


Jay Rosen
Professor
Mathematics
Degrees :
PhD, Princeton University
BA, Harvard University
Biography / Academic Interests :
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.
Scholarship / 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).




