Printer-Friendly Version

- Finite and infinite competing Brownian and Levy particle systems interacting through ranks
- Reflected diffusions and jump-diffusions on the half-line and in many dimensions
- Concentration of measure for stochastic ordinary and partial differential equations
- Systemic risk and financial contagion in banking systems
- Optimal control in stochastic volatility models
- Risk theory and ruin probability
- Stochastic portfolio theory

Department of Statistics and Applied Probability

Visiting Assistant Professor, 2015-2018 (expected)

Partially supported by his NSF grant DMS 1409434

Ph.D. in Mathematics, 2010 - 2015

Specialist (MSc equivalent) degree with Honors in Mathematics, 2005 - 2010

Top math high school in Moscow, Russia, 2001 - 2005

2015--2018

- 2017--2018:
**Mentor:**Supervising undergraduate research in Probability

- 2015--2017:
**Instructor**

- Probability I
- Applied Stochastic Processes (I, II)

2010--2015

- 2012--2015
**Instructor**(with full responsibility for courses):

- Multivariable Calculus (Calculus III)
- Vector Calculus (Calculus IV)
- Differential Equations
- Matrix Algebra
- Linear Analysis (PDE, systems of ODE)
- Probability I

- 2011, 2013
**Teaching Assistant:**REU Program in Inverse Problems

- 2011--2012
**Homework Grader:**Real Analysis (graduate level)

- 2010--2012
**Quiz Sections Instructor:**Multivariable Calculus (Calculus III)

- 2008 Grader, Cities' Tournament (a high school math olympiad)

- 2008 Organizer of a summer conference for winners of Cities' Tournament

- 2010 Academic Excellence Award for passing Preliminary (Qualifying) Exams

at the beginning of the first year of the PhD program

- 2010 McKibben & Merner Fellowship (2-year) for passing Preliminary (Qualifying) Exams

at the beginning of the first year of the PhD program

- 2010 Top Report Award on the 17th Conference "Lomonosov-2010"

- 2005 - 2010 Academic Excellence Fellowship, Lomonosov Moscow State University

(awarded 7 times)

- 2002, 2005 Honorable Mention, Moscow Mathematical Olympiad

Raya Feldman University of California, Santa Barbara feldman[_a_t_]pstat.ucsb.edu

Jean-Pierre Fouque University of California, Santa Barbara jpfouque45[_a_t_]gmail.com

Tomoyuki Ichiba University of California, Santa Barbara tomoyuki.ichiba[_a_t]gmail.com

Ioannis Karatzas Columbia University ik[_a_t_]math.columbia.edu

Soumik Pal University of Washington, Seattle soumikpal[_a_t_]gmail.com