Professor of Stochastic Analysis
Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits
Publications
Long-time behaviour of heat flow: Global estimates and exact asymptotics
– ARCH RATION MECH AN
(1997)
140,
161
(doi: 10.1007/s002050050063)
Small time asymptotics for heat kernels with measurable coefficients
– COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
(1996)
322,
339
Small time asymptotics for heat kernels with measurable coefficients
– Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
(1996)
322,
339–344
Twisted sheets
– Journal of Functional Analysis
(1995)
132,
273–334
Heat kernel bounds and homogenization of elliptic operators
– The Bulletin of the London Mathematical Society
(1994)
26,
75–87
Path integral formulae for heat kernels and their derivatives
– Probability Theory and Related Fields
(1993)
94,
525
(doi: 10.1007/BF01192562)
Path integral formulae for heat kernels and their derivatives
– Probability Theory and Related Fields
(1993)
94,
525–541
A complete differential formalism for stochastic calculus in manifolds
(1992)
1526,
189–209
A COMPLETE DIFFERENTIAL FORMALISM FOR STOCHASTIC CALCULUS IN MANIFOLDS
– LECT NOTES MATH
(1992)
1526,
189
- <
- 6 of 8