UCSB Statistics

	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
	ANDREW CARTER, PhD Yale University Asymptotic statistical inference and nonparametric models. email: carter@ South Hall 5507 805-893-3299
	JÁNOS ENGLÄNDER, DSc Technion, Haifa, Israel Probability, stochastic calculus, partial differential equations email: englander@ South Hall 5505 805-893-8155
	RAYA FELDMAN, DSc Technion, Haifa, Israel Probability, stochastic processes email: feldman@ South Hall 5516 805-893-2826
	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
	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
	MARCO FRITTELLI, PhD University of Brescia, Italy On leave from University of Milano, Italy email: frittelli@ South Hall 5520 805-893-5634
	MACK GALLOWAY, PhD Florida State University Stochastic Processes, Financial Mathematics email: galloway@ South Hall 5501 805-893-5063
	DAVID V. HINKLEY, PhD London University Statistical theory and methods email: hinkley@ South Hall 5511 805-893-8331
	DAWN HOLMES, PhD University of Bradford, UK Bayesian Networks with Maximum Entropy, Cognitive Science, Intuitionistic Mathematics. email: holmes@ South Hall 5506 805-893-8887
	JOHN HSU, PhD University of Wisconsin-Madison Bayesian Inference, Categorical Data Analysis email: hsu@ South Hall 5512 805-893-4055
	S. RAO JAMMALAMADAKA, PhD Indian Statistical Institute Mathematical statistics, probability email: rao@ South Hall 5515 805-893-3119
	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
	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
	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
	HELGI TOMASSON, PhD University of Gothenburg, Sweden on leave from Univ. of Iceland for Fall07 email: tomasson@ South Hall 5514 805-893-4869
	STEPHANE VILLENEUVE, PhD University of Marne la Vallee on leave from Univ. of Toulouse for Fall07 email: villeneuve@ South Hall 5520 805-893-5634
	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.