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Recent Publications

  • A resolvent-type method for estimating time integrals of quadratic fluctuations in weakly asymmetric exclusion,
    arXiv:1103.2802.

  • A rigorous equation for the Cole–Hopf solution of the conservative KPZ equation,
    Stoch. PDE: Anal. Comp. 1, 365-388 (2013).

  • On the spatial dynamics of the solution to the stochastic heat equation,
    Electron. J. Probab. 18(70), 32pp (2013) (joint with J. Bichard).

  • Monotonicity of the value function for a two-dimensional optimal stopping problem,
    Ann. Appl. Probab. 24(4), 1554-1584 (2014) (joint with A. Ocejo, S.D.Jacka).

  • On the collapse of trial solutions for a damped driven non-linear Schrodinger equation,
    arXiv:1405.0151 (joint with A. Hilbert).

  • On Trading American Put Options with Interactive Volatility,
    arXiv:1411.6938 (joint with Y. Zhao).

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