Stephan Lawi
slawi@math toronto edu

Since September 2008: VP equity derivatives, Nomura International, Hong Kong

Preprints and Publications

• Hermite and Laguerre Polynomials and Matrix-Valued Stochastic Processes

Elect. Comm. in Probab. 13 (2008) 67-84

S. Lawi

• Towards a Characterization of Markov Processes Enjoying the Time-Inversion Property

J. Theoret. Probab. 21 (2008) 144–168

S. Lawi

• Poisson Kernels as Expansions in q-Racah Polynomials

SIAM, Journal of Mathematical Analysis 38/3 (2006) 977 - 984

C. Albanese, S. Lawi

• Continuous and Tractable Models for the Variation of Evolutionary Rates

Mathematical Biosciences 199/2 (2006) 216 - 233

T. Lepage, S. Lawi, P. Tupper, D. Bryant

• Classifications of Solvable Mirror-Periodic Quantum Spin Chains

preprint 2005

C. Albanese, S. Lawi

• Laplace Transforms for Integrals of Markov Processes

Markov Processes Relat. Fields 11 (2005) 677 - 724

C. Albanese, S. Lawi

• Time Quantization and q-Deformations

J. Phys. A: Math. Gen. 37 (2004) 2983 - 2987

C. Albanese, S. Lawi

• Spectral Risk Measures for Credit Portfolios

"Risk Measures for the 21st Century", ed. G. Szego (2004), John Wiley & Sons, Ltd

C. Albanese, S. Lawi