In recent years I developed a course on applications of stochastic analysis to finance. Its main topics are stochastic (Ito) calculus and fundamentals of option pricing (Black-Scholes formula). The applied nature of the course provides students with a great motivation to learn what could be otherwise considered a boring material.

I am an enthusiastic supporter of electronic publishing and I take (or took) an active role in several initiatives in this area.

Selected bibliography

On Neumann eigenfunctions in lip domains Journal AMS 17 (2004) 243-265 (with R. Atar)

The heat equation and reflected Brownian motion in time dependent domains. II. Singularities of solutions J. Func. Anal. 204 (2003) 1-34 (with Z. Chen and J. Sylvester)

A counterexample to the "hot spots" conjecture Ann. Math. 149 (1999) 309-317 (with W. Werner)

A boundary Harnack principle in twisted Hölder domains. Ann. Math. 134, 1991, 253-276 (with R. Bass)

Non-intersection exponents for Brownian paths. Part II. Estimates and applications to a random fractal. Ann. Probab. 18, 1990, 981-1009. (with G. Lawler)