Category Archives: Uncategorized

📍 Aarhus University – Department of Mathematics (Ny Munkegade 118, 8000 Aarhus C)🗓 Position start: 1 August 2026 (3-year full-time fixed-term: 1 Aug 2026–31 Jul 2029) Join the vibrant Stochastics Group at the Department of Mathematics, Aarhus University, at the … Continue reading →

Several postdoctoral positions at Aarhus are opening in my group. The earliest possible start date is February 1st 2026, with flexibility for later starts in the spring. These positions are supported by a Villum Investigator Grant and the ERC, offering excellent opportunities … Continue reading →

My new book written in collaboration with Nizar Demni and Jing Wang is now available. This book is a self-contained introduction to the theory of Brownian motions and heat kernels on matrix Lie groups and manifolds, with an emphasis on … Continue reading →

Here is the video of a talk I gave on Thursday, August 31, at the joint Melbourne Universities Probability seminar. The abstract of the talk is the following We study the Brownian motion on the non-compact Grassmann manifold U(n−k,k)/U(n−k)U(k) and … Continue reading →

Nizar Demni, Jing Wang and I finished the preliminary draft of a monograph to be later published by the European Mathematical Society (EMS Tract Series). Download Manuscript The study of area type functionals associated with Brownian motions has interested me … Continue reading →

The talk was given at the UBC Probability seminar on November 17, 2021.

Here is the talk I gave at the very nice conference Stochastic differential geometry and mathematical physics which virtually took place from june 7th to june 11th 2021. At the end of the talk, there is a discussion by Franck … Continue reading →

Here is the video of my invited AMS address given Sunday, April 18 2021, during the AMS sectional meeting 1166.