Areas of Expertise

  • Interacting particle systems
  • Stochastic dynamics
  • Infinite dimensional analysis
  • Random measures
  • Noncommutative probability

Publications

  1. & Meixner class of orthogonal polynomials of a non-commutative monotone Levy noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics
  2. & Fock representations of Q-deformed commutation relations. Journal of Mathematical Physics 58(7), 073501
  3. & Wick Calculus for Noncommutative White Noise Corresponding to q-Deformed Commutation Relations. Complex Analysis and Operator Theory
  4. & Laplace Operators in Gamma Analysis. In Stochastic and Infinite Dimensional Analysis. -147).
  5. Gauge-Invariant Quasi-Free States on the Algebra of the Anyon Commutation Relations. Communications in Mathematical Physics

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Teaching

  • MA-341 Stochastic Processes

    This module serves as an introduction to the theory of stochastic processes, in both discrete and continuous times. A special attention is drawn to the theory of martingales in discrete time, and to the construction and fundamental properties of Brownian motion and Poisson process.

  • MA-381 Functional Analysis

    An introduction to Functional Analysis

  • MA-M41 Stochastic Processes

    This module serves as an introduction to the theory of stochastic processes, in both discrete and continuous times. A special attention is drawn to the theory of martingales in discrete time, and to the construction and fundamental properties of Brownian motion and Poisson process.

  • MA-M81 Functional Analysis

    An introduction to Functional Analysis

  • MARM02 Stochastic Processes (MRes Thesis)

    A research project selected from an area of expertise of a member of staff in the Department of Mathematics. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area covered within one of the taught modules in the MRes scheme.

Supervision

  • Particle density of the CAR algebra and particle- hole duality in continuum (current)

    Student name:
    PhD
    Other supervisor: Prof Jiang-Lun Wu
  • ''Transition Densities of certain Levy Processes and Related Metric Measure Spaces.'' (awarded 2017)

    Student name:
    MRes
    Other supervisor: Prof Niels Jacob