Talks and lecture materials


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.


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


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


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