Andrey Sarantsev

  Home   CV   Papers   Research   Talks   My arXiv   My Google Scholar   Teaching Archive   Evaluations 

From Autumn 2015 to Summer 2018, I am a Visiting Assistant Professor at the Department of Statistics and Applied Probability, University of California, Santa Barbara.

I am interested in Probability Theory, Stochastic Calculus, and Stochastic Finance. My postdoctoral mentor is Jean-Pierre Fouque, who partially supports me with his NSF grant DMS 1409434

I got my Ph.D. in June 2015 from the Department of Mathematics, University of Washington, Seattle, under the supervision of Soumik Pal.

Currently I am on the job market for tenure-track positions.

Research Statement in Probability Theory

Research Statement in Mathematical Finance

Teaching Statement