Davar Khoshnevisan 2026-11-05
Davar Khoshnevisan is a mathematician whose work concerns probability theory, particularly random fields and stochastic partial differential equations. His institutional page lists research on long-time behavior and well-posedness of randomly forced equations, as well as geometric properties of their solutions.[ref]
His Topics in Probability: Lévy Processes by Davar Khoshnevisan develops how processes with stationary independent increments are decomposed and described by their exponents. For instance, the notes distinguish increasing jump processes through the Laplace exponent of a subordinator of a subordinator, connecting an abstract stochastic process to an explicitly computable transform.[ref]
Topics in Probability: Lévy Processes by Davar Khoshnevisan. Lectures 7–8, compound Poisson component and Laplace exponent
