1. (with Jean Jacod and Sylvie Méléard) Martingale Representation: Formulas and Robustness, submitted for publication.
   .dvi .ps
2. (with Del Moral, Pierre and Jacod, Jean) The Monte- Carlo method for filtering with discrete time observations, submitted for publication.
   .dvi .ps
3. (with Tom Kurtz) Limit theorems for solutions of stochastic equations II, CIME School in Probability, Springer Lecture Notes in Mathematics, 1627;197-285, 1996

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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