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Staff Introduction
I am a probabilist studying stochastic analysis and infinite dimensional analysis. Brownian motion is actually a probability measure on a continuous path space, which is an infinite dimensional Banach space. So, it is no surprise that infinite dimensional spaces often appear in probability theory. Among them, I studied path spaces and loop spaces among them at the beginning of my career. When I was a postdoc, I met rough path theory, which is a new kind of path space analysis. With this theory one can ”derandomize” stochastic differential equations by considering not just Brownian motion itself, but also its iterated integrals. Since rough path theory seems very promising, I now concentrate on this theory and its ramifications.
Keywords  Stochastic Analysis, Rough Path Theory, Malliavin Calculus, Stochastic Differential Equation 

Faculty , Department  Faculty of Mathematics , Department of Mathematical Sciences 