Head of Department
Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory
– Annals of Applied Probability
(2012)
Hastings-Levitov aggregation in the small-particle limit
– Communications in Mathematical Physics
(2012)
Hastings-Levitov aggregation in the small-particle limit
– Communications in Mathematical Physics
(2012)
316,
809
(doi: 10.1007/s00220-012-1552-6)
Weak convergence of the localized disturbance flow to the coalescing Brownian flow
– The Annals of Probability
(2011)
43,
935
(doi: 10.1214/13-aop845)
A stochastic min-driven coalescence process and its hydrodynamical limit
– Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
(2011)
47,
329
(doi: 10.1214/09-AIHP349)
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
– SIAM Journal on Scientific Computing
(2010)
32,
635
(doi: 10.1137/09075679x)
Homogenization for advection-diffusion in a perforated domain
(2010)
378,
397
Coupling algorithms for calculating sensitivities of Smoluchowski’s coagulation equation
– SIAM Journal on Scientific Computing
(2010)
32,
635
(doi: 10.1137/09075679X)
TWO-PARAMETER STOCHASTIC CALCULUS AND MALLIAVIN'S INTEGRATION-BY-PARTS FORMULA ON WIENER SPACE
– ASTERISQUE
(2009)
93
Coupling algorithms for calculating sensitivities of population balances
– AIP Conference Proceedings
(2008)
1048,
927
(doi: 10.1063/1.2991086)
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