Papers and Publications

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Recent Publications

Levy processes - from probability theory to finance and quantum groups, Notices of the American Math Soc. 51, 1336-47 (2004) .pdf

Levy-type stochastic integrals with regularly varying tails, Stochastic Analysis and its Applications, 23, 1-18 (2005) .pdf

Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space, Seminaire de Probabilites 39 171-97 (2005) .pdf   Author's post-publication comment.pdf

Brownian motion and Levy processes on locally compact groups, Methods of Functional Analysis and Topology, 12 101-112 (2006).pdf

Covariant Mehler semigroups in Hilbert space, Markov Processes and Related Fields 13, 159-69 (2007).pdf   Author's post-publication comment.pdf

On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert Space, Potential Analysis 26 79-100 (2007).pdf

Levy processes and stochastic integrals in Banach spaces, Probability and Mathematical Statistics 27 75-88 (2007) .pdf   Author's post-publication comment.pdf

A Levy-Cielsielski Expansion for Quantum Brownian Motion and the Construction of Quantum Brownian Bridges, Journal of Applied Analysis, 13, 275-90 (2007) .pdf

Probability Measures on Compact Groups which have Square-Integrable Densities , Bulletin of the London Math Soc., 40, 1038-44 (2008) .pdf   Corrigendum 42 948 (2010) .pdf

Universal Malliavin calculus in Fock and Levy-Ito spaces, Communications on Stochastic Analysis 3, 119-41 (2009) .pdf

Some $L^{2}$ Properties of Semigroups of Measures on Lie Groups, Semigroup Forum 79, 217-28 (2009) .pdf   Author's post-publication comment.pdf

Asymptotic Stability of Stochastic Differential Equations Driven by Levy Noise (co-author: Michailina Siakalli )), Journal of Applied Probability 46, 1116-29 (2009) .pdf

Extending Stochastic Resonance for Neuron Models to General Levy Noise, IEEE Transactions on Neural Networks 20, 1993-6 (2009) .pdf

Stochastic Stabilization of Dynamical Systems using Levy Noise (co-author: Michailina Siakalli ), Stochastics and Dynamics 10, 509-27 (2010).pdf

Robin Hudson's Pathless Path to Quantum Stochastic Calculus, Communications on Stochastic Analysis 4, 481-91 (2010) .pdf   Author's post-publication comment.pdf

Cylindrical Levy processes in Banach spaces (co-author: Markus Riedle ) Proc. London Math. Soc. 101, 697-726 (2010) .pdf

Probability on Compact Lie Groups, in International Encyclopedia of Statistical Sciences 1121-23 (2011).pdf   Author's post-publication comment.pdf

Pseudo Differential Operators and Markov Semigroups on Compact Lie Groups , Journal of Mathematical Analysis and Applications 384, 331-48 (2011) .pdf   Author's post-publication comment.pdf

Infinitely Divisible Central Probability Measures on Compact Lie Groups - Regularity, Semigroups and Transition Kernels , Annals of Probability 39, 2474-96 (2011) .pdf   Author's post-publication comment.pdf

Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs, Journal of The Australian Math. Soc 94, 304-20 (2013) .pdf

Smoothness of Densities on Compact Lie Groups , Rendiconti del Seminario Matematico Torino 19 No.2 197-209 (2013) .pdf

Second quantisation for skew convolution products of measures in Banach spaces, (co-author: Jan van Neerven ), Electronic Journal of Probability 19, paper 11 (17 pages) (2014) .pdf   Author's post-publication comment.pdf

Martingale transform and Levy Processes on Lie Groups , (co-author: Rodrigo Banuelos ), Indiana University Math. Journal 63, 1109-38 (2014) .pdf

Probabilistic Approach to Fractional Integrals and the Hardy-Littlewood-Sobolev Inequality , (co-author: Rodrigo Banuelos ), in ``Analytic Methods in Interdisciplinary Applications'', Springer Proc. Math. Stat. Vol. 116, pp. 17-40 (2014) .pdf   Authors' post-publication comment.pdf

Second quantisation for skew convolution products of infinitely divisible measures, (co-author: Jan van Neerven ), Infinite Dimensional Analysis and Quantum Probability 18, 155003 (12 pages) (2015) .pdf

A generalised Gangolli-Levy-Khintchine formula for infinitely divisible measures and Levy processes on semi-simple Lie groups and symmetric spaces , (co-author: Tony Dooley ), Annales Institut Henri Poincare (Prob.Stat.) 51, 599-619 (2015) .pdf  Authors' post-publication comment.pdf

Infinite dimensional Ornstein-Uhlenbeck processes driven by Levy processes, Probability Surveys 12, 33-54 (2015) .pdf

The Kalman-Bucy Filter for Integrable Levy Processes with Infinite Second Moment , (co-author: Stefan Blackwood ), Journal of Applied Probability 52, 636-48 (2015) .pdf

Stationary random fields on the unitary dual of a compact group, Seminaire de Probabilites XLVIII, Lecture Notes in Math Vol. 2168, 469-80 (2016) .pdf

Convolution semigroups of probability measures on Gelfand pairs, revisited , Communications on Stochastic Analysis 10, 473-90 (2016) .pdf


Probabilistic trace and Poisson summation formulae on locally compact abelian groups, to appear in Forum Math. .pdf   Corrigendum, to appear in Forum Math..pdf

Transition Densities and Traces for Invariant Feller Processes on Compact Symmetric Spaces , (co-author: Trang Le Ngan ) .pdf

School of Mathematics and Statistics

Last updated 22nd May 2017