Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
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
Coagulation and fragmentation models
– Oberwolfach Reports
(2008)
4,
2727
(doi: 10.4171/owr/2007/46)
Coupling Algorithms for Calculating Sensitivities of Population Balances
– AIP Conference Proceedings
(2008)
1048,
927
(doi: 10.1063/1.2991086)
Differential equation approximations for markov chains
– Probability Surveys
(2008)
5,
37–79
(doi: 10.1214/07-PS121)
The linear process deferment algorithm: a new technique for solving population balance equations
– SIAM J. Sci. Comput.
(2006)
28,
303
(doi: 10.1137/040618953)
The linear process deferment algorithm: A new technique for solving population balance equations
– SIAM Journal on Scientific Computing
(2006)
28,
303
(doi: 10.1137/040618953)
Notes on Brownian coagulation
– Markov Processes and Related Fields
(2006)
12,
407–412
Large Deviations for the Yang-Mills Measure on a Compact Surface
– Communications in Mathematical Physics
(2005)
261,
405–450
(doi: 10.1007/s00220-005-1450-2)
Large deviations for the Yang-Mills measure on a compact surface
– Communications in Mathematical Physics
(2005)
261,
405
(doi: 10.1007/s00220-005-1450-2)
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