Research. Andrey Sarantsev

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I am interested in Probability Theory, Stochastic Calculus, and Stochastic Finance
My mentor in UCSB is Jean-Pierre Fouque
He partially supports me by his NSF grant DMS 1409434

My Ph.D. thesis: Competing Brownian Particles

Coauthors:   Cameron Bruggeman   Manuel Cabezas   Amir Dembo   Jean-Pierre Fouque   Pierre-Olivier Goffard   Ruimeng Hu   Tomoyuki Ichiba   Davar Khoshnevisan   Michael Ludkovski   Ioannis Karatzas   Aditya Maheshwari   Soumik Pal   Vladas Sidoravicius   Li-Cheng Tsai

Research Statement in Probability Theory     Research Statement in Mathematical Finance

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