Wenbo V. Li
Professor of Mathematics


Information on how to reach me is here. Or look here for information on the UD Department of Mathematical Sciences.
Research Interests. Stochastic modelling and analysis in sciences (mathematics, statistics, computation, biology, finance, engineering, networks); Gaussian processes and applications of Gaussian methods; Gaussian Random and Free Fields; Small deviation/value probabilities; Probability estimates for exit/survival/crossing time; Boundary crossing probabilities with applications to sequential analysis; Stochastic and combinatorial optimization/algorithm; Random polynomials and matrices; Stochastic inequalities; Simulation; Probabilistic methods; Probability on Banach spaces and geometric functional analysis; Stochastic partial differential equations and random dynamics.
  • Publications;

  • Selected Professional and Educational Experience

    Current/Selected Professional Services

    Upcoming/Recent Conferences

  • The eighth World Congress in Probability and Statistics, Istanbul, Turkey, July 9-14, 2012.
  • Meeting the Challenges of High Dimension: Statistical Methodology, Theory and Applications, Singapore, Mid-Aug – Mid-Nov, 2011.
  • Third IMS-China Int. Conf. on Statistics and Probability, Xian, China, Summer, 2011.
  • 35th Conf. on Stochastic Processes and Their Applications, Oaxaca, Mexico, June 19-25, 2011.
  • Probability and Discrete Mathematics in Mathematical Biology, Singapore, Mid-Mar – early June, 2011.
  • The Ninth Northeast Probability Seminar (NEPS) , CUNY, New York City, Nov. 2010.
  • Congress of Chinese Probability and Statistics Society, Nankai, China, Oct. 2010.
  • CMI's summer school on "Probability and Statistical Physics in Two (and more) dimensions". July 11 to August 7, 2010 in Buzios, Brzil.
  • The 19th Simposio Nacional de Probabilidade e Estatística (SINAPE) of the Brazilian Statistical Association (ABE), Sao Pedro-SP Período, Brazil, July 26-30, 2010.
  • The Seventh Workshop on Markov Processes and Related Topics, Beijing Normal University, Beijing, July 19-23, 2010.
  • An international conference in honor of P.L. Hsu’s 100th birthday, Peking University, Beijing, July 5-7, 2010.
  • The Tenth Int. Vilnius, Conf. on Probability and Mathematical Statistics, Vilnius, Lithuania, June 28-July 2, 2010.
  • From Markov Processes to Brownian Motion and Beyond: An Int. Conf. in Memory of Kai Lai Chung, Beijing, June 13-16, 2010.
  • Workshop on Stochastics and Dynamics: Asymptotic Problems, University of Maryland, College Park, May 6-9, 2010.
  • Conference in honor Len Gross: Stochastic Analysis and Mathematical Physics, April 11-13, 2010.
  • Stochastic Partial Differential Equations and their Applications, Isaac Newton Institute for Mathematical Sciences, March 29- April 1, 2010.
  • Seminar on Stochastic Processes 2010, University of Central Florida, March 11-13, 2010.
  • Stochastics and Real World Models, International Graduate College (IGK), Bielefeld, Feb. 15-19, 2010.
  • Workshop on random complex structures and data science, Institute of Applied Mathematics, CAS, Jan. 2010.
  • The Eighth Northeast Probability Seminar (NEPS) , Columbia University, Nov 19-20, 2009.
  • The XI Latin American Congress in Probability and Mathematical Statistics, Caracas, Venezuela, Nov. 1-6, 2009.
  • Workshop on ``Random Dynamics: Where Probability and Ergodic Theory Meet'', 2009 Fall Eastern Section Meeting of AMS, Penn State, Oct. 24-25, 2009.
  • Int. Workshop on Stochastic Partial Differential Equations, Shandong University, Weihai, China, July 20-24, 2009.
  • Third Int. Conf. on Stochastic Analysis and Its Applications, Beijing Institute of Technology, Beijing, July 13-17, 2009.
  • Second IMS-China Int. Conf. on Statistics and Probability, Weihai, China, July 3-6, 2009.
  • First IMS-APRM (IMS Asia Pacific Rim Meetings), Seoul National University, Seoul, June 28 - July 1, 2009.
  • Int. Conf. on Applied Mathematics, 30th Anniversary of the Institute of Applied Mathematics, the Chinese Academy of Sciences, Beijing, June 27 to 28, 2009.
  • Advances in Stochastic Inequalities and Their Applications, Banff Int. Research Station (BIRS), Canada, June 7-12, 2009.
  • 2009 John H. Barrett Memorial Lectures, Stochastic Analysis and Applications, University of Tennessee, Knoxville, April 17-18, 2009.
  • Workshop ``Small Ball Inequalities in Analysis, Probability, and Irregularities of Distribution'', AIM, Palo Alto, CA, Dec. 8-12, 2008.
  • The Seven Northeast Probability Seminar (NEPS) , Courant Institute, NYU, Nov. 20-21, 2008.
  • Fall 2008 Meeting of the Eastern Pennsylvania and Delaware section of the MAA (EPaDel), Ursinus College, PA, Nov. 8, 2008.
  • Gaussian Analysis and Stochastic Partial Differential Equations, AMS Southeastern meeting, Huntsville, AL, Oct. 24-26, 2008.
  • Chinese-French Meeting in Probability and Analysis, Centre Int. de Rencontres Mathematiques in Marseille-Luminy, France, Sep. 8-12, 2008.
  • Sixth Workshop on Markov Processes and Related Topics, Anhui Normal University, Wuhu, China, July 21-26, 2008.
  • First IMS-China Int. Conf. on Statistics and Probability, Hangzhou, China, June 11-13, 2008.
  • High Dimensional Probability V, Centre Int. de Rencontres Mathematiques in Marseille-Luminy, France, May 26-30, 2008.
  • Workshop ``Probability and Geometry in Interaction'' Toulouse, France, May, 2008.

    Mathematical Geneology .
  • J. Kuelbs, R. Cameron, W. Hurwitz, D. Hilbert, C. Lindeman, F. Klein, R. Lipschitz, G. Dirichlet, S. Poisson and J. Fourier, J. Lagrange, L. Euler, J. Bernoulli.


    Teaching: Math 450 Math 630.


    Probability Seminar: 2001-Spring 2010
    Useful Links:
  • Probability Tutorials .
  • Electronic Journal for History of Probability and Statistics .


    Last modified Nov. 2009 by W.V. Li,