Smooth transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces 2014-11-25 – 2022-05-12

Stochastic partial differential equations SDEs taking values in some function space 2021-01-27 – 2022-01-18

Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15

Infinitesimal generators Generators of the transition semi-group, connection to Kolmogorov forward equations 2017-05-29 – 2020-02-05