Real, complex and functional analysis, Euclidean, descriptive and analytic geometry, Elementary, linear and abstract algebra, Ordinary and partial differential equations, Statistics, optimization, operations research and mathematical models for Business. Graduate: Measure and probability theory, Brownian motion, Martingales, Limit laws, Markov and diffusion processes, Stochastic calculus of variations, Large deviations, Noncommutative probability, Ergodic theory, Mathematical finance and economics. Fall 2009-Winter 2010: MATH 2913, MATH 4903, MATH 4993.
Malliavin Calculus by G. Stoica, Bucharest University Press, 1997. ISBN: 973-575-072-4. Large Deviations by G. Stoica, Bucharest University Press, 1995. ISBN: 973-575-007-4. Stochastic Analysis by G. Stoica, Bucharest University Press, 1994. ISBN: 973-9160-95-6. |