Jay Rosen

Professor

Professor Rosen’s current research centers on the study of stochastic processes, in particular Markov processes and Gaussian processes. He is actively exploring a link between these usually separate areas which relates the local times and intersection local times of Markov processes to Gaussian chaoses.

Degrees

PhD, Princeton University

BA, Harvard University

Scholarship and Publications

Markov processes, Gaussian processes, and local times}, (with M. Marcus).  Cambridge Studies in Advanced Mathematics 100, Cambridge University Press, NY. (2006). 620 pages. Paperback edition, (2011).

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Contact Information

Office: Building 1S Room 204
Fax: 718.982.3631