I graduated in 1994 from UNC under the direction of Professor Gopinath Kallianpur. After graduation I did a one year postdoc at Iowa State University, Math Department, under Professor Wolfgang Kliemann, and then a two year postdoc at Brown University, Division of Applied Mathematics, under Professor Harold Kushner. I was a tenure track Assistant Professor at the University of Notre Dame, Department of Mathematics from 1998-2000 and in 2000 I returned to UNC.
Probability, Stochastic Analysis, and Large Deviations
I work in probability and stochastic analysis and some of the topics I am interested in are Large Deviations, Stochastic Control, Stochastic Differential Games, Stochastic Networks, Stochastic Partial Differential Equations, Random Graphs, Stochastic Numerics, Nonlinear Filtering. Together with Paul Dupuis I have authored a book on theory and applications of Large Deviations, Analysis and Approximation of Rare Events.