Tomoyuki ICHIBA
Professor, Department of Statistics & Applied Probability and Center for Financial Mathematics and Actuarial Research
at University of California Santa Barbara
Hello, I teach and conduct research as an Associate Professor in the Department of Statistics & Applied Probability and of the Center for Financial Mathematics and Actuarial Resaerch at the University of California, Santa Barbara.
![[IMG]](face2.jpg)
I was born in Tokyo, and grew up in a small town on the southern boundary of that capital area. I studied Science, Statistics and Economics at University of Tokyo in my undergraduate and master. In my Ph.D study I focused 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] 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
Awards
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National Science Foundation Award NSF DMS-2008427, ``Large scale interactions in financial markets'' July 2020 - June 2023.
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National Science Foundation Award NSF DMS-1615229, ``Information and Stochastic Differential Equations in Financial Markets'' July 2016 - June 2020.
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National Science Foundation Award NSF DMS-1313373, ``Financial markets with discontinuities'' Sep. 2013 - Aug. 2016.
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SIAM SIAG/FME Junior Scientist Prize Society Industrial and Applied Mathematics (SIAM), Nov. 2014.
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Postdoc/Early Career Travel Award Society Industrial and Applied Mathematics (SIAM), Nov. 2010.
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Faculty Fellowship Columbia University, Sep. 2004 - May 2009.
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Special Award of Excellence Department of Economics, University of Tokyo, 2001.
Public Relations
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CincoDias Cómo pueden ayudar las matemáticas en la crisis del Covid-19 (July 4, 2020, SPANISH) article
Last modified: July 2022.
