Talks and lecture materials
Two lectures at Wales Mathematics Colloquium, May 2015:
Lecture 1: Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev Inequality (PDF, 623KB)
Lecture 2: Generalised Spherical Functions and Levy-Khinchine Formula on Groups and Symmetric Spaces (PDF, 685KB)
Talk given at conference on "Stochastic Analysis and Stochastic PDEs'', Warwick, April 2012.
Five lectures at Summer school on Levy processes:theory and applications at TU Braunschweig, July 2010:
Lecture series title: Lectures on Levy Processes and Stochastic Calculus
Talk given at two day meeting on "Noncommutative analysis, quantum theory and stochastic analysis'', Lancaster, October 2005.
Three lectures at 3me cycle de la Suisse Romande en Statistique et Probabilité Appliquée' , September 2005.
Lecture series title: Lectures on Levy processes, stochastic calculus and financial applications
Lecture 1: Infinite divisibility and Lévy processes (PDF, 239KB)
Lecture 2: Sample paths, jumps and stochastic integration (PDF, 199KB)
Lecture 3: From Girsanov's theorem to option pricing with Levy processes and Malliavin calculus (PDF, 194KB)
Infinite divisibility, Gelfand pairs and Fock space
Talk given at conference on "Probability Theory on Groups and Related Structures'', Budapest, August 2004.