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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

Hello, I'm teaching and conducting research as in the Department of Statistics & Applied Probability and of the Center for Research in Financial Mathematics at the University of California, Santa Barbara.

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I was born in Tokyo, and grew up in Odawara on the southern boundary of that capital area. I studied Science, Statistics and Economics at Tokyo University in my undergraduate and master. In my Ph.D study I focused mainly on Probability Theory and Stochastic Portfolio Theory under the supervision of Ioannis Karatzas at Columbia University in the city of New York.

Now I live near UC Santa Barbara to continue my research in Financial Mathematics and in the theory of Stochastic Processes, in order to find ways to tackle challenging problems in contribution to the common wealth.

CV [pdf 130kb]

Ph.D. Statistics, at Columbia University in May 2009.

Email address

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

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