Head of Department
Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Cluster coagulation
– Communications in Mathematical Physics
(2000)
209,
407–435
Smoluchowski's coagulation equation: Uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent
– ANNALS OF APPLIED PROBABILITY
(1999)
9,
78
Smoluchowski’s coagulation equation: uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent
– The Annals of Applied Probability
(1999)
9,
78–109
Ornstein-Uhlenbeck processes indexed by the circle
– The Annals of Probability
(1998)
26,
465
(doi: 10.1214/aop/1022855640)
Markov chains
(1998)
2,
Ornstein-Uhlenbeck processes indexed by the circle
– The Annals of Probability
(1998)
26,
465–478
Long-time behaviour of heat flow: Global estimates and exact asymptotics
– Archive for Rational Mechanics and Analysis
(1997)
140,
161–195
(doi: 10.1007/s002050050063)
Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold
(1997)
1655,
16–23
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
– ACTA MATHEMATICA
(1997)
179,
79
(doi: 10.1007/BF02392720)
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
– Acta Mathematica
(1997)
179,
79–103
(doi: 10.1007/bf02392720)
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