award for the International Joint Conferences on Theory and Practice of Software.
  Journal Link
• L. Chen, F. Clerc^* and P. Panangaden. Behavioural equivalences for continuous-time Markov processes, Mathematical Structures in Computer Science Vol 33, No. 4-5 (2023), pp 222-258.
  Journal Link
• L. Chen and I. Weih-Wadman^*. Fundamental Solution to 1D Degenerate Diffusion Equation with Locally Bounded Coefficients, Journal of Mathematical Analysis and Applications Vol. 510, No. 2 (2022) 125979 (pp 1-46).
  Journal Link
• X.-Y. Yin^*, L. Chen, J.-C Nave. A diffusion-driven Characteristic Mapping method for particle management, SIAM Journal on Scientific Computing Vol 43, No. 5 (2021) A3155-A3183.
  Journal Link
• L. Chen. Steep Points of Gaussian Free Fields in Any Dimension, Journal of Theoretical Probability Theory Vol. 34 (2021), pp 1959-2004.
  Journal Link
• L. Chen and I. Weih-Wadman^*. The Fundamental Solution to 1D Degenerate Diffusion Equation with One-sided Boundary, Journal of Mathematical Analysis and Applications Vol. 492, No. 1 (2020).
  Journal Link
• I. Gibbs^* and L. Chen. Asymptotic Properties of Random Voronoi Cells with Arbitrary Underlying Density, Advances in Applied Probability Vol. 52, No. 2 (2020), pp 655-680.
  Journal Link
• L. Chen, F. Clerc^* and P. Panangaden. Towards a Classification of Behavioural Equivalences in Continuous-time Markov Processes, Electronic Notes in Theoretical Computer Science Vol. 352 (2020), pp 53-77. (Proceedings of the Thirty-Sixth Conference on the Mathematical Foundations of Programming Semantics.)
  Journal Link
• L. Chen, F. Clerc^* and P. Panangaden. Bisimulation for Feller-Dynkin Processes, Electronic Notes in Theoretical Computer Science Vol. 347 (2019), pp 45-63.
  Journal Link
• L. Chen and N. Shu^*. A Geometric Treatment of Log-Correlated Gaussian Free Fields, Contemporary Mathematics No. 739 (2019), pp 1-16.
  Journal Link
• L. Chen. Thick points of high-dimensional Gaussian free fields, Annales. Institut Henri Poincare Vol. 54, No. 3 (2018), pp 1492-1526.
  Journal Link
• L. Chen and D. Jakobson. Gaussian free fields and KPZ relation in R⁴, Annales Henri Poincare Vol. 15, No. 7 (2014), pp 1245-1283.
  Journal Link
• L. Chen and D. Stroock. Additive functions and Gaussian measures, Prokhorov and Contemporary Probability Theory, Springer Proceedings in Mathematics and Statistics 33 (2012).
  Journal Link
• L. Chen and D. Stroock. The fundamental solution to the Wright-Fisher equation, SIAM Journal on Mathematical Analysis Vol. 42, No. 2 (2010), pp. 539-567.
  Journal Link

Notes

• L. Chen. Spherical averages of Gaussian free fields, pp 1-19 -- short note (2014).
  [PDF]