Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
A complete differential formalism for stochastic calculus in manifolds
(1992)
1526,
189–209
Estimates on the fundamental solution to heat flows with uniformly elliptic coefficients
– Proceedings of the London Mathematical Society. Third Series
(1991)
62,
373–402
Intensity fluctuations of randomly scattered waves considered as local time
– Physics Letters A
(1988)
128,
404
(doi: 10.1016/0375-9601(88)90118-1)
Intensity fluctuations of randomly scattered waves considered as local time
– Physics Letters. A
(1988)
128,
404
(doi: 10.1016/0375-9601(88)90118-1)
What is stochastic calculus?
(1988)
197,
1
Probabilities and potential. C
(1988)
151,
Construction of diffusions with a given density
(1988)
197,
69–77
Stochastic calculus in application
(1988)
197,
vi+95
Integration by parts for jump processes
(1988)
1321,
271–315
Self-avoiding random walk: A Brownian motion model with local time drift
– Probability Theory and Related Fields
(1987)
74,
271
(doi: 10.1007/BF00569993)
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