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Valuation equations for stochastic volatility models (with Erhan Bayraktar and Hao Xing). Abstract, basic, and express turnpikes (with Paolo Guasoni, Scott Robertson and Hao Xing). Incomplete stochastic equilibria for dynamic monetary utility (with Hao Xing and Gordan Zitkovic). Forward-convex convergence in probability of sequences of nonnegative random variables (with Gordan Zitkovic). My research is concentrated on Probability and Stochastic Analysis, with functions in Mathematical Finance and Economics. Engineering Research Council (NSERC), the U.S. The analysis station in Banff is supported by Canada’s Natural Science and Engineering Research Council (NSERC), the U.S. The Institute for Advanced Study in Mathematics (IASM) in Hangzhou, China, and the Banff International Research Station for Mathematical Innovation and Discovery (BIRS) in Banff, are collaborative Canada-US-Mexico ventures that provide an surroundings for inventive interaction as well because the exchange of ideas, knowledge, and strategies within the Mathematical Sciences, with associated disciplines and with trade. The analysis station in Oaxaca is funded by CONACYT. National Science Foundation (NSF), Alberta’s Advanced Education and Technology, and Mexico’s Consejo Nacional de Ciencia y Tecnología (CONACYT). Maximum penalized quasi-probability estimation of the diffusion perform (with Jeff Hamrick, Yifei Huang and Murad Taqqu).
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