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
Differential equation approximations for Markov chains
– Probability Surveys
(2008)
5,
37
(doi: 10.1214/07-PS121)
Coagulation and fragmentation models
– Oberwolfach Reports
(2007)
4,
2727
(doi: 10.4171/OWR/2007/46)
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
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)
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)
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)
Strong approximation for the supermarket model
– The Annals of Applied Probability
(2005)
15,
2038
(doi: 10.1214/105051605000000368)
Structure of large random hypergraphs
– The Annals of Applied Probability
(2005)
15,
125
(doi: 10.1214/105051604000000567)
Structure of large random hypergraphs
– Annals of Applied Probability
(2005)
15,
125–152
(doi: 10.1214/105051604000000567)
- <
- 3 of 8
