My mathematical interest lies on all sort of stochastic processes with continuous time parameter. Here is what I was involved in so far:
“A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes” (in preparation)
”Exceptional Times for the Generalized Lambda Fleming-Viot Process with Mutations” (in preparation)
with Julien Beresticky (Paris), Leonid Mytnik (Haifa), Lorenzo Zambotti (Paris)
“On the Entire Moments of Self-Similar Markov Processes” (2012), submitted
with Matyas Barczy (Debrecen)
”Hitting properties and non-uniqueness for SDE driven by stable processes” (2011)
with Julien Beresticky (Paris), Leonid Mytnik (Haifa), Lorenzo Zambotti (Paris), submitted
“A Jump-Type SDE Approach to Positive Self-Similar Markov Processes” (2011)
with Matyas Barczy (Debrecen), submitted
“Infinite Rate Mutually Catalytic Branching on the Lattice and Generalized Voter Processes” (2011)
with Leonid Mytnik (Haifa), ALEA, 2012, 1-51
“Longtime Behavior of Mutually Catalytic Branching with Negative Correlations” (2011)
with Leonid Mytnik (Haifa), Springer Proceedings Stochastic Partial Differential Equations and Superprocesses
“Catalytic Branching Processes via Spine Techniques and Renewal Theory”
with Matt Roberts (Montreal), appears in Seminaire de Probabilite
“(Non)Differentiability and Asymptotics for Potential Densities of Subordinators”
with Mladen Savov (Oxford), Electronic Journal of Probability (16), 2011, 470-503
“Chung LIL for Levy Processes at Small Times” (2010)
with Frank Aurzada (Berlin) and Mladen Savov (Oxford), appears in Bernoulli
“Applications of the Renewal Theorem to Exponential Moments of Local Times”
with Mladen Savov (Oxford), Electronic Communications in Probability (15), 2010, 263-269
“Fine Properties of Symbiotic Branching Processes“ (September 2009), Dissertation TU Berlin
“On the Moments and the Interface of Symbiotic Branching Processes”
with Jochen Blath (Berlin) and Alison Etheridge (Oxford), The Annals of Probabiliity (39), 2011, 252-290
“Intermittency and Aging for the Symbiotic Branching Model”
with Frank Aurzada (Berlin), Annales de l‘Insitute Henri Poincare (B) (47), 2011
“Numerical Approaches to Backward Stochastic Differential Equations“ (2006), Diploma Thesis, Universität Konstanz