Areas of research interest:
- non-Gaussian models in finance;
- stochastic processes and fields;
- spectral theory of multidimensional stochastic functions;
- fractal properties of random sets.
Selected reports at international conferences:
- May 19-23, 2008. Sixth Seminar on Stochastic Analysis, Random Fields and Applications, Centro Stefano Franscini, Ascona, Switserland.
- October 30-31, 2007. The 48th annual conference of the Scandinavian Simulation Society, Särö, Sweden.
- July 26-31, 2004 6th World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Barcelona, Spain.