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
Yang-Mills Measure and the Master Field on the Sphere
– Communications in Mathematical Physics
(2020)
377,
1163
(DOI: 10.1007/s00220-020-03773-6)
A consistency estimate for Kac’s model of elastic collisions in a dilute gas
– The Annals of Applied Probability
(2016)
26,
1029
(DOI: 10.1214/15-aap1111)
Diffusivity of a random walk on random walks
– Random Structures & Algorithms
(2015)
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
(2012)
Hastings-Levitov aggregation in the small-particle limit
– Communications in Mathematical Physics
(2012)
Influence in product spaces
– Advances in Applied Probability
(2016)
48,
145
(DOI: 10.1017/apr.2016.46)
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)
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
– Arxiv preprint arxiv:1106.3252
(2015)
43,
935
(DOI: 10.1214/13-aop845)
Hastings-Levitov aggregation in the small-particle limit
– Arxiv preprint arxiv:1106.3546
(2012)
316,
809
(DOI: 10.1007/s00220-012-1552-6)
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