Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Weak convergence of the localized disturbance flow to the coalescing Brownian flow
– The Annals of Probability
(2015)
43,
935
(doi: 10.1214/13-AOP845)
Weak convergence of the localized disturbance flow to the coalescing Brownian flow
– The Annals of Probability
(2015)
43,
935
(doi: 10.1214/13-aop845)
Diffusivity of a random walk on random walks
– Random Structures and Algorithms
(2014)
47,
267
(doi: 10.1002/rsa.20541)
Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory
– Annals of Applied Probability
(2013)
23,
957
(doi: 10.1214/12-aap861)
Hastings-Levitov aggregation in the small-particle limit
– Communications in Mathematical Physics
(2012)
Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory
– Annals of Applied Probability
(2012)
Hastings-Levitov Aggregation in the Small-Particle Limit
– Arxiv preprint arxiv:1106.3546
(2012)
316,
809
(doi: 10.1007/s00220-012-1552-6)
A stochastic min-driven coalescence process and its hydrodynamical limit
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2011)
47,
329
(doi: 10.1214/09-AIHP349)
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
– SIAM Journal on Scientific Computing
(2010)
32,
635
(doi: 10.1137/09075679x)
Coupling algorithms for calculating sensitivities of smoluchowski's coagulation equation
– SIAM Journal on Scientific Computing
(2010)
32,
635
(doi: 10.1137/09075679X)
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