Talks and Lectures


Levy-type stochastic integrals with heavy tails .pdf
-talk given at "2nd International Workshop in Applied Probability'', Piraeus, March 2004
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Infinite divisibility, Gelfand pairs and Fock space .pdf
-talk given at conference on "Probability Theory on Groups and Related Structures'', Budapest, August 2004.
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Three lectures at 3me cycle de la Suisse Romande en Statistique et Probabilité Appliquée' , September 2005 link


Lecture series title: Lectures on Levy processes, stochastic calculus and financial applications

Lecture 1: Infinite divisibility and Levy processes .pdf

Lecture 2: Sample paths, jumps and stochastic integration .pdf

Lecture 3: From Girsanov's theorem to option pricing with Levy processes and Malliavin calculus.pdf



A wavelet construction for quantum Brownian motion and bridges .pdf
-talk given at two day meeting on ``Noncommutative analysis, quantum theory and stochastic analysis'', Lancaster (October 2005),
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Ornstein-Uhlenbeck processes with jumps in Hilbert space .pdf -talk given at ``9th International Vilnius conference on Probability Theory and Mathematical Statistics'', Vilnius, June 2006.
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Five lectures at Summer school on Levy processes:theory and applications at TU Braunschweig, July 2010 link


Lecture series title: Lectures on Levy Processes and Stochastic Calculus

Lecture 1: Infinite divisibility .pdf

Lecture 2: Levy processes .pdf

Lecture 3: The Levy-Ito decomposition .pdf

Lecture 4: Stochastic integration and Ito's formula .pdf

Lecture 5: The Ornstein-Uhlenbeck process .pdf

Regularity and Asymptotics of Densities on Compact Lie Groups .pdf -talk given at conference on ``Self-similarity and related fields'', Le Touquet, June 2011.
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Pseudo differential operators and Markov processes on Lie groups .pdf -talk given at workshop on ``Pseudo-differential Operators and Markov Processes'', WIMCS, Swansea, October 2011.
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Second quantised representation of Mehler semigroups associated with Banach space valued Levy processes, .pdf -talk given at conference on ``Stochastic Analysis and Stochastic PDEs'', Warwick, April 2012.
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Martingale transform and Levy Processes on Lie Groups, .pdf -talk given at conference on ``Nonlocal Operators: Analysis, Probability, Geometry and Applications '', Bielefeld, July 2012.
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Two lectures at Wales Mathematics Colloquium , May 2015 link

Lecture 1: Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev Inequality .pdf

Lecture 2: Generalised Spherical Functions and Levy-Khinchine Formula on Groups and Symmetric Spaces .pdf

L\'{e}vy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space, .pdf -talk given at conference on ``Workshop on Infinite-Dimensional Probability, Kings College London, February 2017.
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Last updated 1st March 2017.