Research

Fall 2024 Teaching

Research Interest:

I have a broad interest in probability theory, statistics, Bayesian nonparametrics, and their applications (for example, to machine learning, mathematical finance). These include the study of random systems influenced by long memory Gaussian noises such as fractional Brownian motions or fields; stochastic analysis, stochastic partial differential equations, random matrices, mathematical finance, statistics of stochastic processes, including stochastic differential equations. I am also interested in stochastic control, filtering, and backward stochastic differential equations.

Syllabus for Math 505

Syllabus for Stat 580

List of Publications

Complete Vitae and list of publications

Mathematics Genealogy Project