Academic Profile
My current mathematical interests center on stochastic processes, diffusion limits, quantitative convergence, partial differential equations, measure theory, and mathematical finance. My current research connects quantitative probability, nonlinear PDE models, numerical analysis, and financial model risk.
Research
Current Research
Stochastic Dynamics and Mathematical Finance
My research includes Berry–Esseen bounds for periodic Langevin dynamics, nonlinear mortgage-backed security pricing models, and random matrix theory. Measure-theoretic probability and Lp estimates are part of the working foundation for my stochastic-dynamics research. The dedicated research page presents the questions, methods, contributions, and current directions for each project.