1. (with D. Burkholder) Joseph Leo Doob, 1910--2004, Stochastic Processes and Their Applications. 115; 1061-1072, 2005.
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2. A book review of the book Mathematics for Finance: An Introduction to Financial Engineering, by M. Capinski and T. Zastawniak, Springer-Verlag, The American Mathematical Monthly 111; 923-926, 2004.
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Vita (pdf)

Research

• Mathematical Finance Theory
• Stochastic Numerical Analysis
• Stochastic Analysis and Its Applications
• Weak Convergence
• Markov Process Theory
• Filtering Theory

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