Yutheeka Gadhyan
Ph.D. Candidate,

Department of Mathematics
676 PGH  University of Houston
Houston, Texas 77204-3008
       Email: yutheeka@math.uh.edu
Research
 My advisors are Professor Robert Azencott and Professor Roland Glowinski. My research interests include
  • Applied probability, stochastic differential equations, statistical computing
  • Numerical partial differential equations with applications in finance
    • My CV

    Education
  • M.S. Applied Mathematics - 2005
       University of Houston, Houston, Texas, U.S.A
  • B.A.(Hons) Mathematics - 2003
       Lady Shri Ram College, University of Delhi, India

    • Publications
  • R. Azencott, Y. Gadhyan
    Accurate parameter estimation for coupled stochastic dynamics (pdf)
    to appear in Discrete and Continuous Dynamical Systems (S)/AIMS proceedings, 2009
  • R. Azencott, Y. Gadhyan, R.Glowinski
    Option price sensitivity to errors in stochastic dynamics modeling (pdf)
    submitted, 2009

    • Conferences/Workshop
  • The Third Western Conference in Mathematical Finance, Santa Barbara, Nov 2009
  • SIAM Conference Mathematics for Industry: Challenges and Frontiers, San Francisco, Oct 2009
    Option price sensitivity to modeling errors in stochastic dynamics (slides)
  • University of Texas at Arlington, May 2008
    Estimation of stochastic volatility models (slides)
  • Institute for Mathematics and its Applications, August 2008
    Modelling the background noise in a mass spectrometer for denoising applications, IMA technical report, 2008 (pdf)
    A. Kearsley, R. Barnard, Y. Gadhyan, Y. Lin, L. Tong, J. Wang, G. Zhong

    • Teaching
  • College of technology(Fall'04-Fall'06)
  • Calculus-I Recitation(Spring'07)
  • Calculus-II Recitation(Summer'07)
  • 1310-College Algebra (Fall '08)

    • Resources
  • Online Reference