Talks and lecture materials
Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space (PDF, 383KB) at conference on Workshop on infinite-dimensional probability, King's College London, February 2017.
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)
Martingale transform and Levy Processes on Lie Groups (PDF, 991KB)
Talk given at conference on "Nonlocal Operators: Analysis, Probability, Geometry and Applications'', Bielefeld, July 2012.
Second quantised representation of Mehler semigroups associated with Banach space valued Levy processes (PDF, 191KB)
Talk given at conference on "Stochastic Analysis and Stochastic PDEs'', Warwick, April 2012.
Pseudo differential operators and Markov processes on Lie groups (PDF, 998KB)
Talk given at workshop on "Pseudo-differential Operators and Markov Processes'', WIMCS, Swansea, October 2011.
Regularity and Asymptotics of Densities on Compact Lie Groups (PDF, 1.3MB)
Talk given at conference on "Self-similarity and related fields'', Le Touquet, June 2011.
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
Lecture 1: Infinite divisibility (PDF, 155KB)
Lecture 2: Levy processes (PDF, 282KB)
Lecture 3: The Levy-Ito decomposition (PDF, 148KB)
Lecture 4: Stochastic integration and Ito's formula (PDF, 171KB)
Lecture 5: The Ornstein-Uhlenbeck process (PDF, 143KB)
Ornstein-Uhlenbeck processes with jumps in Hilbert space (PDF, 145KB)
Talk given at "9th International Vilnius conference on Probability Theory and Mathematical Statistics'', Vilnius, June 2006.
A wavelet construction for quantum Brownian motion and bridges (PDF, 137KB)
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.
Lévy-type stochastic integrals with heavy tails (PDF, 131KB)
Talk given at "2nd International Workshop in Applied Probability'', Piraeus, March 2004