Local martingale functions of Brownian motion
`Volatility perturbations in financial markets'.
Results and Challenges in the study of Motion In Random Environments
Statistics of processes with applications to Mathematical Finance.
Renormalized self-intersection local time and the range of random walks.
Small ball probablities and the quantization problem for Gaussian measures.
Droplet formation in an Ising-based model of nonvolatile solutions
Random walks along orbits of dynamical systems'
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