me at Baltic seashore (German), 2008.9

　

WPA 2006  Taipei,  PROGRAMM

　

　

Mini-Course in Probability:

　

Novikov(2006.11), Leonenko(2006.12), Woyczynski(2009.05),

Cranston(2009.07), Ayache(2009.12)

　

Stochastic Dynamics 2008.01.30

　

Probability and Finance 2008.07.10

　

Probability Session  2009.07.09

　

Mathematical Analysis 2009.10.21/22

　

Applied Analysis and Probability  2010.03.24

　

Activity in Probability (seminar)

　

2008F  wed.pm,  2009S  fri.am,  2009F  fri.am

　

Activity in Analysis/Probability/Applications

 (seminar, semi-regular)  2010 

　

　

Papers online

　

Scaling limits of time-fractional diffusion-wave systems
with random initial data, Stochastics and Dynamics, 2010, pp 1-35. Joint work with G.-R. Liu.

　

http://dx.doi.org/10.1142/S0219493710002826

　

Simulation of Multifractal Products of Ornstein-Uhlenbeck
type processes, Nonlinearity, 2010, pp 823-843. Joint work with

V. Anh, N.N. Leonenko, and E. Taufer.

　

http://www.iop.org/EJ/abstract/0951-7715/23/4/004

　

Homogenization of Fractional Kinetic Systems with Random Initial Data,

Joint work with G.-R. Liu.

　

First version in 2010  http://arxiv.org/abs/1004.4267

　

Final version  in Elec J. Probab. 2011, pp 962-980

　

 http://www.math.washington.edu/~ejpecp/

Hausdorff and packing dimensions of the images of random fields, Bernoulli, 2010, pp 926-952. Joint work with Y. Xiao

http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1290092890

　

 

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