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
Small-time fluctuations for the bridge of a sub-Riemannian diffusion
– Annales scientifiques de l'École Normale Supérieure
(2021)
54,
549
(DOI: 10.24033/asens.2465)
Yang-Mills Measure and the Master Field on the Sphere
– Communications in Mathematical Physics
(2020)
377,
1163
(DOI: 10.1007/s00220-020-03773-6)
Heat Kernel Bounds and Homogenization of Elliptic Operators
– Bulletin of the London Mathematical Society
(2016)
26,
75
(DOI: 10.1112/blms/26.1.75)
Estimates on the Fundamental Solution to Heat Flows With Uniformly Elliptic Coefficients
– Proceedings of the London Mathematical Society
(2016)
s3-62,
373
(DOI: 10.1112/plms/s3-62.2.373)
Influence in product spaces
– Advances in Applied Probability
(2016)
48,
145
(DOI: 10.1017/apr.2016.46)
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)
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 & 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
– Arxiv preprint arXiv:1001.0895
(2013)
23,
957
(DOI: 10.1214/12-AAP861)
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