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Postdoctoral Scholars
Emeritus Faculty
Faculty
(All email extensions are @pstat.ucsb.edu)
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GUILLAUME
BONNET, PhD University of North Carolina, Chapel Hill
Probability, stochastic partial differential equations, mathematical
models in populations dynamics
email: bonnet@
South Hall 5503
805-893-8088 |
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ANDREW
CARTER,
PhD Yale University
Asymptotic statistical inference and nonparametric models.
email: carter@
South
Hall 5507
805-893-3299 |
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JÁNOS
ENGLÄNDER, DSc Technion, Haifa,
Israel
Probability, stochastic calculus, partial differential equations
email: englander@
South Hall 5505
805-893-8155 |
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RAYA
FELDMAN, DSc Technion, Haifa, Israel
Probability, stochastic processes
email: feldman@
South Hall 5516
805-893-2826 |
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MARTIN FORDE,
PhD University of Bristol
Small-time asymptotics for stochastic and local volatility models,
particularly use of large deviations and Wentzell-Freidlin theory
and spectral approaches. Robust pricing of Asian and barrier options
and volatility derivatives
email: forde@
South Hall 5508
805-893-4760
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JEAN-PIERRE
FOUQUE, PhD Universite de Paris VI
Financial mathematics, interacting particle systems and their hydrodynamic
limits, waves in random media
email: fouque@
South Hall 5504
805-893-5637 |
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MARCO
FRITTELLI, PhD University of Brescia, Italy
On leave from University of Milano, Italy
email: frittelli@
South Hall 5520
805-893-5634
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MACK
GALLOWAY, PhD Florida State University
Stochastic Processes, Financial Mathematics
email: galloway@
South
Hall 5501
805-893-5063 |
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DAVID
V. HINKLEY, PhD London University
Statistical theory and methods
email: hinkley@
South Hall 5511
805-893-8331 |
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DAWN
HOLMES,
PhD University of Bradford, UK
Bayesian Networks with Maximum Entropy, Cognitive Science, Intuitionistic
Mathematics.
email: holmes@
South Hall 5506
805-893-8887 |
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JOHN
HSU, PhD University of Wisconsin-Madison
Bayesian Inference, Categorical Data Analysis
email: hsu@
South Hall 5512
805-893-4055 |
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S.
RAO JAMMALAMADAKA, PhD Indian Statistical Institute
Mathematical statistics, probability
email: rao@
South Hall 5515
805-893-3119 |
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Alok
Khare, PhD, Economics, UCSB
Multifactor models, firm valuation, theoretical and empirical asset
pricing, asset bubbles, portfolio choice, applied financial econometrics
email: khare@
South Hall 5517
805-893-5635 |
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HYEKYUNG
MIN, PhD University of Michigan, Ann Arbor
Actuarial and financial mathematics, stochastic processes, optimal
control theory, stochastic differential equations
email: min@
South Hall 5518
805-893-6023 |
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WENDY
MEIRING, PhD University of Washington
Statistics of space-time processes, evaluation of geophysical
models, environmental statistics
email: meiring@
South Hall 5510
805-893-8328 |
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HELGI TOMASSON, PhD
University of Gothenburg, Sweden
on
leave from Univ. of Iceland for Fall07
email: tomasson@
South Hall 5514
805-893-4869
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STEPHANE VILLENEUVE,
PhD University of Marne la Vallee
on
leave from Univ. of Toulouse for Fall07
email: villeneuve@
South Hall 5520
805-893-5634
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YUEDONG
WANG,
PhD, University of Wisconsin, Madison
Biostatistical modeling, bootstrap, calibration, error-in-variable,
circadian rhythm, hormone pulses, microarray data analysis, longitudinal
data, spatial-temporal data, survival analysis, smoothing spline,
smoothing spline ANOVA, generalized linear model, mixed-effects
models, model selection
email: yuedong@
South Hall 5509
805-893-4870 |
Postdoctoral
Scholars
Alok Khare
Martin Forde (PhD University of Bristol 2006)
Mack
Galloway (PhD Florida State University 2006)
Hyekyung Min, (PhD
University of Michigan, Ann Arbor 2007)
Emeritus Faculty
JOSEPH M. GANI, PhD,
Australian National University, DSc, University of London, Professor Emeritus.
Applied probability, biomathematics, stochastic processes.
SVETLOZAR
T. RACHEV, DSc, Steklov Mathematical Institute, Moscow, PhD, Lomonosov
University, Moscow
Stability of stochastic models, mathematical and empirical finance
email: rachev@
South Hall 5514
805-893-4869
JAMES B. ROBERTSON, PhD, Indiana
University, Professor Emeritus. Probability, Ergodic Theory, Stochastic
Processes.
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