My research interests are primarily in the area of probability and stochastic processes. My main results are usually showing limiting behaviour of stochastic systems. My work so far involved:

  • continuous time Markov processes, Brownian motion
  • stochastic (partial) differential equations
  • graphical models (stochastic processes indexed by graphs)
  • renewal theory, Wiener-Hopf equation
  • undershoot and overshoot of random walks
  • time series, stochastic fixed point equation


Time-like graphical models

I have a few unfinished ongoing things that I am working on. They'll be added soon on the list.