Research Interest:
I have a broad interest in probability theory, statistics, and their applications (for example, to mathematical finance and machine learning). 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.

Math 314 (syllabus)
Math 314 (one page syllabus)
The eletronic version of the textbook for Math 314
Homework assignments for Math 314
Math 580 (syllabus)
Math 580 (one page syllabus)
