Limit theorems for stochastic processes

• Local limit theorems for distributions of stochastic functionals
• Approximation of local times
• Limit theorems for randomized stationary processes

Statistics of random processes

• Empirical measures related to stationary processes
• Simulation and estimation of parameters for multidimensional stable laws
• Induced order statistics

Stochastic geometry

• Limit theorems for random convex sets
• Convex hulls of stochastic processes
• Convex hulls of point processes