Dr. Henri Elad Altman
Institut für Mathematik
Welcome! I am currently a Dirichet Postdoctoral Fellow in Mathematics at Freie Universität Berlin. My research focuses on the probabilistic properties of solutions of singular stochastic partial differential equations, such as their long-time behavior, the existence of local times, and the strong Feller property. These questions are motivated by and apply to the study of scaling limit of a family of discrete random models known as wetting models.
I defended my PhD in Paris in 2019 under the supervision of Lorenzo Zambotti. Between 2019 and 2021 I was a Chapman Fellow in Mathematics at Imperial College London.
- H. Elad Altman: "Bessel SPDEs with general Dirichlet boundary conditions." Electron. J. Probab. 26 1 - 36, 2021. https://doi.org/10.1214/21-EJP632
- H. Elad Altman: "Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions." Electron. Commun. Probab. 25 1 - 11, 2020. https://doi.org/10.1214/20-ECP325
- H. Elad Altman and L. Zambotti: Bessel SPDEs and renormalised local times, Probability Theory and Related Fields (2019). https://doi.org/10.1007/s00440-019-00926-0
- H. Elad Altman (2018): Bismut-Elworthy-Li Formulae for Bessel Processes, Séminaire de Probabilités XLIX 2018 - Springer
- PhD thesis: thesis_revised.pdf