Working Group:
PDE methods in Mathematical Finance, Wolfgang Pauli Institute, Vienna, January 2009.
His research interests are in Probability Theory and Applications and in some aspects of
Mathematical Finance, Bioinformatics and Statistics.
He is also often responsible for the Stochastics Seminar and used to co-organizes the Annual Southeast Probability Days. He initiated The Georgia Tech Seminar on Mathematical Finance and Financial Engineering.
He likes to visit CIMAT in Mexico and, since his days as a post-doc at
CEREMADE,
he also enjoys visiting Paris,
where he has had months long visits at École
Nationale des Ponts et Chaussées, École
Normale Supérieure de
Cachan,
INRIA,
Laboratoire de
Probabilités et Modèles Aléatoires
and École
Normale Supérieure.
Some Conferences and Workshops
High Dimensional Probability V, CIRM Meeting, France, May 2008.
Journées Fractionnaires Parisiennes, Paris, June 2008.
Working Group:
PDE methods in Mathematical Finance, Wolfgang Pauli Institute, Vienna, January 2009.
Workshop on Infinitely Divisible Processes, CIMAT, GTO, Mexico, March 2009.
Barrett's Lectures, University of Tennessee, Knoxville, TN, April 2009.
Workshop on Stochastic Analysis and Finance,, Hong Kong, June--July 2009.
Statistical Inference for Lévy Processes
with Applications to Finance,, Eurandom, The Netherlands, July 2009.
International Workshop on Concentration, Functional Inequalities and Isoperimetry, FAU, Boca Raton, FL,
October 2009.