Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
– ACTA MATH-DJURSHOLM
(1997)
179,
79
(doi: 10.1007/BF02392720)
Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold
(1997)
1655,
16–23
Small time asymptotics for heat kernels with measurable coefficients
– COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
(1996)
322,
339
Small time asymptotics for heat kernels with measurable coefficients
– Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
(1996)
322,
339–344
Twisted sheets
– Journal of Functional Analysis
(1995)
132,
273–334
Heat kernel bounds and homogenization of elliptic operators
– The Bulletin of the London Mathematical Society
(1994)
26,
75–87
Path integral formulae for heat kernels and their derivatives
– Probability Theory and Related Fields
(1993)
94,
525
(doi: 10.1007/bf01192562)
Path integral formulae for heat kernels and their derivatives
– Probability Theory and Related Fields
(1993)
94,
525–541
A COMPLETE DIFFERENTIAL FORMALISM FOR STOCHASTIC CALCULUS IN MANIFOLDS
– LECTURE NOTES IN MATHEMATICS
(1992)
1526,
189
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