Stochastic Modeling

Exponential Familia Techniques for the Lognormal Left Tail

First passage percolation and escape strategies

Quenched local limit theorem for ergodic random conductance model

Pricing Variance Swaps on Time-Changed Markov Processes

A stochastic model for speculative bubbles

Information-Theoretic interpretation of topological pressure.

Stable bigamies on the line

On the expected diameter of an L2-bounded martingle

Variational problems for the Airy2 process and related problems

Stein Method and Malliavin calculus: the basics and some applications