"Large Deviation for Stochastic Processes (joint with Tom Kurtz)" published by the AMS (American Mathematical Society) book series "Mathematical Surveys and Monographs 131".
Errata will be maintained here.
       
   Probability and Analysis:    

          1. Martingale problem for large deviations of Markov processes "Stochastic Processes and their applications" 81, (1999) 165-216. 
          2. Large deviation for a stochastic Cahn-Hilliard equation "Methods of Functional Analysis and Topology" page 333-356, Vol 9. no.4, 2003.
          3. Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems  "Nonlinear Analysis",  Preprint Vol 63. page e2067-e2078. 2005 
          4. Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces. "Ann. Probability" Vol 34, No. 1, 2006. Reprint 
          5. A Comparison Principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions  (Coauthor Markos Katsoulakis) Archive for Rational Mechanics and Analysis. Revision
          6. From particles in random potentials to a nonlinear Vlasov-Fokker-Planck equation.  Submitted.
          7. Homogenization for some periodic and random nonlinear Schrodinger models. 2006. Joint with Panos Kevrekidis. To appear.

    Statistics:
     
            1. Comparing time to onset of response in antidepressant clinical trials using the cure model and the Cramer-von Mise test. (Coauthors: Roy Tamura and Douglas Faries ) "Statistics in Medicine" Vol 19, 2000, pg 2169-2184)
            2. A stochastic filtering approach to survival analysis "Statistical Inference for Stochastic Processes" Vol 5, 23-53, 2002
            3. A nonparametric comparison of conditional distributions with negligible cure fractions (Co-author, Yi Li) Lifetime Data Analysis 2005, Vol 11, 367-387.