Professor of Statistical Science
Research Interests: Financial mathematics, probability theory, stochastic analysis, statistics, mathematical economics
Publications
The intrinsic local time sheet of Brownian motion
– Probability Theory and Related Fields
(1991)
88,
363
(doi: 10.1007/BF01418866)
Embedding optimal selection problems in a Poisson process
– Stochastic Processes and their Applications
(1991)
38,
267
(doi: 10.1016/0304-4149(91)90094-s)
Local Time and Stochastic Area Integrals
– The Annals of Probability
(1991)
19,
457
(doi: 10.1214/aop/1176990435)
Pascal processes and their characterization
– Stochastic Processes and their Applications
(1991)
37,
331
(doi: 10.1016/0304-4149(91)90052-e)
Limit theorems for transient diffusions on the line
– Probability Theory and Related Fields
(1991)
89,
61
(doi: 10.1007/BF01225825)
$A(t,B_t)$ is not a semimartingale
(1991)
24,
275
Brownian motion in a wedge with variable skew reflection
– Transactions of the American Mathematical Society
(1991)
326,
227
Summability methods and almost-sure convergence
(1991)
69
Statistical analysis of Auger electron spectroscopy data for thin film growth modes
– Thin Solid Films
(1990)
188,
109
(doi: 10.1016/0040-6090(90)90197-l)
BROWNIAN-MOTION IN A WEDGE WITH VARIABLE SKEW REFLECTION .2.
– DIFFUSION PROCESSES AND RELATED PROBLEMS IN ANALYSIS, VOL 1
(1990)
22,
95
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