Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Brownian Motions of Ellipsoids
– Transactions of the American Mathematical Society
(1986)
294,
757
(doi: 10.2307/2000214)
Brownian motions of ellipsoids
– Transactions of the American Mathematical Society
(1986)
294,
757–765
An excluded-volume problem for Brownian motion
– Physics Letters. A
(1985)
112,
16
(doi: 10.1016/0375-9601(85)90451-7)
An excluded-volume problem for brownian motion
– Physics Letters A
(1985)
112,
16
(doi: 10.1016/0375-9601(85)90451-7)
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