Title: Stochastic processes associated with dispersion across sharp interfaces Abstract: Dispersion in highly heterogeneous environment, as characterized by abrupt changes (discontinuities) in the diffusion coefficient (such discontinuous points are called interfaces), can be studied via[...]

Title: Computability of martingale convergence In both probability theory and computability theory, an important theme is “information”, and an important tool for studying information is a “martingale”. Informally, a martingale is a betting strategy. More[...]