**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)

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