Research
My research interests are in the areas of Probability,
Statistics,
and Mathematical Finance. I have been working on the following
subjects:
Interacting Branching Particle Systems, Superprocesses, Stochastic
Partial
Differential Equations, Multidimensional Processes, Financial
Modeling,
Extreme Value Theory, Scenario Generation and Monte Carlo Simulation.
MATH 4/525
FALL 2008
MATH 4/561
FALL 2008