Research Interests
Probability and related parts of analysis.
I am interested in stochastic processes in which there is not only a time
parameter, but an extra parameter such as space. Currently, my main
interest is in stochastic partial differential equations (SPDE).
Most physical systems are described in terms of partial differential equations,
and random noise influences most of these systems. This leads to
the study of SPDE. I usually study the qualitative properties of solutions
to nonlinear SPDE, such as blow-up, support, die-out, phase transitions,
SPDE with singular solutions, and SPDE with vector-valued solutions.
I have also dealt with the convergence of particle systems to
SPDE. Some of my research is inspired by connections between SPDE and a
particle system called the Dawson-Watanabe process (or super-Brownian
motion).
Biography
I got my Ph.D. from the
Berkeley Statistics Department in 1979. I was an NSF postdoc at
the University of Illinois
from 1979 - 1981, an assistant professor at the
University of Texas
from 1981 - 1984, and then came to Rochester. I'm now a full professor.
I've taken sabbaticals at the University of Minnesota, University of
British Columbia, the Math Research Institute at Berkeley, and the
Mittag-Leffler Institute outside of Stockholm.
|