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Scientific Interests

 

Probability Theory, Stochastic Processes:

 

- Stochastic integrals

- Stochastic calculus of variations and the Malliavin calculus

- Stochastic equations

- Measure-valued processes

- Random operators

- Markov processes. Local times. Multiplicative functionals

- Probability theory on linear topological spaces

- Stochastic flows

 

 

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