Spring 2008
I am teaching the following courses. Course webpages are maintained on Blackboard
(login from MyUSI).
- Math 335.001 Calculus III
MTWF 8:00-8:50 SC 3225
- Math 335.002 Calculus III
MTWF 12:00-12:50 SC 3225
- Math 241.001 Principles of Statistics
TR 10:30-11:45 SC 3225
- Math 241.002 Principles of Statistics
TR 3:00-4:15 SC 3221
If you are interested in the actuarial track,
please visit this link.
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Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
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8:00-8:50 |
Math 335.001
(SC 3225) |
Math 335.001
(SC 3225) |
Math 335.001
(SC 3225) |
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Math 335.001
(SC 3225) |
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9:00-10:00 |
Office Hour
(SC 3281) |
Office Hour
(SC 3281) |
Office Hour
(SC 3281) |
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Office Hour
(SC 3281) |
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10:30-11:45 |
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Math 241.001
(SC 3225) |
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Math 241.001
(SC 3225) |
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12:00-12:50 |
Math 335.002
(SC 3225) |
Math 335.002
(SC 3225) |
Math 335.002
(SC 3225) |
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Math 335.002
(SC 3225) |
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1:00-1:50 |
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2:00-2:50 |
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Office Hour
(SC 3281) |
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Office Hour
(SC 3281) |
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3:00-4:15 |
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Math 241.002
(SC 3221) |
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Math 241.002
(SC 3221) |
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Research interests
My research is mainly in stochastic analysis. The following is a
detailed list of my research interests.
- Probability Theory and Stochastic Processes
- fractional Brownian motion (fBm)
- Gaussian regularity theory
- Malliavin calculus
- stochastic partial differential equations driven by fBm
- numerical methods for stochastic processes
- interacting particle systems
- stochastic optimal control and filtering
- Financial Mathematics
- market models driven by fBm
- stochastic portfolio optimization
- stochastic volatility
- risk management
- Monte-Carlo methods
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