Professor of Statistical Science
Research Interests: Financial mathematics, probability theory, stochastic analysis, statistics, mathematical economics
Publications
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)
RECURRENCE OF ADDITIVE-FUNCTIONALS OF MARKOV-CHAINS
– SANKHYA SER A
(1985)
47,
47
BROWNIAN LOCAL-TIMES AND BRANCHING-PROCESSES
– LECTURE NOTES IN MATHEMATICS
(1984)
1059,
42
A diffusion first passage problem
(1984)
7,
151
A DIFFERENTIAL-EQUATION IN WIENER-HOPF THEORY
– LECTURE NOTES IN MATHEMATICS
(1984)
1095,
187
$\rm BM(\bf R^3)$ and its area integral $\int β\times dβ$
(1984)
1095,
155
(doi: 10.1007/bfb0099127)
Itô excursion theory via resolvents
– Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
(1983)
63,
237
(doi: 10.1007/BF00538964)
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