Stochastic Processes and Applications

Stochastic Processes Working Group Seminar at 11am on Friday.                                      

Faculty

Robert Azencott Robert Azencott (Ph.D., University Paris 6, 1970; List of publications)
Research Interests: Stochastic differential equations, Large Deviations Theory, Stochastic Models for Biology, Data Mining, Financial Mathematics.
Kresimir Josic Kresimir Josic (Ph.D., Pennsylvania State University, 1999; List of publications)
Research Interests: Neuroscience, Stochastic Modeling in Biology, Synthetic Biology.
Matt Nicol Matt Nicol (Ph.D., Stanford, 1992; List of publications)
Research Interests: Ergodic theory, Stochastic Processes.
William Ott William Ott (Ph.D., University of Maryland, 2004; List of publications)
Research Interests: Large Deviations, Synthetic Biology, Ergodic Theory, Infinite-Dimensional Dynamical Systems.
Ilya Timofeyev Ilya Timofeyev (Ph.D., Rensselaer Polytechnic Institute 1998; List of publications)
Research Interests: Financial Mathematics, Stochastic Parametrization of Subgrid Scales in Turbulent Flows, Agent-Based Modeling of Transport Problems, Reduced Stochastic Models for Slow Variables.
Andrew Torok Andrew Torok (Ph.D., Pennsylvania State University, 1995; List of publications)
Research Interests: Stochastic Processes, Financial Mathematics, Dynamical Systems, Operator Algebras.

Graduate students


Dipanwita Saha (Advisor: R. Azencott & I. Timofeyev), Thomas Weber (Advisor: W. Ott & I. Timofeyev), Francois Ouegnin (Advisor: I. Timofeyev), Brett Geiger (Advisor: W. Ott & R. Azencott), Peng Zhang (Advisor: R. Azencott), Justin Schoneman (Advisors: R. Azencott & A. Torok), Sergey Sarkisov (Advisor: R. Azencott), Changan Liu (Advisor: K. Josic), Simon Stolarczyk (Advisor: K. Josic), Adrian Radillo (Advisor: K. Josic)

Recent Alumni

J. Manuel Lopez Ph.D., University of Houston, 2014; Advisor: K. Josic
Research Interests: Impact of Stochastic Transcriptional Delay on Gene Networks.
Peng Ren Ph.D., University of Houston, 2014; Advisors: R. Azencott & I. Timofeyev
Research Interests: Financial Mathematics, Indirect Observability.
Ankita Jain Ph.D., University of Houston, 2012; Advisors: R. Azencott & I. Timofeyev
Research Interests: Parameter estimation from multiscale data, Indirect Observability.
Aanchal Aggarwal Ph.D., University of Houston, 2013; Advisor: R. Azencott
Research Interests: Mathematical modeling of evolution of bacterial populations, rare events.
Ao Kong Ph.D., University of Houston, 2013; Advisor: R. Azencott
Research Interests: Gibbs sammpling of Markov Fields applied to proteomic signatures discovery.
Manisha Bhardwaj Ph.D., University of Houston, 2013; Advisor: K. Josic
Research Interests: Visual Decision Making in the Presence of Stimulus and Measurement Correlations.
James Trousdale Ph.D., University of Houston, 2013; Advisor: K. Josic
Research Interests: The Interplay of Architecture and Correlated Variabilty in Neuronal Networks.
Vasudha Seghal Ph.D., University of Houston, 2012; Advisor: R. Azencott
Research Interests: Stochastic Modeling of genetic evolution for bacterial populations.
Robert Rosenbaum Ph.D., University of Houston, 2012; Advisor: K. Josic
Research Interests: The Transfer of Correlated Neural Activity.
Ajit Kumar Ph.D., University of Houston, 2011; Advisor: K. Josic
Research Interests: Reduced Models of Networks of Coupled Enzymatic Reactions.
Arjun Beri Ph.D., University of Houston, 2010; Advisors: R. Azencott & I. Timofeyev
Research Interests: Parameter estimation for SDEs under Indirect Observability.
Yutheeka Ghadyan Ph.D., University of Houston, 2011; Advisors: R. Azencott & R. Glowinski
Research Interests: Sensitivity of Option Pricing to errors in SDE model fitting.