Click here for a full list of publications. 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).pdfLevy 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 Preprints Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs, to appear in Journal of The Australian Math. Soc .pdf Smoothness of Densities on Compact Lie Groups , .pdf
Martingale transform and Levy Processes on Lie Groups , (co-author: Rodrigo Banuelos ).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 ), to appear in Annales Institut Henri Poincare (Prob.Stat.) .pdf Second quantisation for skew convolution products of measures in Banach spaces, (co-author: Jan van Neerven ).pdf |