skip to content

Department of Pure Mathematics and Mathematical Statistics

Unestablished University Lecturer

Research Interests: Probability theory, stochastic analysis, random processes in random environment, heat kernels, stochastic processes with reflection.

Publications

Pathwise Differentiability for SDEs in a Smooth Domain with Reflection
S Andres
– Electronic Journal of Probability
(2011)
16,
845
Particle approximation of the Wasserstein diffusion
S Andres, M-K von Renesse
– Journal of Functional Analysis
(2010)
258,
3879
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
S Andres
РAnnales de l'Institut Henri Poincar̩, Probabilit̩s et Statistiques
(2009)
45,
104
  • <
  • 2 of 2

Room

D1.08

Telephone

01223 766852