Some of our students and alumni:
Students starting work in the area: Tyler Brannan, Irfan Alam, Amy Peterson, and Jiayu Zhai.
Irina Holmes (PhD 2014) wrote her dissertation on Gaussian measures and the geometry of hyperplanes in Banach spaces. In her recent work she has been exploring the Gaussian Radon transform and Banach-space methods in machine learning. Irina will be joining Georgia Tech in Fall 2014 as Jack Hale post-doctoral fellow.
Benedykt Szozda (PhD 2012) is a researcher in stochastic analysis. In his PhD work he studied a new stochastic integral that involves the notion of `instantly independent’ processes introduced by Professor Kuo.
Junyue Xu (PhD 2011) works at Moody’s Analytics. In his PhD work he studied, among other phenomena, the serial correlation in defaults of subprime mortgages.
Adam Lodygowski [MS 2010 (Math), PhD 2010 (EE)] works at UniCredit Markets and Investment Banking. His Master’s dissertation studied correlated default phenomena.
Julius Esunge (PhD 2009) is Assistant Professor at the University of Mary Washington. His research interests include white noise analysis and stochastic differential equations.
Liqun Fang (PhD 2009) is an Actuarial Analyst at the Louisiana Legislative Auditor office. Her doctoral work was on stochastic Navier-Stokes equations.
Chao Meng (PhD 2008) works at JP Morgan Chase. In his dissertation he studied default phenomena in CDOs working with a Gaussian copula model.
Hong Yin (PhD 2007) has been Assistant Professor at the University of Southern California and at the State University of New York at Brockport. His research interests include backward stochastic differential equations and stochastic Navier Stokes equations.
Jie Wu (PhD 2006) is Associate Professor and Director of Actuarial Studies at Thiel College. His doctoral research studied stochastic interacting particle systems.
Ryan Coelho (MS 2006) works at Deloitte. His Master’s thesis examined copula models.
See Keong Lee (PhD 2006) is Senior Lecturer at Universiti Sains Malaysia.
Jeremy Becnel (PhD 2006) is Associate Professor of Mathematics at Stephen F. Austin University. His research work is focussed on infinite dimensional analysis, with special interest in the Gaussian Radon transform.
Vochita Mihai (PhD 2004) is Associate Professor of Mathematics at Medaille College.
Aurel Stan (PhD 1999) is Associate Professor of Mathematics at the Ohio State University. His research activities include infinite dimensional analysis and quantum probability.
Mylan Redfern (PhD 1988) is Dean at a University of Texas campus.
Probability @ LSU 