Research Interests

  • Stochastic Processes and Brownian motion
  • Lévy Processes and Stable Processes
  • Windings
  • Bougerol’s identity
  • Fluctuation Theory
  • Singly and doubly perturbed diffusions
  • Stochastic modeling (Biology, Finance and other domains)
  • Actuarial Sciences / Insurance Mathematics
  • Rotation of polymers