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Tomoyuki ICHIBA

Associate Professor, Department of Statistics & Applied Probability and Center for Financial Mathematics and Actuarial Research, and Mathematics in College of Creative Studies

at University of California Santa Barbara

Email address

ichiba [at mark] pstat [dot] ucsb [dot] edu

Work

Research: Probability Theory, Stochastic Processes and their applications. Stochastic Differential Equations, Collisions of Brownian Particles, Local Time of Semimartingales, Mathematical Economics & Finance (Stochastic Portfolio Theory), and Statistics in Finance, Molecular Biology & Sports.

Part of research is supported by NSF DMS-1313373 and DMS-1615229.

Teaching: Probability, Statistics and Actuarial Science classes.

Office: South Hall 5508 [map] University of California Santa Barbara

Mailing address

South Hall 5607 A, Department of Statistics & Applied Probability

University of California, Santa Barbara 93106

Last modified: July 2016.

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