Associate Professor; Ph.D., Northwestern University, 1988. Stochastic processes and stochastic differential geometry.
- Riemannian geometry and stochastic analysis are applied to address the question of whether one can feel the shape of space by looking at properties of Brownian motion.
- A variational approach is applied to stochastic optimal control and related problems. Necessary conditions yield stochastic differential equations and efficient numerical methods for solving these problems.
- "New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates," with John Gregory, to appear J. Math. Anal. Appl.
- "Efficient constrained optimization: from the deterministic past to the stochastic future," with John Gregory, Nonlinear Anal. 63 (2005), 763-774.
- "A new theory and the efficient methods of solution of strong, pathwise, stochastic variational problems," with John Gregory, Methods Appl. Anal. 11 (2004), 303-316.
- "Products of constant curvature spaces with a Brownian independence property," Proc. Amer. Math. Soc. 126 (1998), 3417-3425.
- "Curvature conditions on Riemannian manifolds with Brownian harmonicity properties," Trans. Amer. Math. Soc. 347 (1995), 339-361.
- "Brownian exit distributions from normal balls in S3 \times H3," Ann. Probab. 20 (1992), 655-659.