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).
